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Mann-Whitney U Test

Non-parametric comparison of two groups

📊Mann-Whitney U Test

The Mann-Whitney U test is the non-parametric equivalent of the independent t-test. It compares rank sums to test whether two groups have the same distribution, without requiring normality.

  1. 1Rank all observations from both groups combined
  2. 2U₁ = n₁n₂ + n₁(n₁+1)/2 − R₁
  3. 3U = min(U₁, U₂)
  4. 4Compare to critical value table
Group 1: [4,5,6,8,7] · Group 2: [2,3,1,4,3]=U = 3 → significant difference (n=5 each)Ranks compared across both groups

Fun Fact

The Mann-Whitney U statistic divided by n₁×n₂ equals the probability that a random value from group 1 exceeds a random value from group 2.

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