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Mann-Whitney
U Test
LEARNING OBJECTIVES
● Determine when to use parametric to nonparametric
tests
● Highlight the history and the assumptions of the Mann-
Whitney U test.
● Differentiate t-test of independence to Mann-Whitney U
test.
● Identify the critical values and hypothesis for Mann-
Whitney U test.
● Calculate the U statistic and infer it.
What is U Test
01
What can you say about the shape of
the curves of the two figures above?
What can you say about the shape of the curves of the two figures above?
bell-shaped curve off-centered curve
normal distribution
skewed distribution or
not normal distribution
off-centered curve
skewed distribution or
not normal distribution
Use
NONPARAMETRI
C TESTS
analyze statistical
data
infer findings
to
in order to
Wilcoxon Signed
Rank Test
Spearman’s
rho
NONPARAMETRIC TESTS
Mann-
Whitney U
Test
Kruskal Wallis
Test
Friedman Test
NONPARAMETRIC TESTS
Mann-Whitney
U Test
What is
?
Mann-Whitney U
Test
Mann-Whitney U
Test
Both the one-sample signed rank and
the two-sample rank sum test were
devised by me as part of a significance
test that opposed a point null hypothesis
against its complementary alternative, or
equal vs not equal. However, I only
tabulated a few points for the equal-
sample size situation in that work
(although I provided larger tables in a
later publication).
Mann-Whitney U
Test
In 1947, my student
Donald Ransom Whitney
and I published a paper
that featured a recurrence
that allowed us to compute
tail probabilities for arbitrary
sample sizes as well as
tables for sample sizes of
eight or fewer.
Mann-Whitney U
Test
Mann-Whitney U
Test
The Mann-Whitney U test is the nonparametric
counterpart to the t-test for independent samples
Group A Group B
Assumptions,Critic
al Values and
Hypothesis
02
ASSUMPTION
S
two independent samples
at least ordinal scaled
characteristic of groups
not normally distributed
ASSUMPTION
S
two independent samples
Group A Group B
ASSUMPTION
S
at least ordinal scaled characteristic of groups
at least ordinal scaled characteristic of groups
ASSUMPTION
S
Group A Group B
comparing gender to salary
ASSUMPTION
S
not normally distributed
FORMULA (if n ≤ 20 for both
groups)
𝑼𝟏 = 𝒏𝟏𝒏𝟐 +
𝒏𝟏(𝒏𝟏 + 𝟏)
𝟐
− 𝑹𝟏
U statistic for the first group
𝑼𝟐 = 𝒏𝟏𝒏𝟐 +
𝒏𝟐(𝒏𝟐 + 𝟏)
𝟐
− 𝑹𝟐
U statistic for the second group
final U statistic
𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐)
Where:𝑹𝟏 is the sum of the ranks of
the first group, 𝒏𝟏 is the sample size
of the first group, and 𝒏𝟐 is the
sample size of the second group
Where:𝑹𝟐 is the sum of the ranks of
the second group, 𝒏𝟏 is the sample
size of the first group, and 𝒏𝟐 is the
sample size of the second group
the lower U value is the U statistic
CRITICAL
VALUES
for α = 0.05
HYPOTHESIS
H0: There is no difference (in terms of
central tendency) between the two
groups in the population.
H1: There is a difference (in terms of
central tendency) between the two
groups in the population.
if U > critical
value
if U ≤ critical
value
Computing the U
Statistic
03
EXAMPLE Gender Response time
female 34
male 33
male 35
female 37
female 44
male 45
female 36
male 39
female 41
female 43
male 42
A research was
conducted to see if
males and females have
different response time
(in seconds) when it
comes to problems.
EXAMPLE Gender Response time
female 34
male 33
male 35
female 37
female 44
male 45
female 36
male 39
female 41
female 43
male 42
Do a normality test
not normally
distributed
EXAMPLE Gender Response time
female 34
male 33
male 35
female 37
female 44
male 45
female 36
male 39
female 41
female 43
male 42
Group the data
according to
gender group
EXAMPLE
Gender
Response
time Rank
female 34
female 36
female 41
female 43
female 44
female 37
male 45
male 33
male 35
male 39
male 42
Assign rank to
each data
starting from
lowest to
highest 1
2
3
4
5
6
7
8
9
10
11
EXAMPLE
Gender
Response
time Rank
female 34
female 36
female 41
female 43
female 44
female 37
male 45
male 33
male 35
male 39
male 42
Calculate
the rank
sums of
each
group and
find the
number of
samples
per group
1
2
3
4
5
6
7
8
9
10
11
R1=37
2+4+7+9+10+5=37
R2=29
11+1+3+6+8=29
n1=6
n2=5
EXAMPLE
Find the
critical
value (CV)
at 0.05
significance
level
n1=6
n2=5
CV = 3
EXAMPLE
Find the U
statistic
for each
group
R1=37
R2=29
n1=6
n2=5
𝑼𝟏 = 𝒏𝟏𝒏𝟐 +
𝒏𝟏(𝒏𝟏 + 𝟏)
𝟐
− 𝑹𝟏
𝑼𝟐 = 𝒏𝟏𝒏𝟐 +
𝒏𝟐(𝒏𝟐 + 𝟏)
𝟐
− 𝑹𝟐
CV = 3
𝑼𝟏 = (𝟔)(𝟓) +
𝟔 (𝟔 + 𝟏)
𝟐
− 𝟑𝟕
𝑼𝟏 = 𝟏𝟒
𝑼𝟐 = (𝟔)(𝟓) +
𝟓(𝟓 + 𝟏)
𝟐
− 𝟐𝟗
𝑼𝟐 = 𝟏𝟔
EXAMPLE
Find the U
statistic
and
compare
to CV
CV = 3
𝑼𝟏 = 𝟏𝟒
𝑼𝟐 = 𝟏𝟔
𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐)
𝑼 = 𝒎𝒊𝒏 (𝟏𝟒, 𝟏𝟔)
𝑼 = 𝟏𝟒
H0: if U >
critical value
H1: if U ≤
critical value
EXAMPLE
Find the U
statistic
and
compare
to CV
CV = 3
𝑼𝟏 = 𝟏𝟒
𝑼𝟐 = 𝟏𝟔
𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐)
𝑼 = 𝒎𝒊𝒏 (𝟏𝟒, 𝟏𝟔)
𝑼 = 𝟏𝟒
H0: if U >
critical value
H1: if U ≤
critical value
𝟏𝟒 > 𝟑
EXAMPLE
Make
conclusions
based on
the test
statistic
H0: if U >
critical value
Accept H0
There is no difference between the
males and females towards the
response time when it comes to
problems.

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Mann-Whitney U Test (Nonparametric Test).pptx

  • 2. LEARNING OBJECTIVES ● Determine when to use parametric to nonparametric tests ● Highlight the history and the assumptions of the Mann- Whitney U test. ● Differentiate t-test of independence to Mann-Whitney U test. ● Identify the critical values and hypothesis for Mann- Whitney U test. ● Calculate the U statistic and infer it.
  • 3. What is U Test 01
  • 4. What can you say about the shape of the curves of the two figures above?
  • 5. What can you say about the shape of the curves of the two figures above? bell-shaped curve off-centered curve normal distribution skewed distribution or not normal distribution
  • 6. off-centered curve skewed distribution or not normal distribution Use NONPARAMETRI C TESTS analyze statistical data infer findings to in order to
  • 7. Wilcoxon Signed Rank Test Spearman’s rho NONPARAMETRIC TESTS Mann- Whitney U Test Kruskal Wallis Test Friedman Test
  • 10. Mann-Whitney U Test Both the one-sample signed rank and the two-sample rank sum test were devised by me as part of a significance test that opposed a point null hypothesis against its complementary alternative, or equal vs not equal. However, I only tabulated a few points for the equal- sample size situation in that work (although I provided larger tables in a later publication).
  • 11. Mann-Whitney U Test In 1947, my student Donald Ransom Whitney and I published a paper that featured a recurrence that allowed us to compute tail probabilities for arbitrary sample sizes as well as tables for sample sizes of eight or fewer.
  • 13. Mann-Whitney U Test The Mann-Whitney U test is the nonparametric counterpart to the t-test for independent samples Group A Group B
  • 15. ASSUMPTION S two independent samples at least ordinal scaled characteristic of groups not normally distributed
  • 17. ASSUMPTION S at least ordinal scaled characteristic of groups
  • 18. at least ordinal scaled characteristic of groups ASSUMPTION S Group A Group B comparing gender to salary
  • 20. FORMULA (if n ≤ 20 for both groups) 𝑼𝟏 = 𝒏𝟏𝒏𝟐 + 𝒏𝟏(𝒏𝟏 + 𝟏) 𝟐 − 𝑹𝟏 U statistic for the first group 𝑼𝟐 = 𝒏𝟏𝒏𝟐 + 𝒏𝟐(𝒏𝟐 + 𝟏) 𝟐 − 𝑹𝟐 U statistic for the second group final U statistic 𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐) Where:𝑹𝟏 is the sum of the ranks of the first group, 𝒏𝟏 is the sample size of the first group, and 𝒏𝟐 is the sample size of the second group Where:𝑹𝟐 is the sum of the ranks of the second group, 𝒏𝟏 is the sample size of the first group, and 𝒏𝟐 is the sample size of the second group the lower U value is the U statistic
  • 22. HYPOTHESIS H0: There is no difference (in terms of central tendency) between the two groups in the population. H1: There is a difference (in terms of central tendency) between the two groups in the population. if U > critical value if U ≤ critical value
  • 24. EXAMPLE Gender Response time female 34 male 33 male 35 female 37 female 44 male 45 female 36 male 39 female 41 female 43 male 42 A research was conducted to see if males and females have different response time (in seconds) when it comes to problems.
  • 25. EXAMPLE Gender Response time female 34 male 33 male 35 female 37 female 44 male 45 female 36 male 39 female 41 female 43 male 42 Do a normality test not normally distributed
  • 26. EXAMPLE Gender Response time female 34 male 33 male 35 female 37 female 44 male 45 female 36 male 39 female 41 female 43 male 42 Group the data according to gender group
  • 27. EXAMPLE Gender Response time Rank female 34 female 36 female 41 female 43 female 44 female 37 male 45 male 33 male 35 male 39 male 42 Assign rank to each data starting from lowest to highest 1 2 3 4 5 6 7 8 9 10 11
  • 28. EXAMPLE Gender Response time Rank female 34 female 36 female 41 female 43 female 44 female 37 male 45 male 33 male 35 male 39 male 42 Calculate the rank sums of each group and find the number of samples per group 1 2 3 4 5 6 7 8 9 10 11 R1=37 2+4+7+9+10+5=37 R2=29 11+1+3+6+8=29 n1=6 n2=5
  • 29. EXAMPLE Find the critical value (CV) at 0.05 significance level n1=6 n2=5 CV = 3
  • 30. EXAMPLE Find the U statistic for each group R1=37 R2=29 n1=6 n2=5 𝑼𝟏 = 𝒏𝟏𝒏𝟐 + 𝒏𝟏(𝒏𝟏 + 𝟏) 𝟐 − 𝑹𝟏 𝑼𝟐 = 𝒏𝟏𝒏𝟐 + 𝒏𝟐(𝒏𝟐 + 𝟏) 𝟐 − 𝑹𝟐 CV = 3 𝑼𝟏 = (𝟔)(𝟓) + 𝟔 (𝟔 + 𝟏) 𝟐 − 𝟑𝟕 𝑼𝟏 = 𝟏𝟒 𝑼𝟐 = (𝟔)(𝟓) + 𝟓(𝟓 + 𝟏) 𝟐 − 𝟐𝟗 𝑼𝟐 = 𝟏𝟔
  • 31. EXAMPLE Find the U statistic and compare to CV CV = 3 𝑼𝟏 = 𝟏𝟒 𝑼𝟐 = 𝟏𝟔 𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐) 𝑼 = 𝒎𝒊𝒏 (𝟏𝟒, 𝟏𝟔) 𝑼 = 𝟏𝟒 H0: if U > critical value H1: if U ≤ critical value
  • 32. EXAMPLE Find the U statistic and compare to CV CV = 3 𝑼𝟏 = 𝟏𝟒 𝑼𝟐 = 𝟏𝟔 𝑼 = 𝒎𝒊𝒏 (𝑼𝟏, 𝑼𝟐) 𝑼 = 𝒎𝒊𝒏 (𝟏𝟒, 𝟏𝟔) 𝑼 = 𝟏𝟒 H0: if U > critical value H1: if U ≤ critical value 𝟏𝟒 > 𝟑
  • 33. EXAMPLE Make conclusions based on the test statistic H0: if U > critical value Accept H0 There is no difference between the males and females towards the response time when it comes to problems.