Difference between revisions of "Rank sum test"
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| − | A test of the homogeneity of two samples | + | 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]]. |
Revision as of 09:54, 11 February 2012
A test of the homogeneity of two samples $X_1,\dots, X_n$ and $Y_1,\dots, Y_m$ based on the 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) 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.
How to Cite This Entry:
Rank sum test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Rank_sum_test&oldid=12062
Rank sum test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Rank_sum_test&oldid=12062
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article