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UnivariateMannWhitneyTest Method

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

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
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public static TestResult MannWhitneyTest(
	IReadOnlyList<double> a,
	IReadOnlyList<double> b
)

Parameters

a
Type: System.Collections.GenericIReadOnlyListDouble
The first sample.
b
Type: System.Collections.GenericIReadOnlyListDouble
The second sample.

Return Value

Type: 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.
Exceptions
ExceptionCondition
ArgumentNullExceptiona or b is .
InsufficientDataExceptiona or b contains fewer than two values.
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.

See Also