Wilcoxon Rank-Sum Test: Comparing Medians Non-Parametrically

The Wilcoxon rank-sum test, also known as the Mann-Whitney U test, is a non-parametric statistical test that compares the medians of two independent samples. It is used to determine whether there is a statistically significant difference between the medians of the two groups. The test is based on the ranks of the data points in the two samples, rather than the actual values of the data points. This makes it robust to outliers and non-normal distributions. The Wilcoxon rank-sum test is commonly used in a variety of applications, including medical research, psychology, and social science.

**Wilcoxon Rank Sum Test Structure**

The Wilcoxon rank sum test, also known as the Mann-Whitney U test, is a non-parametric statistical test used to compare two independent groups. It is similar to the t-test, but does not assume that the data is normally distributed.

**Hypothesis**

The hypothesis for the Wilcoxon rank sum test is:

Null hypothesis (H0): The two groups have the same median.
Alternative hypothesis (Ha): The two groups have different medians.

**Procedure**

To perform the Wilcoxon rank sum test, follow these steps:

  1. Rank the data: Rank the combined data from both groups, from smallest to largest.
  2. Sum the ranks for each group: Calculate the sum of the ranks for each group.
  3. Calculate the U statistic: Calculate the U statistic using the following formula:
U = n1 * n2 + (n1 * (n1 + 1)) / 2 - R1

where:

  • n1 and n2 are the sample sizes of the two groups
  • R1 is the sum of the ranks for group 1
  1. Determine the critical value: Look up the critical value for the U statistic in a table or using statistical software, based on the sample sizes of the two groups and the desired significance level.
  2. Compare the U statistic to the critical value: If the U statistic is less than or equal to the critical value, reject the null hypothesis. Otherwise, fail to reject the null hypothesis.

**Example**

Suppose we have two groups of data:

Group 1: 10, 12, 14, 16, 18
Group 2: 11, 13, 15, 17, 19

To perform the Wilcoxon rank sum test:

  1. Rank the data:
Value Rank
10 1
11 2
12 3
13 4
14 5
15 6
16 7
17 8
18 9
19 10
  1. Sum the ranks for each group:
  • R1 = 1 + 3 + 5 + 7 + 9 = 25
  • R2 = 2 + 4 + 6 + 8 + 10 = 30
  1. Calculate the U statistic:
U = 5 * 5 + (5 * (5 + 1)) / 2 - 25 = 10
  1. Determine the critical value: For a significance level of 0.05, the critical value is 12.

  2. Compare the U statistic to the critical value: Since the U statistic (10) is less than the critical value (12), we reject the null hypothesis and conclude that the two groups have different medians.

Question 1:
What is the purpose of a Wilcoxon rank-sum test?

Answer:
A Wilcoxon rank-sum test is a statistical test used to determine whether two samples have significant differences in their medians, without assuming that the data follows a normal distribution. It is particularly useful when the sample size is small or the data is not normally distributed.

Question 2:
How does a Wilcoxon rank-sum test differ from a t-test?

Answer:
Unlike a t-test, a Wilcoxon rank-sum test does not assume that the data is normally distributed or that the variances of the two samples are equal. It ranks the data and compares the ranks between the two samples to assess the significance of the difference.

Question 3:
When is it appropriate to use a Wilcoxon rank-sum test?

Answer:
A Wilcoxon rank-sum test is appropriate whenever the researcher wants to compare the medians of two independent samples and the data is not normally distributed or the sample size is small (less than 50 observations). It is a non-parametric test, meaning it does not require any specific assumptions about the data distribution.

Well, folks, that wraps up our little jaunt into the world of Wilcoxon rank sum tests. I hope you found this example helpful and illuminating. If you have any further questions, feel free to drop us a line. And remember, statistics are not as scary as they seem with a little bit of practice. So, until next time, keep on testing those hypotheses and thanks for stopping by! We’ll be here if you need us.

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