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Wilcoxon Signed Rank Test


A nonparametric alternative to the paired t-test which is similar to the Fisher sign test. This test assumes that there is information in the magnitudes of the differences between paired observations, as well as the signs. Take the paired observations, calculate the differences, and rank them from smallest to largest by absolute value. Add all the ranks associated with positive differences, giving the T_+ statistic. Finally, the P-value associated with this statistic is found from an appropriate table. The Wilcoxon test is an R-estimate.


See also

Fisher Sign Test, Hypothesis Testing, Paired t-Test, Parametric Test, Wilcoxon Test Statistic

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References

Wilcoxon, F. "Individual Comparisons by Ranking Methods." Biometrics 1, 80-83, 1945.

Referenced on Wolfram|Alpha

Wilcoxon Signed Rank Test

Cite this as:

Weisstein, Eric W. "Wilcoxon Signed Rank Test." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/WilcoxonSignedRankTest.html

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