Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes

摘要

This paper answers the long-standing question of whether the two-sided Wilcoxon rank test for equal sample sizes is unbiased against a location parameter family of distributions by giving a counterexample. It is also shown that the nonrandomized two-sided Wilcoxon test for equal sample sizes with the least positive significance level is unbiased.