m=3 n=2 rF = 6 R = NULL k=1 for ( i.1 in 1:(m+n-2) ) { for ( i.2 in (i.1+1):(m+n-1)) { for ( i.3 in (i.2+1):(m+n) ) { R[k] = i.1+i.2+i.3 k=k+1 } } } ## Probability that R = rF sum(R == 6)/length(R) ## P(R <= 6 and R >= 12) sum(R <= 6)/length(R) + sum(R >= 12)/length(R) m = 5 n = 7 X = rnorm(m) Y = rnorm(n) ## Compute W W = 0 for (i in 1:m) { W = W + sum(Y < X[i]) } ## Compute W1=Ranksum(X) - m(m+1)/2 Z = c(X, Y) R = rank(Z) RX = R[1:m] W1 = sum(RX) - m*(m+1)/2 c(W, W1) ## Compute the proportion of times ## we reject Ho, if it is actually true m = 25 n = 15 mu = m*n/2 s = sqrt(m*n*(m+n+1)/12) nrep = 1e4 WS = NULL for (k in 1:nrep) { ## Generate Data under H0 X = rexp(m) Y = rexp(n) Z = c(X, Y) R = rank(Z) RX = R[1:m] W = sum(RX) - m*(m+1)/2 WS[k] = (W - mu) / s } ## Reject using alpha = 0.05 mean(abs(WS) > qnorm(0.975))