PROPHET StatGuide: Mann-Whitney rank sum test

The rank sum test is used to test the null hypothesis that the two population distribution functions corresponding to the two random samples are identical against the alternative hypothesis that they differ by location.

Assumptions:

• Within each sample, the values are independent, and identically distributed. (The Mann-Whitney rank sum test is a nonparametric test. We need not specify or know what the distribution is, only that all the values in each sample follow the same continuous distribution.)

• The two samples are independent of each other.

• The populations from which the two samples were taken differ only in location. That is, the populations may differ in their means or medians, but not in their dispersions or distributional shape (such as skewness).

• Because the test statistic for the Mann-Whitney rank sum is based only on the ranks within each sample, the test can be performed when the only data available are those relative ranks.

Guidance:

• Ways to detect before performing the rank sum test whether your data violate any assumptions.

• Ways to examine rank sum test results to detect assumption violations.

• Possible alternatives if your data or rank sum test results indicate assumption violations.

To properly analyze and interpret results of the rank sum test, you should be familiar with the following terms and concepts:

• two-sample problem
• independent samples
• violation of test assumptions
• distribution-free tests
• rank tests

• Brownlee, K. A. 1965. Statistical Theory and Methodology in Science and Engineering. New York: John Wiley & Sons.
• Conover, W. J. 1980. Practical Nonparametric Statistics. 2nd ed. New York: John Wiley & Sons.
• Daniel, Wayne W. 1978. Applied Nonparametric Statistics. Boston: Houghton Mifflin.
• Daniel, Wayne W. 1995. Biostatistics. 6th ed. New York: John Wiley & Sons.
• Hollander, M. and Wolfe, D. A. 1973. Nonparametric Statistical Methods. New York: John Wiley & Sons.
• Lehmann, E. L. 1975. Nonparametrics: Statistical Methods Based on Ranks. San Francisco: Holden-Day.
• Miller, Rupert G. Jr. 1986. Beyond ANOVA, Basics of Applied Statistics. New York: John Wiley & Sons.
• Rosner, Bernard. 1995. Fundamentals of Biostatistics. 4th ed. Belmont, California: Duxbury Press.
• Sokal, Robert R. and Rohlf, F. James. 1995. Biometry. 3rd. ed. New York: W. H. Freeman and Co.
• Zar, Jerrold H. 1996. Biostatistical Analysis. 3rd ed. Upper Saddle River, NJ: Prentice-Hall.

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Last modified: March 18, 1997