MannWhitneyTest Class

Members See Also

Represents a non-parametric test that two samples are from the same distribution.

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 4.2.11333.0 (4.2.12253.0)

Syntax

C#
public sealed class MannWhitneyTest : TwoSampleTest

Visual Basic (Declaration)
Public NotInheritable Class MannWhitneyTest _ Inherits TwoSampleTest

Visual C++
public ref class MannWhitneyTest sealed : public TwoSampleTest

F#
[<SealedAttribute>] type MannWhitneyTest = class inherit TwoSampleTest end

Remarks

Use the MannWhitneyTest class to test the hypothesis that two samples are drawn from the same distribution. The test uses the ranks in the combined sample. No assumptions are made about the distribution.

The test is also known as the Mann-Whitney-Wilcoxon test or the Wilcoxon rank-sum test.

For smaller sample sizes, an exact test is used under the assumption that there are no ties. For larger sample sizes (greater than 80), or when ties are present, the sampling distribution of the Mann-Whitney statistic is approximated by a normal distribution with a correction for tied values. This behavior can be overriden through the Exactness property.

Inheritance Hierarchy

System..::..Object
  Extreme.Statistics.Tests..::..HypothesisTest
    Extreme.Statistics.Tests..::..TwoSampleTest<(Of <(<'NumericalVariable>)>)>
      Extreme.Statistics.Tests..::..TwoSampleTest
        Extreme.Statistics.Tests..::..MannWhitneyTest