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Mann-Whitney U (Wilcoxon rank-sum) — when and why?

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  • Non-parametric test comparing two independent groups.
  • Combines all data, ranks it, compares rank sums between groups.
  • Doesn't assume normality — good for skewed, ordinal, or small-sample data.
  • Effectively tests whether one distribution is shifted vs the other.
  • Less powerful than t-test when normality holds; more robust when it doesn't.
  • Not exactly a 'test of medians' — it's a stochastic-dominance test.
Check yourself — multiple choice
  • Requires normality
  • Rank-sum test on two independent groups; no normality assumption; robust for skewed / ordinal / small samples
  • Only for classification
  • Same as chi-square

Mann-Whitney U: rank-based two-sample test; robust to skew / non-normality.

#hypothesis-testing#non-parametric

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