What does U stand for in Mann-Whitney U Test? I can't seem to find the definition of "U" in any site.
Anyone is allowed to give any possible name for the test statistic they design. Mann and Whitney (1947) decided to name the one they proposed as "$U$". In their paper they do not give any reasons why such name was chosen, but as from the very beginning of the text they compare their test to the one proposed by Wilcoxon (1945), named as "$T$", so I'd guess that they simply took the next letter from the alphabet... Wilcoxon does not give any reason for choosing "$T$", but I guess that the same as "$t$" in $t$-test it stands for "test". So it seems that statisticians are not very creative in choosing names for their inventions.
Mann, H. B., & Whitney, D. R. (1947). On a test of whether one of two random variables is stochastically larger than the other. The annals of mathematical statistics, 50-60.
Wilcoxon, F. (1945). Individual comparisons by ranking methods. Biometrics bulletin, 1(6), 80-83.