Outline

Assumptions
Hypothesis testing
Exercises

Chapter 10 - Lecture 3 (Section 14.2)

Wilcoxon Rank Sum Test (or Mann Whitney test)

Andreas Artemiou

March 24th, 2010

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Assumptions
Hypothesis testing
Exercises

Assumptions

Hypothesis testing
Test Statistic
Test Details
Example

Exercises

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Assumptions
Hypothesis testing
Exercises

Review

I Let X1 , . . . , Xm and let Y1 , . . . , Yn .

I Until now we have seen how to find confidence intervals and
perform hypothesis testing when those two samples come
from normal distribution. What happens, if we remove the
normality assumption, and we just assume that they come
from a symmetric distribution? How do we perform tests
about the means of those samples.
I Note: Your book has Tables only for sample sizes m 8 and
n 8. So if the sample sizes are greater than 8 we can use
the normal approximation.

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Test Statistic
Assumptions
Test Details
Hypothesis testing
Example
Exercises

Wilcoxon Rank Sum test, (or Mann - Whitney test)

I To find the test statistic one needs.

I Label the small sample as your X and the large sample as your
Y.
I Find your null value 0
I Subtract from your X sample the value 0 .
I Make a Table with three columns X 0 , Y , Rank.
I Fill the table with the values and the ranks. Handle ties
appropriately.
I Your test statistic W equals with the sum of the ranks of the
observations X 0 .

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Test Statistic
Assumptions
Test Details
Hypothesis testing
Example
Exercises

Hypothesis test

I Null Hypothesis: H0 : 1 2 = 0
I Test statistic: W
I Rejection Regions: (Use Table A.14)
I w c1 if HA : 1 2 > 0
I w m(m + n + 1) c1 if HA : 1 2 < 0
I w m(m + n + 1) c or w c if HA : 1 2 6= 0

I P(W c1 ) = , P(W c) = 2

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Test Statistic
Assumptions
Test Details
Hypothesis testing
Example
Exercises

Example

I Let say I want to make an estimation for the difference

between male and female students in my Stat 319 class. I
collect a sample of 5 male and find the following scores
70, 65, 80, 50, 85 and 8 female students with scores
90, 60, 95, 70, 65, 90, 100, 40. Perform a test to see if the
female scores have mean more than 5 points greater than the
male scores at significance level 0.05

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes
 Outline
Assumptions
Hypothesis testing
Exercises

Exercises

I Section 14.2 page 756

I Exercises 9, 10, 11, 12, 13

Andreas Artemiou Chapter 10 - Lecture 3 (Section 14.2) Wilcoxon Rank Sum Tes