Exact probabilities for tied linear rank tests

Abstract

An algorithm is presented which permits the exact calculation of the probability of error for a Wilcoaxon situation (with ties) according to a procedure described by Krauth (1971). The program, which is written in Standard-FORTRAN, furthermore permits, with a suitable choice of input data, the exact calculation of the error probabilities for all the generally used linear rank tests as well as for the Pitman randomisation test.