Nichtparametrische Statistik

Lecturer: Prof. Dr. Markus Pauly

Exercises: Paavo Sattler

General Information

  • Language: Deutsch / English
  • Lectures:  2h
  • Exercises: 1h


Elementare Wahrscheinlichkeitsrechnung und Statistik

Stochastik I


A main focus lies on the theoretical development of various rank tests; commonly applied in practice (as, e.g. Wilcoxon-Mann-Whitney). To analyze their properties we first discuss their finite sample properties and explain how they can be carried out distribution-free in specific situations. For more complex situations central limit theorems for rank statistics are proven.


  • Lecture: Wednesday 12.00-14.00  HeHo 18, Room 1.20
  • Exercise: Friday 9.00-10.00 HeHo 18 Room 2.20


  • 1st Exam: TBA
  • 2nd Exam: TBA


  • Brunner, E., & Puri, M. L. (1996). 19 Nonparametric methods in design and analysis of experiments. Handbook of statistics, 13, 631-703.
  • Hollander, M., & Wolfe, D. A. (1999). Nonparametric statistical methods.
  • Janssen, A. (1998). Zur Asymptotik Nichtparametrischer Tests [On the asymptotics of non-parametric tests]. Gesellschaft zur Förderung der Mathematischen Statistik.
  • Sidak, Z., Sen, P. K., & Hajek, J. (1999). Theory of rank tests. Elsevier.
  • Van der Vaart, A. W. (2000). Asymptotic statistics (Vol. 3). Cambridge university press.