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Wilcoxon Rank Sum Test


1. Wilcoxon with both n1 and n2 < 10 2. Wilcoxon with both n1 and n2 10 3. Examples

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Wilcoxon Rank Sum Test


Recall from last week: When we test a hypothesis about the difference between two independent population means, we do so using the difference between two sample means. When the two sample variances are tested and found not to be equal
we cannot pool the sample variances thus we cannot use the t-test for independent samples. Instead, we use the Wilcoxon Rank Sum Test.
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tells us about the population Population 1 Population 2

Sample1

X1

X2

Sample2

The sample mean tells us about

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Wilcoxon Rank Sum Test


The Z test and the t test are parametric tests that is, they answer a question about the difference between populations by comparing sample statistics (e.g., X1 and X2) and making an inference to the population parameters (1 and 2). The Wilcoxon, in contrast, allows inferences about whole populations
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Distribution A

Note that distribution B is shifted to the right of distribution A

Distribution B

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1b. Small samples, independent groups


Wilcoxon Rank Sum Test
first, combine the two samples and rank order all the observations. smallest number has rank 1, largest number has rank N (= sum of n1 and n2). separate samples and add up the ranks for the smaller sample. (If n1 = n2, choose either one.) test statistic : rank sum T for smaller sample.
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1b. Small samples, independent groups


Wilcoxon One-tailed Hypotheses H0: Prob. distributions for 2 sampled populations are identical. HA: Prob. distribution for Population A shifted to right of distribution for Population B. (Note: could be to the left, but must be one or the other, not both.)

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1b. Small samples, independent groups


Wilcoxon Two-tailed Hypotheses H0: Prob. distributions for 2 sampled populations are identical. HA: Prob. distribution for Population A shifted to right or left of distribution for Population B.

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1b. Small samples, independent groups


Wilcoxon Rejection region: (With Sample taken from Population A being smaller than sample for Population B) reject H0 if TA TU or TA TL

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1b. Small samples, independent groups Wilcoxon for n1 10 and n2 10:


Test statistic: Z = TA n1(n1 + n2 + 1) 2 n1n2(n1 + n2 + 1) 12
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Wilcoxon for n1 10 and n2 10


Rejection region: One-tailed

Two-tailed Z > Z/2

Z > Z

Note: use this only when n1 10 and n2 10


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Example 1
These are small samples, and they are independent (random samples of Cajun and Creole dishes). Therefore, we have to begin with the test of equality of variances.

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Test of hypothesis of equal variances


H0: 12 = 22 HA: 12 22 Test statistic: F = S12 S 22

Rej. region:

F > F/2 = F(6,6,.025) = 5.82 or F < (1/5.82) = .172


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Test of hypothesis of equal variances


S2Cajun = (385.27)2 = 148432.14 S2Creole = (1027.54)2 = 1055833.33 Fobt = 148432.14 1055833.33 = 7.11

Reject H0 variances are not equal, so we do the Wilcoxon.


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Example 1 Wilcoxon Rank Sum Test


H0: Prob. distributions for Cajun and Creole populations are identical. HA: Prob. distribution for Cajun is shifted to right of distribution for Creole. Statistical test: T

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Example 1 Wilcoxon Rank Sum Test


Rejection region: Reject H0 if TCajun > 66 (or if TCreole < 39) (Note: We shall give lower heat values lower rank values)

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Example 1 Wilcoxon Rank Sum Test


Cajun 3500 6.5 4200 11.5 4100 9.5 4700 13.5 4200 11.5 3705 8 4100 9.5 Creole 3100 4.5 4700 13.5 2700 3 3500 6.5 2000 2 3100 4.5 1550 1

70
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Example 1 Wilcoxon Rank Sum Test


Calculation check: Sum of the ranks should = (n) (n+1) 2 70 + 35 = 105 = (14)(15) 2
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Example 1 Wilcoxon Rank Sum Test


TCajun = 70 > 66 (and TCreole = 35 < 39)

Therefore, reject H0 Cajun dishes are significantly hotter than Creole dishes.

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Example 2 Wilcoxon Rank Sum Test


H0: 12 = 22 HA: 12 22 Test statistic: F = S12 S 22

Rej. region:

F > F/2 = F(7,8,.025) = 4.53 or F < (1/4.90) = .204


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Example 2 Wilcoxon Rank Sum Test


Fobt = 4.316 .46 = 9.38

Reject H0 do Wilcoxon

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Example 2 Wilcoxon Rank Sum Test


H0: Prob. distributions for females and males populations are identical. HA: Prob. distribution for females is shifted to left of distribution for males. Statistical test: Rejection region: T T > TU = 90 (or T < TL = 54)
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Example 2 Wilcoxon Rank Sum Test


6.4 1.7 3.2 5.9 2.0 3.6 5.4 7.2 16 1 5 15 2 8 14 17 78 2.7 3.9 4.6 3.0 3.4 4.1 3.4 4.7 3.8 3 10 12 4 6.5 11 6.5 13 9 75
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Example 2 Wilcoxon Rank Sum Test


T = 78 < TU = 90 Therefore, do not reject H0 no evidence that mean distance in females is less than that in males.

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Example 3 Wilcoxon Rank Sum Test


H0: 12 = 22 HA: 12 22 Test statistic: F = S12 S 22

Rej. region:

F > F/2 = F(5,5,.025) = 7.15 or F < (1/7.15) = .140


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Example 3 Wilcoxon Rank Sum Test


Fobt = (7.563)2 (2.04)2 = 57.20 4.16

= 13.74
Reject H0 do Wilcoxon

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Example 3 Wilcoxon Rank Sum Test


H0: Prob. distributions for Hoodoo and Mukluk populations are identical. HA: Prob. distribution for Hoodoos is shifted to right or left of distribution for Mukluks. Statistical test: T Rejection region: TH > 52 or < 26
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Example 3 Wilcoxon Rank Sum Test


Hoodoo 2 1 6 5 4 2.5 23 12 7 7.5 6 5 33 Mukluk 6 5 8 9.5 7 7.5 10 11 8 9.5 4 2.5 45
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Example 3 Wilcoxon Rank Sum Test


Check: TH + TM = 78 (12)(13) = 78 2

TH = 33 > 26 and < 52

Do not reject H0 no evidence for a significant difference between teams.


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