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Confidence intervals of the Mann-Whitney parameter that are compatible with the Wilcoxon-Mann-Whitney test.


ABSTRACT: For the two-sample problem, the Wilcoxon-Mann-Whitney (WMW) test is used frequently: it is simple to explain (a permutation test on the difference in mean ranks), it handles continuous or ordinal responses, it can be implemented for large or small samples, it is robust to outliers, it requires few assumptions, and it is efficient in many cases. Unfortunately, the WMW test is rarely presented with an effect estimate and confidence interval. A natural effect parameter associated with this test is the Mann-Whitney parameter, ??=?Pr[?X

SUBMITTER: Fay MP 

PROVIDER: S-EPMC6377068 | biostudies-literature | 2018 Nov

REPOSITORIES: biostudies-literature

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Confidence intervals of the Mann-Whitney parameter that are compatible with the Wilcoxon-Mann-Whitney test.

Fay Michael P MP   Malinovsky Yaakov Y  

Statistics in medicine 20180708 27


For the two-sample problem, the Wilcoxon-Mann-Whitney (WMW) test is used frequently: it is simple to explain (a permutation test on the difference in mean ranks), it handles continuous or ordinal responses, it can be implemented for large or small samples, it is robust to outliers, it requires few assumptions, and it is efficient in many cases. Unfortunately, the WMW test is rarely presented with an effect estimate and confidence interval. A natural effect parameter associated with this test is  ...[more]

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