THE MANN WHITNEY WILCOXON DISTRIBUTION USING LINKED LISTS
Ying Kuen Cheung, Jerome H. Klotz · 1997
We give an improved algorithm for calculating the exact null distribu- tion of the two sample Mann Whitney Wilcoxon rank sum statistic. The algorithm modifies the update method of Smid using a minimal linked list which directs calcu- lation of only those intermediate probabilities required for the final value. Using an efficient shortened representation of the list of required intermediate values, exact probabilities for sample sizes of the order of 100 for each of the two samples can be computed on a personal computer for cases covering the range from many ties with few different values to few ties with many different values.