We give classical saddlepoint approximations for the probability mass functions of two nonparametric test statistics, the Kendall’s tau coefficient and the Wilcoxon signed-rank statistic. Then, we provide numerical comparisons, by comparing the exact probabilities with the saddlepoint approximation, a large deviation local limit theorem, an Edgeworth expansion and a normal approximation.

中文翻译：

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一些非参数检验统计的概率质量函数的鞍点近似

我们给出了两个非参数检验统计量的概率质量函数的经典鞍点近似，即 Kendall 的 tau 系数和 Wilcoxon 符号秩统计量。然后，我们通过将精确概率与鞍点近似、大偏差局部极限定理、Edgeworth 展开和正态近似进行比较来提供数值比较。