Rank sum test

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2020 Mathematics Subject Classification: Primary: 62G10 [MSN][ZBL]

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.

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Rank sum test. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article