Bivariate Analogs of the Wilcoxon–Mann–Whitney Test and the Patel–Hoel Method for Interactions

Abstract

A fundamental way of characterizing how two independent compares compare is in terms of the probability that a randomly sampled observation from the first group is less than a randomly sampled observation from the second group. The paper suggests a bivariate analog and investigates methods for computing confidence intervals. An interaction for a two-by-two design is investigated as well.