Questions tagged [wilcoxon-mann-whitney-test]
The Wilcoxon rank sum test, also known as Mann-Whitney U test, is a non-parametric rank test to assess whether one of two samples has larger values than the other.
880
questions
139
votes
8
answers
119k
views
How to choose between t-test or non-parametric test e.g. Wilcoxon in small samples
Certain hypotheses can be tested using Student's t-test (maybe using Welch's correction for unequal variances in the two-sample case), or by a non-parametric test like the Wilcoxon paired signed rank ...
28
votes
3
answers
37k
views
Is the W statistic output by wilcox.test() in R the same as the U statistic?
I've recently been reading about the Mann-Whitney U test. It turns out that to carry out this test in R you actually need to run a Wilcoxon test!
My question: is the W statistic of ...
28
votes
2
answers
18k
views
Non-parametric test if two samples are drawn from the same distribution
I would like to test the hypothesis that two samples are drawn from the same population, without making any assumptions about the distributions of the samples or the population. How should I do this?
...
27
votes
2
answers
69k
views
What is the difference between the Wilcoxon Rank Sum Test and the Wilcoxon Signed Rank Test?
What is the difference between the Wilcoxon Rank-Sum Test and the Wilcoxon Signed-Rank Test using paired observations? I know that the Rank-Sum test allows for a different number of observations in ...
26
votes
2
answers
37k
views
When to use the Wilcoxon rank-sum test instead of the unpaired t-test?
This is a followup question to what Frank Harrell wrote here:
In my experience the required sample size for the t distribution to be
accurate is often larger than the sample size at hand. The ...
26
votes
1
answer
1k
views
Have the reports of the death of the t-test been greatly exaggerated?
Reading through CV all-time classics I came across a statement that I would like to clarify. This is the post and my question refers to the closing remarks: "I have to note that all of the knowledge I ...
25
votes
2
answers
53k
views
How to test for differences between two group means when the data is not normally distributed?
I'll eliminate all the biological details and experiments and quote just the problem at hand and what I have done statistically. I would like to know if its right, and if not, how to proceed. If the ...
25
votes
1
answer
84k
views
Post-hoc tests after Kruskal-Wallis: Dunn's test or Bonferroni corrected Mann-Whitney tests?
I have some non-Gaussian distributed variable and I need to check if there are significant differences between the values of this variable in 5 different groups.
I have performed Kruskal-Wallis one-...
24
votes
5
answers
13k
views
What exactly does a non-parametric test accomplish & What do you do with the results?
I have a feeling this may have been asked elsewhere, but not really with the type of basic description I need. I know non-parametric relies on the median instead of the mean to compare... something. ...
20
votes
2
answers
44k
views
Mann-Whitney U test with unequal sample sizes
I have two unequal groups (94 and 52) and want to run a Mann-Whitney U-test to see whether their scores on a measured variable differ. I see that it is OK to do with Kruskall-Wallis, does the same ...
19
votes
0
answers
724
views
Is the Wilcoxon two-sample test maximally powered to detect proportional odds alternatives?
We know from the literature that
The Wilcoxon-Mann-Whitney two-sample rank sum test is optimal for detecting simple location shifts when comparing two continuous random variables that each have a ...
18
votes
8
answers
74k
views
Minimum sample size for unpaired t-test
Is there a "rule" to determine the minimum sample size required for a t-test to be valid?
For example, a comparison needs to be performed between the means of 2 populations. There are 7 data points ...
16
votes
1
answer
4k
views
Why is the Mann–Whitney U test significant when the medians are equal?
I've received a results from a Mann-Whitney rank test that I don't understand.
The median of the 2 populations is identical (6.9). The uppper and lower quantiles of each population are:
6.64 & 7....
16
votes
1
answer
9k
views
What is the difference between wilcox.test and coin::wilcox_test in R?
These two functions exist in R but I don't know their differences. It seems that they only return the same p-values when calling wilcox.test with ...
16
votes
1
answer
27k
views
Wilcoxon rank sum test in R
I have results from the same test applied to two independent samples:
...
16
votes
2
answers
34k
views
Mann-Whitney U-test: confidence interval for effect size
According to Fritz, Morris, and Richler (2011; see below), $r$ can be calculated as an effect size for the Mann-Whitney U-test using the formula
$$
r = \frac{z}{\sqrt N}
$$
This is convenient to me, ...
15
votes
3
answers
5k
views
Why is the asymptotic relative efficiency of the Wilcoxon test $3/\pi$ compared to Student's t-test for normally distributed data?
It is well-known that the asymptotic relative efficiency (ARE) of the Wilcoxon signed rank test is $\frac{3}{\pi} \approx 0.955$ compared to Student's t-test, if the data are drawn from a normally ...
14
votes
7
answers
4k
views
Why the p-value of t.test() is not statistically significant when mean values look really different
I am trying to find out whether there is a significant difference in the mean value of a biomarker between two groups. I am using t.test in R. The ...
14
votes
1
answer
144k
views
How do you report a Mann–Whitney test?
I am doing my dissertation, and I am conducting a number of tests. After using a Kruskal–Wallis test, I usually report the result like this:
There is a significant difference $(\chi^2_{(2)}=7.448, ...
12
votes
4
answers
45k
views
Which result to choose when Kruskal-Wallis and Mann-Whitney seem to return contradicting results?
I have these groups where the values are responses to a 10-point Likert item:
g1 <- c(10,9,10,9,10,8,9)
g2 <- c(4,9,4,9,8,8,8)
g3 <- c(9,7,9,4,8,9,10)
...
12
votes
1
answer
9k
views
Relationship between AUC and U Mann-Whitney statistic
Recently I learned about the relationship between Area Under (ROC) Curve and $U$ statistic of the Wilcoxon-Mann-Whitney test. It is supposed to follow the following rule (got it from this nice post on ...
12
votes
1
answer
15k
views
Displaying Ordinal Data - Means, Medians, and Mean Ranks
I have some ordinal data that is not normally distributed, so I decided to do non-parametric testing using the Mann-Whitney U Test. I am looking at differences between groups for seven scores - these ...
12
votes
2
answers
6k
views
Mann-Whitney null hypothesis under unequal variance
I'm just curious about the null hypothesis of a Mann-Whitney U test. I often see it stated that the null hypothesis is that two populations have equal distributions. But I'm thinking - if I had two ...
11
votes
3
answers
8k
views
Can I use a Mann-Whitney U Test with a very small sample?
I want to compare differences between two independent groups (female and male) when dependent variables are continuous. However, my sample size is very small (N=6). I have done a Mann-Whitney U Test ...
11
votes
3
answers
579
views
Significant Mann Whitney, and significant t-test, but in the other direction
I was wondering if it is possible to have 2 samples (A and B), where A is stochastically dominant over B (via Mann Whitney, or Kruskal Wallis), but where conversely B has a significantly higher mean ...
11
votes
3
answers
20k
views
Always use Welch-t test (unequal variances t-test) instead of Student-t or Mann-Whitney test?
I want to do an AB test to check if one version does significantly increase revenue. Generically speaking I want to test whether the central tendency (mean) of 2 groups are different from each other ...
11
votes
2
answers
5k
views
Power of a Mann Whitney test compared to a t test
So a Mann Whitney U test is supposedly about 95% as powerful as a t-test when t-test assumptions of normality and homogeneous variance are satisfied. I also know that a Mann Whitney U test is more ...
11
votes
2
answers
4k
views
Wilcoxon-Mann-Whitney critical values in R
I have noticed that when I try to find the critical values for the Mann-Whitney U using R, the values are always 1+critical value. For example, for $\alpha=.05, n = 10, m = 5$, the (two-tailed) ...
11
votes
2
answers
613
views
Is the Wilcoxon rank-sum test the right test to see if total donations differ?
Background:
My software asks users for optional donations of any amount. I split test donation requests among users to find the best way to ask: 50% get request version 1, 50% get request version 2, ...
10
votes
4
answers
10k
views
Choosing between logistic regression and Mann Whitney/t-tests
I have a dichotomous variable $A$, which does not have an a priori determined proportion of 0's and 1's, and a continuous variable $b$.
In scenario 1, I decide to designate $A$ as the independent ...
10
votes
2
answers
2k
views
Confused about the Mann-Whitney $U$ test. Does it test distribution equality (pdf) or just mean/median equality?
I am rather confused about the Mann Whitney test, many statements I read state it tests for distribution equality between two populations and some state it tests for means/median/central tendency only....
10
votes
1
answer
20k
views
How do I interpret the Mann-Whitney U when using R's formula interface
Say we have the following data:
...
10
votes
1
answer
1k
views
What is the null hypothesis in the Mann-Whitney test?
Let $X_1$ be a random value from distribution 1 and let $X_2$ be a random value from distribution 2. I thought that the null hypothesis for the Mann-Whitney test was $P(X_1 < X_2) = P(X_2 < X_1)$...
9
votes
4
answers
2k
views
Detect if there is actually two populations in a sample
I have been counting stomata on fossil leaf material to apply a known relationship between stomatal index and CO2. I thought that the material was all from one population (one species at a given site)....
9
votes
2
answers
3k
views
p-values of Mann-Whitney U test identical for raw and log-transformed data
I am new to Stats and came across this problem while running my analyses on SPSS which I cannot explain.
How is it that even after transforming my data by logging it, it still has the same p-value ...
9
votes
4
answers
25k
views
Can Mann-Whitney test be used for post-hoc comparisons after Kruskal-Wallis?
I have a simulation where an animal is placed in a hostile environment and timed to see how long it can survive using some approach to survival. There are three approaches it can use to survive. I ran ...
9
votes
1
answer
19k
views
Why does R say 'cannot compute exact p-values with ties' when I can do it with pen and paper?
Suppose I have two sets of three numbers: $x_1, x_2, x_3$ and $y_1, y_2, y_3$ and I want to test the Null hypothesis that they are drawn from the same distribution using the Wilcoxon-Mann-Whitney test....
9
votes
2
answers
1k
views
Equivalence of Mann-Whitney U-test and t-test on ranks
What does it mean when people say that a t-test performed on ranked data is equivalent to a Mann-Whitney U-test? Does that mean they just test the same hypothesis/are useful in the same situations or ...
8
votes
4
answers
839
views
Comparing smoke and hormones level in two groups of people. Which test?
I'm totally not a pro in statistics so i hope the question is not too simple!
I have two groups of patients. One group are smokers, the second are non-smokers.
I want to compare the level of some ...
8
votes
3
answers
769
views
Assumptions of Mann-Whitney test for at least ordinal data
I am reading article by Divine et al. about using Mann-Whitney test for data that is at least ordinal (i.e. it may be discrete with many ties). It says the following (in section 2.3):
That is, it (...
8
votes
3
answers
1k
views
Is the Wilcoxon rank-sum test a nonparametric alternative to the two sample t-test? Null hypotheses are different
https://www.stat.auckland.ac.nz/~wild/ChanceEnc/Ch10.wilcoxon.pdf
says
"The Wilcoxon rank-sum test is a nonparametric alternative to the two sample t-test which is based solely on the order in which ...
8
votes
2
answers
23k
views
How to determine the effect size of a Wilcoxon rank-sum test in R?
I want to determine if there's a difference in mean p-values between two groups. In order to do this I perform a Wilcoxon's rank-sum test (the data is not normally distributed). So far, so good. ...
8
votes
1
answer
3k
views
Kolmogorov Smirnov Z vs Mann Whitney U small sample size n= 15?
I have a small sample size of 15. I want to see if there is a difference in the nutrient intakes between two independent variables, group 1 n = 11, group 2 n= 4. The data is not normally distributed. ...
8
votes
1
answer
13k
views
When should I use `scipy.stats.wilcoxon` instead of `scipy.stats.ranksums`? [duplicate]
I've been using http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wilcoxon.html but then I realized that there is http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.ranksums....
8
votes
1
answer
13k
views
Differences between Dwass-Steel-Critchlow-Fligner and Mann-Whitney U-test for a post-hoc pairwise analysis
If you have one control and four groups of patients with a non-normal small sample size, there are differences in these tests for a post-hoc analysis after Kruskal-Wallis?
8
votes
2
answers
2k
views
The exact distribution of Wilcoxon rank-sum statistic U
The distribition of the rank-sum statistic U is assumed to be normal for large number of samples being considered. What is the exact distribution? I want to compare and sometimes fuse results from ...
8
votes
1
answer
962
views
Rank and z-transform instead of Wilcoxon?
Andrew Gelman in a recent post in his blog suggests using a rank, transforming the rank to a z-score, and then using parametric tests and tools instead of performing non-parametric tests. I never ...
8
votes
1
answer
4k
views
Some questions about two-sample comparisons
I am applying some statistical tests using python's scipy.stats library to some datasets that I have (taken in pairs), testing whether they both come from the same unknown distribution.
I don't have ...
8
votes
1
answer
3k
views
Is there a way to compare means on 2 independent groups with non-normal distribution, unequal variances and sample size?
As you can see on the question, I've got these two groups.
Group A: n=1520
Group B: n=115
I aim to compare their scoring on a 15-item instrument, but these scorings don't have a normal distribution, ...
8
votes
1
answer
164
views
How to test that a set of distributions are located in a given order?
I have a set of population distributions; I obtained them empirically, computing histograms from very large populations (about 1 million per distribution). The population distributions might not have ...