Question

What is the difference between the Wilcoxon rank sum test and the Wilcoxon signed-rank test?

Short answer

The Wilcoxon rank sum test is for independent samples, while the Wilcoxon signed-rank test is for related or paired samples.

Step-by-step solution

Understand the Wilcoxon Rank Sum Test

The Wilcoxon rank sum test, also known as the Mann-Whitney U test, is a non-parametric statistical test used to determine whether there is a difference between two independent samples. It does not assume normal distribution and is used as an alternative to the independent t-test when data is not normally distributed.

Understand the Wilcoxon Signed-Rank Test

The Wilcoxon signed-rank test is a non-parametric test used to compare two related samples or repeated measurements on a single sample. It is used as an alternative to the paired t-test when the data of a single sample is not normally distributed and we want to test the median difference between pairs.

Compare Sample Dependencies

The key difference between the two tests is the sample dependency: the Wilcoxon rank sum test is used for independent samples, while the Wilcoxon signed-rank test is used for related samples.

Compare Use Cases

The Wilcoxon rank sum test is used to compare two distinct groups, for example, comparing the heights of two different species of plants. The Wilcoxon signed-rank test is used for matched or paired samples, such as measuring the effect of a treatment on the same group of subjects.

Key concepts

Wilcoxon rank sum test

The Wilcoxon rank sum test, sometimes referred to as the Mann-Whitney U test, is a powerful tool in statistics. It’s employed when you need to determine if there are differences between two independent groups. An important feature of this test is that it is non-parametric, meaning it does not require the groups to follow a normal distribution.
This can be crucial when dealing with real-world data that often does not conform to the stringent requirements of parametric tests.

• Used for independent samples, where participants in one group are not related or paired in any meaningful way with participants in the other group.
• Excellent for small sample sizes or when dealing with ordinal data or continuous data that doesn't fit normal distribution criteria.

The Wilcoxon rank sum test works by ranking all measurements together, then comparing the sum of ranks between the two groups. The aim is to see if one group generally has higher or lower ranks compared to the other, suggesting a difference in central tendency.

Wilcoxon signed-rank test

The Wilcoxon signed-rank test is another non-parametric statistical method, designed for situations where you have two related samples.
This test evaluates whether the medians of these paired samples are significantly different. Unlike its counterpart, the Wilcoxon rank sum test, this one is used when your samples are dependent—commonly when you have repeated measurements on the same individuals or matched samples.

• It acts as a non-parametric alternative to the paired t-test, appropriate when your data doesn’t meet the normality requirement.
• Focuses on differences within pairs, taking into account the magnitude as well as the direction of differences.

The test involves ranking the absolute values of the differences between pairs, then checking these ranks for positive or negative differences. A significant difference in the ranks would suggest a true difference in the paired measurements.

Independent samples

In statistics, independent samples are two or more groups of observations that have no connection with each other. This kind of relationship is important when choosing a statistical test.

• Each sample is selected from different populations or under different experimental conditions.
• Typical examples include comparing test scores of students from two different schools or evaluating the effects of two distinct medications on different patient groups.

For the Wilcoxon rank sum test, having independent samples is a critical requirement. Each sample should be distinct enough that what happens in one sample does not influence the other. This ensures the model's assumptions hold true, ultimately leading to more valid and reliable conclusions.

Related samples

Related samples, also known as dependent or paired samples, involve groups that are somehow connected or matched. This is a key aspect that directs which statistical tests are appropriate.

• Connections in the samples might be through pairing (e.g., twins, left and right shoes) or may represent repeated measures from the same subject (e.g., pre and post-measures for a treatment).
• Useful for evaluating differences within the same group over time or under different conditions.

When using the Wilcoxon signed-rank test, dealing with related samples is vital. This relationship between samples helps to control for variability among subjects. It allows the test to focus on differences that are influenced by the factor being studied rather than by natural variability in the subjects.