Wilcoxon signed-rank是一种非参数检验的统计量,用于检验对称分布的均值是否为0。给出iid数据 Y 1 , ⋯ , Y n Y_1,\cdots,Y_n Y1,⋯,Yn, Z j = s i g n ( Y j ) Z_j = sign(Y_j) Zj=sign(Yj), R j R_j Rj为 Z j Z_j Zj的秩(rank). Wilcoxon signed-rank statistics定义为:
W = ∑ j Z j R j W=\sum_{j} Z_{j} R_{j} W=j∑Zj