function (n = 6, m = 4, PDF = F) { if (PDF == T) pdf(file = paste("contcorrnCDF", n, "m", m, ".pdf", sep = ""), width = 11) N = m + n mean.WXY = n * (N + 1)/2 - n * (n + 1)/2 var.WXY = m * n * (N + 1)/12 x = 0:(m * n) probs = pwilcox(x, n, m) out=stepfun(x,c(0,probs)) plot.stepfun(out,xlab="a",ylab=expression(F(x)==P(W[XY]<=a)),pch=16,cex=.7,xlim=c(-5,m*n+5), main="",axes=F) axis(1) axis(2) abline(h=c(0,1)) z=seq(-5,m*n+5,length.out=200) pz=pnorm(z,mean.WXY,sqrt(var.WXY)) lines(z,pz,col="blue") px=pnorm(x,mean.WXY,sqrt(var.WXY)) px1=pnorm(x+.5,mean.WXY,sqrt(var.WXY)) points(x,px,pch=16,cex=.7,col="red") points(x+.5,px1,pch=16,cex=.7,col="green") text(-4,.95,"Normal Approximation to CDF",adj=0) legend(-5,.9,c("true CDF","without continuity correction","with continuity correction"), pch=c(16,16,16),col=c("black","red","green"),bty="n") text(m*n+5,.9,paste("n =",n," , m =",m),adj=1) if (PDF == T) dev.off() }