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The document describes two non-parametric statistical tests: 1. The Wilcoxon signed-rank test, which is used for paired samples and compares the sums of ranks of the positive and negative differences between pairs. It provides critical values of the test statistic T for various sample sizes and significance levels. 2. The Wilcoxon rank-sum test, which compares two independent samples by summing the ranks of all observations. It provides critical values of the test statistic W for different sample size combinations m and n and significance levels. Both tests can be approximated by the normal distribution for larger sample sizes.

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30 views2 pages

D

The document describes two non-parametric statistical tests: 1. The Wilcoxon signed-rank test, which is used for paired samples and compares the sums of ranks of the positive and negative differences between pairs. It provides critical values of the test statistic T for various sample sizes and significance levels. 2. The Wilcoxon rank-sum test, which compares two independent samples by summing the ranks of all observations. It provides critical values of the test statistic W for different sample size combinations m and n and significance levels. Both tests can be approximated by the normal distribution for larger sample sizes.

Uploaded by

patricia eileen
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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WILCOXON SIGNED-RANK TEST

The sample has size n.

P is the sum of the ranks corresponding to the positive differences.

Q is the sum of the ranks corresponding to the negative differences.

T is the smaller of P and Q.

For each value of n the table gives the largest value of T which will lead to rejection of the null hypothesis at
the level of significance indicated.

Critical values of T

Level of significance
One-tailed 0.05 0.025 0.01 0.005
Two-tailed 0.1 0.05 0.02 0.01
n=6 2 0
7 3 2 0
8 5 3 1 0
9 8 5 3 1
10 10 8 5 3
11 13 10 7 5
12 17 13 9 7
13 21 17 12 9
14 25 21 15 12
15 30 25 19 15
16 35 29 23 19
17 41 34 27 23
18 47 40 32 27
19 53 46 37 32
20 60 52 43 37

For larger values of n, each of P and Q can be approximated by the normal distribution with mean 1
4
n(n + 1)
and variance 1
24
n(n + 1)(2n + 1) .

13
WILCOXON RANK-SUM TEST

The two samples have sizes m and n, where m n.

Rm is the sum of the ranks of the items in the sample of size m.

W is the smaller of Rm and m(n + m + 1) – Rm.

For each pair of values of m and n, the table gives the largest value of W which will lead to rejection of the
null hypothesis at the level of significance indicated.

Critical values of W

Level of significance
One-tailed 0.05 0.025 0.01 0.05 0.025 0.01 0.05 0.025 0.01 0.05 0.025 0.01
Two-tailed 0.1 0.05 0.02 0.1 0.05 0.02 0.1 0.05 0.02 0.1 0.05 0.02
n m=3 m=4 m=5 m=6
3 6 – –
4 6 – – 11 10 –
5 7 6 – 12 11 10 19 17 16
6 8 7 – 13 12 11 20 18 17 28 26 24
7 8 7 6 14 13 11 21 20 18 29 27 25
8 9 8 6 15 14 12 23 21 19 31 29 27
9 10 8 7 16 14 13 24 22 20 33 31 28
10 10 9 7 17 15 13 26 23 21 35 32 29

Level of significance
One-tailed 0.05 0.025 0.01 0.05 0.025 0.01 0.05 0.025 0.01 0.05 0.025 0.01
Two-tailed 0.1 0.05 0.02 0.1 0.05 0.02 0.1 0.05 0.02 0.1 0.05 0.02
n m=7 m=8 m=9 m = 10
7 39 36 34
8 41 38 35 51 49 45
9 43 40 37 54 51 47 66 62 59
10 45 42 39 56 53 49 69 65 61 82 78 74

For larger values of m and n, the normal distribution with mean 1


2
m(m + n + 1) and variance 1
12
mn(m + n + 1)
should be used as an approximation to the distribution of Rm.

14

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