Confidence intervals for an effect size measure based on the Mann-Whitney statistic. Part 2: asymptotic methods and evaluation

Abstract

Several asymptotic confidence interval methods for U/mn, the Mann-Whitney U statistic divided by the product of the two sample sizes, are developed and evaluated alongside published methods. Novel methods derived from Gaussian and beta models perform well, though overall a modification of the Hanley-McNeil approach (method 5 in this evaluation) performed better and is recommended for calculating confidence intervals for U/mn for continuously distributed data.