Displaying 1 result from an estimated 1 matches for "edgeworthexpansion".
2024 Feb 12
0
Errors in wilcox family functions
...imation, it is possible to use an Edgeworth Expansion correction to uniformly decreases the error in p-value approximation without substantially rewriting the internals. An example patch and benchmarks are available at https://github.com/ahl27/R_Patches/tree/94e8e0bcf5076841637f1031ea9cf456ad18d7ef/EdgeworthExpansion.
More verbose details, examples, and benchmarks:
- https://aakinshin.net/posts/r-mann-whitney-incorrect-p-value/
- https://aakinshin.net/posts/mw-edgeworth/
2. The built-in Hodges-Lehmann estimator has some edge cases that result in incorrect answers without suitable warnings. These are detailed...