Exact null distributions of quadratic distribution-free statistics for two-way classification

Abstract

We present new techniques for computing exact distributions of ‘Friedman-type’ statistics. Representing the null distribution by a generating function allows for the use of general, not necessarily integer-valued rank scores. Moreover, we use symmetry properties of the multivariate generating function to accelerate computations. The methods also work for cases with ties and for permutation statistics. We discuss some applications: the classical Friedman rank test, the normal scores test, the Friedman permutation test, the Cochran–Cox test and the Kepner–Robinson test. Finally, we shortly discuss self-made software for computing exact p-values.