Questions tagged [wilcoxon-signed-rank]

Wilcoxon signed-rank test is a non-parametric rank test to compare two paired samples, whether values in one are bigger than in the other. Can also be used to compare one sample to a fixed value. [The test NOT to be confused with the `sign-test`].

Differences between the two variables are ranked. The null hypothesis is that the mean of these ranks is zero, which implies that the distribution of differences in the population is symmetric about zero. Alternative hypothesis is that it is not so, and thus values in one of the variables tend to be higher.

406 questions
26
votes
2 answers

What is the difference between the Wilcoxon' sRank Sum Test and the Wilcoxon's Signed Rank Test?

I was wondering what the theoretical difference is between the Wilcoxon Rank-Sum Test and the Wilcoxon Signed-Rank Test using paired observations. I know that the Wilcoxon Rank-Sum Test allows for a different amount of observations in two different…
25
votes
1 answer

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? From Wikipedia my impression is that the Mann…
20
votes
2 answers

Effect size to Wilcoxon signed rank test?

Some authors (e.g. Pallant, 2007, p. 225; see image below) suggest to calculate the effect size for a Wilcoxon signed rank test by dividing the test statistic by the square root of the number of observations: $r = \frac{Z}{\sqrt{n_x + n_y}}$ Z is…
user14650
16
votes
1 answer

Wilcoxon rank sum test in R

I have results from the same test applied to two independent samples: x <- c(17, 12, 13, 16, 9, 19, 21, 12, 18, 17) y <- c(10, 6, 15, 9, 8, 11, 8, 16, 13, 7, 5, 14) And I want to compute a Wilcoxon rank sum test. When I calculate the statistic…
user14650
15
votes
4 answers

How to find out if an online poker-site is fair?

Last week I had an interesting discussion with a good friend of mine. He had been playing some online poker and suggested that there is a relationship between new subscription/additional money transfer and the cards that you're dealt, i.e. you get…
Max Gordon
  • 5,616
  • 8
  • 30
  • 51
14
votes
2 answers

Repeated measures over time with small $n$

I was given data to analyze for a study looking at the effects of a treatment on iron levels at four different time points (before treatment, the day treatment ended, 4 weeks after treatment, and 2-4 months after treatment). There is no control…
14
votes
3 answers

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 distributed population. This is true for both the…
12
votes
1 answer

In what situation would Wilcoxon's Signed-Rank Test be preferable to either t-Test or Sign Test?

After some discussion (below), I now have a clearer picture of a focused question, so here is a revised question, though some of the comments might now seem unconnected with the original question. It seems that t-tests converge quickly for symmetric…
11
votes
1 answer

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?
10
votes
2 answers

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 appropriate alternative? Finally, this is for my…
Ay-Jay
  • 101
  • 1
  • 3
10
votes
1 answer

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: dat <- c(2.10, 2.35, 2.35, 3.10, 3.10, 3.15, 3.90, 3.90, 4.00, 4.80, 5.00, 5.00, 5.15, 5.35, 5.50, 6.00, 6.00, 6.25, 6.45) The descriptive…
hector
  • 273
  • 1
  • 3
  • 6
10
votes
2 answers

How to perform a Wilcoxon signed rank test for survival data in R?

Say you have survival data like this: obs <- data.frame( time = c(floor(runif(100) * 30), floor((runif(100)^2) * 30)), status = c(rbinom(100, 1, 0.2), rbinom(100, 1, 0.7)), group = gl(2,100) ) To perform a standard log rank test, one can…
Marcel
  • 339
  • 2
  • 4
  • 11
9
votes
3 answers

Paired t-test for binary data

I have one sample with n=170 and two binary variables (A,B) that can take as a value 1 or 0, where 1 counts as a success and 0 counts as a failure. What I want to know is whether the means of these two variables are equal. To find this out I…
9
votes
1 answer

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 this only applies to large samples, although some…
9
votes
4 answers

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 treatment) come from same population (no effect…
Ash
  • 93
  • 1
  • 5
1
2 3
27 28