Encyclopedia of Biostatistics 2005
DOI: 10.1002/0470011815.b2a15172
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U ‐Statistics

Paul Janssen
1

Abstract: A U‐statistic, calculated from a random sample of size n , is an average of a symmetric function of m sample values, calculated for all m ‐tuples in the sample. Examples are the sample variance, the Cramér‐von Mises statistic of goodness of fit, and the Kaplan–Meier and Nelson–Aalen estimators in survival analysis. Asymptotic properties are described.

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