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Chapter 3.2 WILCOXON RANK SUM TEST

The document describes the Wilcoxon rank sum test, which is used to compare two populations that are ordinal or interval and independent. It can test whether the locations of two populations are the same, if one population's location is higher/lower than the other, or if they simply differ. The test ranks all observations together and compares the sum of ranks for each sample to critical values in a table to determine if the null hypothesis can be rejected. Several examples demonstrate how to set up and perform the test at a 5% significance level.
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0% found this document useful (0 votes)
526 views16 pages

Chapter 3.2 WILCOXON RANK SUM TEST

The document describes the Wilcoxon rank sum test, which is used to compare two populations that are ordinal or interval and independent. It can test whether the locations of two populations are the same, if one population's location is higher/lower than the other, or if they simply differ. The test ranks all observations together and compares the sum of ranks for each sample to critical values in a table to determine if the null hypothesis can be rejected. Several examples demonstrate how to set up and perform the test at a 5% significance level.
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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WILCOXON RANK SUM TEST

We’ll use the Wilcoxon Rank Sum Test for problems


where:

✓ We’re asked to compare two populations,


✓ The data are ordinal or interval (where the normality
requirement is unsatisfied), and
✓ The samples are independent
Population Locations…
 These two populations have the same location…

population 1

population 2
 The location of population 1 is to the left of the location of
population 2…

population 1 population 2

 The location of population 1 is to the right of the location of


population 2…

population 2 population 1
Problem Objectives…
 When the problem objective is to compare two populations the
null hypothesis will state:
H0: The two population locations are the same.

 The alternative hypothesis can take on any one of the


following three forms:
1) H1: The location of population 1 is different from the
location of population 2
2) H1: The location of population 1 is to the right of the location
of population 2
3) H1: The location of population 1 is to the left of the location
of population 2
The Alternative Hypotheses…
1) H1: The location of population 1 is different from the
location of population 2

➔ Used when we want to know whether there is


sufficient evidence to infer that there is a difference
between the two populations.
The Alternative Hypotheses…
2) H1: The location of population 1 is to the right of the
location of population 2

➔Used when we want to know whether we can conclude


that the random variable in population 1 is larger in
general than the random variable in population 2,

and, not surprisingly…


The Alternative Hypotheses…
3) H1: The location of population 1 is to the left of the
location of population 2

➔Used when we want to know whether we can conclude that


the random variable in population 1 is smaller in general
than the random variable in population 2.

NOTE: all of our hypotheses are phrased in terms of “1 then 2”.


This is for consistency. Rather than state:
H1: The location of population 2 is to the left of the location of
population 2,
we would want to phrase this as:
H1: The location of population 1 is to the right of the location of
population 2
Example
From these samples:
1 : 22, 23, 20
2 : 18, 27, 26
Can we conclude (at 5% confidence level of course) that the
location of population 1 is to the left (i.e. “smaller”) that the
location of population 2?

That is, we want to test:


H0: The two population locations are the same.
H1: The location of population 1 is to the left of the
location of population 2.
Test Statistic…
 Step #1… rank the observations from smallest to
largest, assign a rank number, and add up the
“rank sum”…
*in the case of “ties” we
u rank v rank average the ranks of the
tied observations.
22 3 18 1
23 4 27 6
20 2 26 5
T1=9 T2=12

We arbitrarily select T1 as the test


statistic and label it “T”
How to make a decision?
The rejection region:

✓ Use the Wilcoxon rank sum table to determine critical


values of T (TL and TU) as a function of n1 and n2.
✓ The null hypothesis is rejected if T<TL OR T>TU
EXERCISE 1
In recent years airlines have been subjected to various forms of criticism.
An executive of Egypt Airline has taken a quick poll of 16 regular airplane
passengers. Each passenger is asked to rate the airline he or she last flew
on. The ratings were on a 7-point Likert scale where 1= poor and 7= very
good. Of the 16 respondents, six last flew on Egypt Airline and the
remainder flew on other airlines. The ratings are shown below. Can the
executive conclude from these data with 5% significance level that Egypt
Airline is more highly rated than the other airlines?

Egypt Airline : 6 4 5 6 5 3
Other Airline : 5 3 3 2 3 4 3 5 3 1
EXERCISE 2
Because of the rising costs of industrial accidents many chemical, mining
and manufacturing firms have instituted safety courses. Employees are
encouraged to take these courses designed to heighten safety awareness. A
company is trying to decide which one of two courses to institute. To help
make a decision, eight employees take course 1 and another eight take
course 2. Each employee write a test, which is marked, out of a possible 25.
The results are shown below. Do these data provide sufficient evidence at
the 5% level of significance to conclude that the marks from course 2 are
higher than those of course 1? Assume that the scores are not normally
distributed.

Course 1 : 14 21 17 14 17 19 20 16
Course 2 : 20 18 22 15 23 21 19 15
EXERCISE 3
Use the Wilcoxon rank sum test to determine whether the location of
population 1 is to the left of the location of population 2. (Use α = 0.05)

Sample 1 : 75 60 73 66 81
Sample 2 : 90 72 103 82 78
EXERCISE 4
Test to determine whether the two population locations differ. (Use a 10%
significance level)

Sample 1 : 15 7 22 20 32 18 26 17
23 30
Sample 2 : 8 27 17 25 20 16 21 17
10 18
n2 n1
3 4 5 6 7 8 9 10
TL TU TL TU TL TU TL TU TL TU TL TU TL TU TL TU
3 5 16 6 18 6 21 7 23 7 26 8 28 8 31 9 33
4 6 18 11 25 12 28 12 32 13 35 14 38 15 41 16 44
5 6 21 12 28 18 37 19 41 20 45 21 49 22 53 24 56
6 7 23 12 32 19 41 26 52 28 56 29 61 31 65 32 70
7 7 26 13 35 20 45 28 56 37 68 39 73 41 78 43 83
8 8 28 14 38 21 49 29 61 39 73 49 87 51 93 54 98
9 8 31 15 41 22 53 31 65 41 78 51 93 63 108 66 114
10 9 33 16 44 24 56 32 70 43 82 54 98 66 114 79 131

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