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Wilcoxon Rank Sum Test

The Wilcoxon rank sum test is a nonparametric test that may be used to assess whether the distributions of observations obtained between two separate groups on a dependent variable are systematically different from one another. Developed by Frank Wilcoxon in 1945, the test replaces the obtained values of a dependent variable with a rank score, and inferentially tests whether the sum of the ranks within each group is likely to be obtained by chance from the same population. As the test does not use group means and standard deviations as estimations of population parameters, it is not beholden to the assumption of normality. It is therefore considered an excellent nonparametric alternative to the independent t test in cases where populations might not be normally distributed and the sample sizes of each group are small. Although the calculation of the Wilcoxon rank sum statistic is different from that employed by the Mann-Whitney U test, the two tests are fundamentally similar and linearly related, such that many texts refer to these rank-based statistics in unison as the Wilcoxon −Mann −Whitney (or Mann-Whitney −Wilcoxon) test for independent groups.

Rationale and Calculation

Much as in parametric testing, the Wilcoxon rank sum test makes its inferences by determining the probability that two independently obtained groups are sampled from the same population. If two groups are sampled from a population that does not vary across the levels of the independent variable, then there should be an equal probability that any score obtained on the dependent variable will fall into either experimental group. If group identity is conserved, and the obtained values are ranked in order from smallest to largest, each rank should have an equal likelihood of being in either of the experimental groups.

Take, for example, the distribution of a hypothetical data set of diastolic blood pressure measures from two groups of patients, one receiving a drug and another a placebo. If there were no effect of the drug treatment on blood pressure, the obtained measures might look as follows:

Blood pressure—drug (Group A): 70, 100, 78, 55, 67

Blood pressure—placebo (Group B): 80, 60, 65, 90, 75

To rank these scores, all observations are placed in ascending order, and group identification is maintained, as shown in Table 1.

Descriptively, the values obtained from each group are randomly distributed among the ten ranks, providing little indication that the drug has an effect. If, on the other hand, the treatment had a favorable effect on blood pressure (causing it to be reduced in a group of hypertensive patients), the data might look like the following:

Blood pressure—drug (Group A): 55, 60, 65, 67, 75

Blood pressure—placebo (Group B): 70, 78, 80, 90, 100

Again, the groups are combined and the data rank-ordered (see Table 2).

Table 1 Wilcoxon Rank Sum Test Example #1
Rank:12345678910
Score (BP):556065677075788090100
Group:ABBAABABBA
Table 2 Wilcoxon Rank Sum Test Example #2
Rank:12345678910
Score (BP):556065677075788090100
Group:AAAABABBBB

In this case, the distribution of scores from Group A (the drug treatment) appears shifted to the left of the distribution of the scores from Group B (the placebo group). The Wilcoxon rank sum test determines the probability at which the assigned rankings for two groups would occur because of random sampling from the same population. It does this by summing all the rank scores in one (or both) experimental groups and by determining whether this sum of the ranks is likely to have been obtained from the same population by chance. As in parametric tests, if this probability is sufficiently low, then the null hypothesis is rejected.

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