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15 votes
3 answers
5k views

Why is the asymptotic relative efficiency of the Wilcoxon test $3/\pi$ compared to Student's t-test for normally distributed data?

It is well-known that the asymptotic relative efficiency (ARE) of the Wilcoxon signed rank test is $\frac{3}{\pi} \approx 0.955$ compared to Student's t-test, if the data are drawn from a normally ...
Silverfish's user avatar
  • 23.8k
9 votes
1 answer
5k views

Relative efficiency of Wilcoxon signed rank in small samples

I have seen in published literature (and posted on here) that the asymptotic relative efficiency of the Wilcoxon signed rank test is at least 0.864 when compared to the t test. I have also heard that ...
Jimj's user avatar
  • 1,183
9 votes
5 answers
8k views

Wilcoxon Signed Rank Symmetry Assumption

The assumption of symmetricity for signed rank test (and its relevance) is becoming extremely confusing for me. I am hypothesizing that sub-population A (before treatment) and sub-population B (after ...
Ash's user avatar
  • 93
28 votes
2 answers
19k views

Non-parametric test if two samples are drawn from the same distribution

I would like to test the hypothesis that two samples are drawn from the same population, without making any assumptions about the distributions of the samples or the population. How should I do this? ...
Luke Gorrie's user avatar
11 votes
2 answers
10k views

Is ordinal or interval data required for the Wilcoxon signed rank test?

Having looked at multiple online sources, I can't seem to get a straight answer. Could someone please clarify for me if ordinal data is sufficient to use for the WSRT and if not, is the sign test an ...
Ay-Jay's user avatar
  • 111
4 votes
2 answers
3k views

Prove the relationship between Walsh averages and Wilcoxon signed rank test

In my lecture notes it is stated that sum of all positive signed ranks (defined in Wilcoxon signed rank test) = the number of Walsh averages that are greater than median How can I prove this ...
Gillian Cheung's user avatar
11 votes
1 answer
14k views

How is the confidence interval built when executing the Wilcoxon.test in R?

I want to calculate the confidence interval around the median obtained from this data set: ...
hector's user avatar
  • 283
8 votes
4 answers
6k views

What method is preferred, a bootstrapping test or a nonparametric rank-based test?

I want to perform a single-tail test on a single sample of real numbers (N~100) against an expected value. The population is known to be not normally distributed. So from what I've read about stats, I ...
Paul Lam's user avatar
  • 255
3 votes
2 answers
687 views

Inference of nonparametric tests as linear models

I found some statements throughout the web that suggest that most common statistical tests can be performed as general(ized) linear models (cf. here). For a Wilcoxon test the author of the referenced ...
Anti's user avatar
  • 159
2 votes
1 answer
5k views

Wilcoxon signed-rank test for proportion variable response?

My response variable is a proportion. The explanatory variable is categorical with two levels which are not independent. The distribution of the response variable is different from normal. ...
alejandro's user avatar
  • 163
2 votes
1 answer
2k views

How to graph Wilcoxon test power R

I've been trying to calculate and graph the correspondent power for the wilcoxon signed test and haven't had any luck. I tried simulating two normal distributed samples, apply the wilcoxon test and ...
Karl Jimbo's user avatar
12 votes
1 answer
31k views

How to choose between sign test and Wilcoxon signed-rank test?

I am trying to pick one from these two tests to analyze paired data. Does anyone know any rules of thumb about which one to pick in general?
Sheldon's user avatar
  • 387
9 votes
1 answer
2k views

Alternative to the Wilcoxon test when the distribution isn't continuous?

One of the assumptions for using the Wilcoxon sign-rank test is that the underlying distribution is continuous (see here.) However, there are cases (for example, when analyzing Likert scale data) ...
Tal Galili's user avatar
  • 21.8k
6 votes
1 answer
3k views

What differentiates the wilcoxon test from t test regarding ordinal variables?

I'm wondering what the wilcoxon test differentiates from the t test so it can be used with ordinal variables. In other words why can't we use a t test for ordinal variables but can we use a wilcoxon ...
KingBoomie's user avatar
6 votes
1 answer
2k views

What are the assumptions (and H0) for Wilcoxon signed-rank test?

I am working on the assumption page of the Wilcoxon signed-rank test (the wilcox "paired test") in Wikipedia. I was able to locate a reference for the assumption that I wrote there, which are: Let $...
Tal Galili's user avatar
  • 21.8k

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