# Can I compare the p-values of two Wilcoxon tests?

I am comparing three distributions of values. Let's say A, B and C.

If I find that the p-value of the Wilcoxon rank sum test between A and B is 1e-08 and between A and C is 1e-10, can I say that distribution A is more similar to B than it is to C?

• Given those values, I don't think there is much meaning left in saying A is more similar to either one. Sep 18, 2013 at 16:44
• 'Wilcoxon rank-sum test'? Sep 18, 2013 at 16:44
• Scortchi, yes it's a Wilcoxon rank-sum test. Sep 19, 2013 at 6:59
• Glen_b, I'm using it in order to compare if distributions of values differ from each other or not. More specifically, I'm studying the length of introns between different organisms and want to see if the introns from one organism are significantly longer/shorter compared to another. Sep 19, 2013 at 7:05
• I don't feel completely comfortable with the use of the term "distribution" in the question. Most inferential tests (like Wilcoxon) compares the central tendency, not the shape of the distribution. We're dealing with ordinal type data, so it is probably not as important to consider this. Still, for example, B and C could have the exact same median but B could be bimodal and C could be unimodal. Something to think about? Sep 19, 2013 at 15:26

• I believe it's not possible to get p-values that low on the Wilcoxon test unless the sample sizes are pretty large (or at least of moderate size--$10$ or greater--and the differences are as extreme as possible). But given that the differences are stated in terms of p-values and not effect sizes, why and how would any such conclusion depend on sample size?