UnivariateMannWhitneyTest Method

Tests whether one sample median is compatible with another sample median.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static TestResult MannWhitneyTest(
	IReadOnlyList<double> a,
	IReadOnlyList<double> b
)

Parameters

a  IReadOnlyListDouble
The first sample.
b  IReadOnlyListDouble
The second sample.

Return Value

TestResult
The result of the test. The statistic is the Mann-Whitney U value and the probability is the chance of obtaining such an extreme value of U if the two samples are drawn from the same distribution.

Remarks

The Mann-Whitney test is a non-parametric alternative to Student's t-test (StudentTTest(IReadOnlyCollectionDouble, IReadOnlyCollectionDouble)). Essentially, it supposes that the medians of the two samples are equal and tests the likelihood of this null hypothesis. Unlike the t-test, it does not assume that the sample distributions are normal.

Exceptions

ArgumentNullExceptiona or b is .
InsufficientDataExceptiona or b contains fewer than two values.

See Also