Signed-Rank Tests in the Presence of Ties (with extended tables)


  • W. Buck

    Corresponding author
    1. Division of Clinical Medicine, A. Nattermann & Cie. GmbH, Cologne, FRG
    • A. Nattermann & Cie. GmbH Hauptabt. Klinische Medizin Stabsstelle Biometrie Nattermannallee 1 5000 Köln 30, BRD
    Search for more papers by this author


We begin with a review of the areas of application of the signed-rank tests (SRTs) and we conclude that the results are exact only if no ties of non-null differences exist. In order to apply the SRTs according to WILCOXON and according to PRATT also in the presence of ties, by assigning midranks, we derive their null distributions. As special cases the null distributions for the problem without ties are obtained. In order to save the practising statistician the time-consuming calculations of the distribution functions, we compute tables of critical values (for reasons of volume they will be published as part of the reprints only). For N0 = 0 (1) 5 null differences and M = = 1(1) 10 non-null differences the critical values of all distributions with all possible tie vectors are calculated. Instructions are provided and an example serves to illustrate the use of the table. The extension of the tables are obtained by means of counting formulas given in the text. Approximations are provided in order to make the application of tests possible for larger samples as well. It is shown that the approximation of the null distribution in the presence of ties by the null distributions under the assumption of no ties in some cases overstates and sometimes understates the exact rejection probability. For N0 = 0 (1) 10 and M = 1 (1) 10 all distributions with all possible tie vectors for the SRTs with WILCOXON and PRATT ranking are examined with respect to the lattice type of the test statistic. The result is given in table 6. It is evident that the portion of PRATT-distributions with lattice character decreases as the number of null differences increases. Continuity corrections are obtained for the asymptotic normal distribution which take into account the lattice character of the distribution of the test statistic.