Mann-Whitney U Test

  1. mixing and sorting .
  2. ranking;
    1. each element receives a rank corresponding to its position in the list.Element whihc have the same value receive the same rank:
    2. Mann-Whitney U Test_第1张图片
  3. compute rank sums Ra,Rb
    1. Mann-Whitney U Test_第2张图片like this.
    2. for these sums,the following always holds:
  4. compute sample statistics Ua,Ub
    1. like this.Mann-Whitney U Test_第3张图片
    2. where the following always holds: Ua+Ub=nanb------>7+41=6*8=48
  5. set U=min {Ua,Ub}
    1. U=min {Ua,Ub}=min{7,41}=7
  6. compute critical Uα values
    1. for the significant level α the critical Uα value s can be computed for the two-sided test as:
    2. where z is the "probity "function ,the inverse cumulative distribution function of the standard normal distribution .
    3. the value of z can be looked up in the standard normal distribution table appendix .
  7. U < Uα => different between Ua and Ub significant 
    1. the different between Ua and Ub is significant at an error level a only if U is smaller than Ua.
    2. if U < Ua,and Ua < Ub:A is from a distribution with a smaller median than B (this is wrong with a probability of no more than a )
    3. Mann-Whitney U Test_第4张图片
    4. for this example :Mann-Whitney U Test_第5张图片

 

你可能感兴趣的:(Mann-Whitney U Test)