View source for Rank sum test

{{MSC|62G10}}

[[Category:Nonparametric inference]]

A test of the homogeneity of two samples $X_1,\dots, X_n$ and $Y_1,\dots, Y_m$ based on the [[Rank statistic|rank statistic]] $R_1+\dots +R_m$ — the sum of the ranks $R_j$ of the random variables $Y_j$ in the joint series of order statistics (cf. [[Order statistic|Order statistic]]) of $X_i$ and $X_j$ (the elements of the two samples are mutually independent and come from continuous distributions). It is a variant of the [[Wilcoxon test|Wilcoxon test]].