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.

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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 ...
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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 ...
luciano's user avatar
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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? ...
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27 votes
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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 ...
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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 ...
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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 ...
Antoni Parellada's user avatar
25 votes
2 answers
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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 ...
Arun's user avatar
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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-...
Rossella's user avatar
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24 votes
5 answers
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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. ...
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2 answers
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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 ...
George's user avatar
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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 ...
Frank Harrell's user avatar
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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 ...
Johnny Puzzled's user avatar
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1 answer
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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....
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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 ...
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Wilcoxon rank sum test in R

I have results from the same test applied to two independent samples: ...
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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, ...
grey's user avatar
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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 ...
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7 answers
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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 ...
arshad's user avatar
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1 answer
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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, ...
dissertationhelp's user avatar
12 votes
4 answers
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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) ...
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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 ...
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12 votes
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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 ...
Eric's user avatar
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2 answers
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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 ...
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11 votes
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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 ...
user330's user avatar
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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 ...
jginestet's user avatar
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3 answers
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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 ...
Pascal Klein's user avatar
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 ...
Jimj's user avatar
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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) ...
this.is.not.a.nick's user avatar
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, ...
Michael Gundlach's user avatar
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 ...
jetistat001's user avatar
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....
limestreetlab's user avatar
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: ...
Waldir Leoncio's user avatar
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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 $P(X_1 < X_2) = P(X_2 < X_1)$...
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9 votes
4 answers
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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)....
The_Tams's user avatar
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9 votes
2 answers
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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 ...
Sherry's user avatar
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4 answers
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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 ...
Phlox Midas's user avatar
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....
Vincent's user avatar
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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 ...
Jimj's user avatar
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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 ...
Bakaburg's user avatar
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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 (...
Rodvi's user avatar
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8 votes
3 answers
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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 ...
Naomi A's user avatar
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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. ...
mats's user avatar
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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. ...
AMH40's user avatar
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8 votes
1 answer
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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....
O.rka's user avatar
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8 votes
1 answer
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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?
Gabriel's user avatar
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8 votes
2 answers
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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 ...
highBandWidth's user avatar
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 ...
Jacques Wainer's user avatar
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 ...
Ricky Robinson's user avatar
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, ...
CVillacura's user avatar
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 ...
Dr Fabio Gori's user avatar

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