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Wilcoxon signed-rank test — setup.

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  • Non-parametric alternative to the paired t-test.
  • Compute differences did_{i}, rank  di\operatorname{rank}\; \mid d_{i}|, sum ranks separately for positive and negative differences.
  • Null: distribution of differences is symmetric around zero.
  • Robust to non-normal differences, sensitive to outliers still (unlike sign test).
  • Uses ranks so drops information but keeps power when normality is doubtful.
Check yourself — multiple choice
  • Independent samples
  • Non-parametric paired test: sign + rank of  di\mathrm{of}\; \mid d_{i}|; null = differences symmetric around 0; more robust than paired t under non-normality
  • Requires normality
  • Same as Mann-Whitney

Wilcoxon signed-rank: non-param paired test on ranked  di\mathrm{ranked}\; \mid d_{i}|.

#hypothesis-testing#non-parametric

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