Lecture 8 highlights

Chapter 2

Enumerating anything but small permutation distributions in unmanagable, so instead we take a random sample of the permutations

 

 

Ranks and the Wilcoxon Rank-Sum test

Given a sample X1, X2, ...,   XN, of N observations, the rank of  Xi among the N observations is denoted by R(Xi), and is given by:

R(Xi) = number of  Xj's <= Xi

Let W be the sum of the ranks from one treatment group.  The Wilcoxon rank-sum test is a two-sample permutation test based on W.

Revisiting our earlier example:

New group Old group New group ranks Old group ranks New group rank sum
7,15 2,4,8 3,5 1,2,4 8
8,15 2,4,7 4,5 1,2,3 9
2,15 4,7,8 1,5 2,3,4 6
4,15 2,7,8 2,5 1,3,4 7
7,8 2,4,15 3,4 1,2,5 7
2,7 4,8,15 1,3 2,4,5 4
4,7 2,8,15 2,3 1,4,5 5
2,8 4,7,15 1,4 2,3,5 5
4,8 2,7,15 2,4 1,3,5 6
2,4 7,8,15 1,2 3,4,5 3

Let's examine the permutation distribution of the new group rank sums:.

 

 

Steps in the Wilcoxon rank-sum test, Tables, adjustment for ties.