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Wilcoxon signed-rank test - Wikipedia
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Available in 12 languages" > <label id="p-lang-btn-label" for="p-lang-btn-checkbox" class="vector-dropdown-label cdx-button cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--weight-quiet cdx-button--action-progressive mw-portlet-lang-heading-12" aria-hidden="true" ><span class="vector-icon mw-ui-icon-language-progressive mw-ui-icon-wikimedia-language-progressive"></span> <span class="vector-dropdown-label-text">12 languages</span> </label> <div class="vector-dropdown-content"> <div class="vector-menu-content"> <ul class="vector-menu-content-list"> <li class="interlanguage-link interwiki-ca mw-list-item"><a href="https://ca.wikipedia.org/wiki/Prova_dels_signes_de_Wilcoxon" title="Prova dels signes de Wilcoxon – Catalan" lang="ca" hreflang="ca" data-title="Prova dels signes de Wilcoxon" data-language-autonym="Català" data-language-local-name="Catalan" class="interlanguage-link-target"><span>Català</span></a></li><li class="interlanguage-link interwiki-de mw-list-item"><a href="https://de.wikipedia.org/wiki/Wilcoxon-Vorzeichen-Rang-Test" title="Wilcoxon-Vorzeichen-Rang-Test – German" lang="de" hreflang="de" data-title="Wilcoxon-Vorzeichen-Rang-Test" data-language-autonym="Deutsch" data-language-local-name="German" class="interlanguage-link-target"><span>Deutsch</span></a></li><li class="interlanguage-link interwiki-es mw-list-item"><a href="https://es.wikipedia.org/wiki/Prueba_de_los_rangos_con_signo_de_Wilcoxon" title="Prueba de los rangos con signo de Wilcoxon – Spanish" lang="es" hreflang="es" data-title="Prueba de los rangos con signo de Wilcoxon" data-language-autonym="Español" data-language-local-name="Spanish" class="interlanguage-link-target"><span>Español</span></a></li><li class="interlanguage-link interwiki-eu mw-list-item"><a href="https://eu.wikipedia.org/wiki/Wilcoxonen_zeinu_proba" title="Wilcoxonen zeinu proba – Basque" lang="eu" hreflang="eu" data-title="Wilcoxonen zeinu proba" data-language-autonym="Euskara" 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href="https://it.wikipedia.org/wiki/Test_dei_ranghi_con_segno_di_Wilcoxon" title="Test dei ranghi con segno di Wilcoxon – Italian" lang="it" hreflang="it" data-title="Test dei ranghi con segno di Wilcoxon" data-language-autonym="Italiano" data-language-local-name="Italian" class="interlanguage-link-target"><span>Italiano</span></a></li><li class="interlanguage-link interwiki-nl mw-list-item"><a href="https://nl.wikipedia.org/wiki/Rangtekentoets" title="Rangtekentoets – Dutch" lang="nl" hreflang="nl" data-title="Rangtekentoets" data-language-autonym="Nederlands" data-language-local-name="Dutch" class="interlanguage-link-target"><span>Nederlands</span></a></li><li class="interlanguage-link interwiki-ja mw-list-item"><a href="https://ja.wikipedia.org/wiki/%E3%82%A6%E3%82%A3%E3%83%AB%E3%82%B3%E3%82%AF%E3%82%BD%E3%83%B3%E3%81%AE%E7%AC%A6%E5%8F%B7%E9%A0%86%E4%BD%8D%E6%A4%9C%E5%AE%9A" title="ウィルコクソンの符号順位検定 – Japanese" lang="ja" hreflang="ja" data-title="ウィルコクソンの符号順位検定" 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.hatnote+link+.hatnote{margin-top:-0.5em}@media print{body.ns-0 .mw-parser-output .hatnote{display:none!important}}</style><div role="note" class="hatnote navigation-not-searchable">Not to be confused with <a href="/wiki/Wilcoxon_rank-sum_test" class="mw-redirect" title="Wilcoxon rank-sum test">Wilcoxon rank-sum test</a>.</div> <p>The <b>Wilcoxon signed-rank test</b> is a <a href="/wiki/Non-parametric_statistics" class="mw-redirect" title="Non-parametric statistics">non-parametric</a> <a href="/wiki/Rank_test" title="Rank test">rank test</a> for <a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">statistical hypothesis testing</a> used either to test the <a href="/wiki/Location_parameter" title="Location parameter">location</a> of a population based on a sample of data, or to compare the locations of two populations using two matched samples.<sup id="cite_ref-Conover_1-0" class="reference"><a href="#cite_note-Conover-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup> The one-sample version serves a purpose similar to that of the one-sample <a href="/wiki/Student%27s_t-test" title="Student's t-test">Student's <i>t</i>-test</a>.<sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup> For two matched samples, it is a <a href="/wiki/Paired_difference_test" title="Paired difference test">paired difference test</a> like the paired Student's <i>t</i>-test (also known as the "<i>t</i>-test for matched pairs" or "<i>t</i>-test for dependent samples"). The Wilcoxon test is a good alternative to the <a href="/wiki/T-test" class="mw-redirect" title="T-test">t-test</a> when the <a href="/wiki/Normal_distribution" title="Normal distribution">normal distribution</a> of the differences between paired individuals cannot be assumed. Instead, it assumes a weaker hypothesis that the distribution of this difference is symmetric around a central value and it aims to test whether this center value differs significantly from zero. The Wilcoxon test is a more powerful alternative to the <a href="/wiki/Sign_test" title="Sign test">sign test</a> because it considers the magnitude of the differences, but it requires this moderately strong assumption of symmetry. </p> <meta property="mw:PageProp/toc" /> <div class="mw-heading mw-heading2"><h2 id="History">History</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=1" title="Edit section: History"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The test is named after <a href="/wiki/Frank_Wilcoxon" title="Frank Wilcoxon">Frank Wilcoxon</a> (1892–1965) who, in a single paper, proposed both it and the <a href="/wiki/Mann-Whitney-Wilcoxon_test" class="mw-redirect" title="Mann-Whitney-Wilcoxon test">rank-sum test</a> for two independent samples.<sup id="cite_ref-Wilcoxon_3-0" class="reference"><a href="#cite_note-Wilcoxon-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup> The test was popularized by <a href="/wiki/Sidney_Siegel" title="Sidney Siegel">Sidney Siegel</a> (1956) in his influential textbook on non-parametric statistics.<sup id="cite_ref-Siegel_4-0" class="reference"><a href="#cite_note-Siegel-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup> Siegel used the symbol <i>T</i> for the test statistic, and consequently, the test is sometimes referred to as the <b>Wilcoxon <i>T</i>-test</b>. </p> <div class="mw-heading mw-heading2"><h2 id="Test_procedure">Test procedure</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=2" title="Edit section: Test procedure"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>There are two variants of the signed-rank test. From a theoretical point of view, the one-sample test is more fundamental because the paired sample test is performed by converting the data to the situation of the one-sample test. However, most practical applications of the signed-rank test arise from paired data. </p><p>For a paired sample test, the data consists of a sample <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{1},Y_{1}),\dots ,(X_{n},Y_{n})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{1},Y_{1}),\dots ,(X_{n},Y_{n})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/271de587d12c2bd6cc92676dbbd7cc1af68a3629" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.96ex; height:2.843ex;" alt="{\displaystyle (X_{1},Y_{1}),\dots ,(X_{n},Y_{n})}"></span>. Each data point in the sample is a pair of measurements. In the simplest case, the measurements are on an <a href="/wiki/Interval_scale" class="mw-redirect" title="Interval scale">interval scale</a>. Then they may be converted to <a href="/wiki/Real_number" title="Real number">real numbers</a>, and the paired sample test is converted to a one-sample test by replacing each pair of numbers <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> by its difference <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span>.<sup id="cite_ref-5" class="reference"><a href="#cite_note-5"><span class="cite-bracket">[</span>5<span class="cite-bracket">]</span></a></sup> In general, it must be possible to rank the differences between the pairs. This requires that the data be on an <i>ordered metric</i> scale, a type of scale that carries more information than an ordinal scale but may have less than an interval scale.<sup id="cite_ref-6" class="reference"><a href="#cite_note-6"><span class="cite-bracket">[</span>6<span class="cite-bracket">]</span></a></sup> </p><p>The data for a one-sample test is a sample in which each observation is a real number: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1},\dots ,X_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{1},\dots ,X_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/38ed92ce88f900210607bbb8f4d66e14d52d7a17" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:11.299ex; height:2.509ex;" alt="{\displaystyle X_{1},\dots ,X_{n}}"></span>. Assume for simplicity that the observations in the sample have distinct absolute values and that no observation equals zero. (Zeros and ties introduce several complications; see below.) The test is performed as follows:<sup id="cite_ref-7" class="reference"><a href="#cite_note-7"><span class="cite-bracket">[</span>7<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-8" class="reference"><a href="#cite_note-8"><span class="cite-bracket">[</span>8<span class="cite-bracket">]</span></a></sup> </p> <ol><li>Compute <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |X_{1}|,\dots ,|X_{n}|.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |X_{1}|,\dots ,|X_{n}|.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7af36e43cd1b3f29a96f0b3a8db72a64e4b992a5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.534ex; height:2.843ex;" alt="{\displaystyle |X_{1}|,\dots ,|X_{n}|.}"></span></li> <li>Sort <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |X_{1}|,\dots ,|X_{n}|}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |X_{1}|,\dots ,|X_{n}|}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/575045234f79946d31f52893a4ebe4d5b6be5f41" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.887ex; height:2.843ex;" alt="{\displaystyle |X_{1}|,\dots ,|X_{n}|}"></span>, and use this sorted list to assign ranks <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{1},\dots ,R_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{1},\dots ,R_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3891b47fc7e8a732ef627422c61b90c3dba625b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:10.979ex; height:2.509ex;" alt="{\displaystyle R_{1},\dots ,R_{n}}"></span>: The rank of the smallest observation is one, the rank of the next smallest is two, and so on.</li> <li>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec838dfd8a4a659b2877f93a6b53f22fc7777d07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.371ex; height:2.009ex;" alt="{\displaystyle \operatorname {sgn} }"></span> denote the <a href="/wiki/Sign_function" title="Sign function">sign function</a>: <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn}(x)=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn}(x)=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c81d1b263a5b05a2e1ea266bbabe299245ad1d2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.771ex; height:2.843ex;" alt="{\displaystyle \operatorname {sgn}(x)=1}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x>0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x>0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/80d24be5f0eb4a9173da6038badc8659546021d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.591ex; height:2.176ex;" alt="{\displaystyle x>0}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn}(x)=-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mo>−<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn}(x)=-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5a66a0a7c22bde1b4a964244ae9070ddcf92e8c4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.579ex; height:2.843ex;" alt="{\displaystyle \operatorname {sgn}(x)=-1}"></span> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x<0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo><</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x<0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a4dbbf970b2d2863dcab589eafe006f08e727d7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.591ex; height:2.176ex;" alt="{\displaystyle x<0}"></span>. The <a href="/wiki/Test_statistic" title="Test statistic">test statistic</a> is the <i>signed-rank sum</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span>: <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T=\sum _{i=1}^{N}\operatorname {sgn}(X_{i})R_{i}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>=</mo> <munderover> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munderover> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T=\sum _{i=1}^{N}\operatorname {sgn}(X_{i})R_{i}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7e0e6ca704c6d46b4fa5d549f64ff9752952b4ae" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.005ex; width:19.592ex; height:7.343ex;" alt="{\displaystyle T=\sum _{i=1}^{N}\operatorname {sgn}(X_{i})R_{i}.}"></span></li> <li>Produce a <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>-value by comparing <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> to its distribution under the null hypothesis.</li></ol> <p>The ranks are defined so that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db421291be9d0103404ced7495b363437b67b6b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.564ex; height:2.509ex;" alt="{\displaystyle R_{i}}"></span> is the number of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f461e54f5c093e92a55547b9764291390f0b5d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.027ex; width:0.985ex; height:2.509ex;" alt="{\displaystyle j}"></span> for which <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |X_{j}|\leq |X_{i}|}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>≤<!-- ≤ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |X_{j}|\leq |X_{i}|}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/528ba2e8da6e0e23c987812ebe385c9c8c56b1dd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:11.244ex; height:3.009ex;" alt="{\displaystyle |X_{j}|\leq |X_{i}|}"></span>. Additionally, if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma :\{1,\dots ,n\}\to \{1,\dots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>σ<!-- σ --></mi> <mo>:</mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">→<!-- → --></mo> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma :\{1,\dots ,n\}\to \{1,\dots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/64553664f7c5d7f4a4aea76b74f3945e9963c037" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:27.002ex; height:2.843ex;" alt="{\displaystyle \sigma :\{1,\dots ,n\}\to \{1,\dots ,n\}}"></span> is such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |X_{\sigma (1)}|<\dots <|X_{\sigma (n)}|}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>σ<!-- σ --></mi> <mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo><</mo> <mo>⋯<!-- ⋯ --></mo> <mo><</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>σ<!-- σ --></mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |X_{\sigma (1)}|<\dots <|X_{\sigma (n)}|}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/79cb1c21b00f69c2ab94a01846e612b3708d515e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:22.068ex; height:3.176ex;" alt="{\displaystyle |X_{\sigma (1)}|<\dots <|X_{\sigma (n)}|}"></span>, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{\sigma (i)}=i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>σ<!-- σ --></mi> <mo stretchy="false">(</mo> <mi>i</mi> <mo stretchy="false">)</mo> </mrow> </msub> <mo>=</mo> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{\sigma (i)}=i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ed54c31522e0f20d0237aa4aa8835999e9134c5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:8.684ex; height:3.009ex;" alt="{\displaystyle R_{\sigma (i)}=i}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span>. </p><p>The signed-rank sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> is closely related to two other test statistics. The <i>positive-rank sum</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span> and the <i>negative-rank sum</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a27edf362e718c9a43f88ff4a09d791c234936b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{-}}"></span> are defined by<sup id="cite_ref-9" class="reference"><a href="#cite_note-9"><span class="cite-bracket">[</span>9<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}T^{+}&=\sum _{1\leq i\leq n,\ X_{i}>0}R_{i},\\T^{-}&=\sum _{1\leq i\leq n,\ X_{i}<0}R_{i}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mtd> <mtd> <mi></mi> <mo>=</mo> <munder> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>≤<!-- ≤ --></mo> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> <mo>,</mo> <mtext> </mtext> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>></mo> <mn>0</mn> </mrow> </munder> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mtd> <mtd> <mi></mi> <mo>=</mo> <munder> <mo>∑<!-- ∑ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>≤<!-- ≤ --></mo> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> <mo>,</mo> <mtext> </mtext> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo><</mo> <mn>0</mn> </mrow> </munder> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}T^{+}&=\sum _{1\leq i\leq n,\ X_{i}>0}R_{i},\\T^{-}&=\sum _{1\leq i\leq n,\ X_{i}<0}R_{i}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4be0e4c545c742fc43081f03d67b1c1dc1ebe646" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -5.338ex; width:20.735ex; height:11.843ex;" alt="{\displaystyle {\begin{aligned}T^{+}&=\sum _{1\leq i\leq n,\ X_{i}>0}R_{i},\\T^{-}&=\sum _{1\leq i\leq n,\ X_{i}<0}R_{i}.\end{aligned}}}"></span> Because <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}+T^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>+</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}+T^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/96966a4aad2394d205ace7a6296f9ec149781040" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:9.302ex; height:2.676ex;" alt="{\displaystyle T^{+}+T^{-}}"></span> equals the sum of all the ranks, which is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 1+2+\dots +n=n(n+1)/2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>1</mn> <mo>+</mo> <mn>2</mn> <mo>+</mo> <mo>⋯<!-- ⋯ --></mo> <mo>+</mo> <mi>n</mi> <mo>=</mo> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 1+2+\dots +n=n(n+1)/2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/89aeaad876262e8c6cc2a6d9765892edbd2f4901" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:28.989ex; height:2.843ex;" alt="{\displaystyle 1+2+\dots +n=n(n+1)/2}"></span>, these three statistics are related by:<sup id="cite_ref-10" class="reference"><a href="#cite_note-10"><span class="cite-bracket">[</span>10<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}T^{+}&={\frac {n(n+1)}{2}}-T^{-}={\frac {n(n+1)}{4}}+{\frac {T}{2}},\\T^{-}&={\frac {n(n+1)}{2}}-T^{+}={\frac {n(n+1)}{4}}-{\frac {T}{2}},\\T&=T^{+}-T^{-}=2T^{+}-{\frac {n(n+1)}{2}}={\frac {n(n+1)}{2}}-2T^{-}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>2</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>T</mi> <mn>2</mn> </mfrac> </mrow> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>2</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mi>T</mi> <mn>2</mn> </mfrac> </mrow> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mi>T</mi> </mtd> <mtd> <mi></mi> <mo>=</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>−<!-- − --></mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo>=</mo> <mn>2</mn> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>2</mn> </mfrac> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>2</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <mn>2</mn> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}T^{+}&={\frac {n(n+1)}{2}}-T^{-}={\frac {n(n+1)}{4}}+{\frac {T}{2}},\\T^{-}&={\frac {n(n+1)}{2}}-T^{+}={\frac {n(n+1)}{4}}-{\frac {T}{2}},\\T&=T^{+}-T^{-}=2T^{+}-{\frac {n(n+1)}{2}}={\frac {n(n+1)}{2}}-2T^{-}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1be752a89d48c27664e7fd91ba35098d39db2369" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -8.171ex; width:56.569ex; height:17.343ex;" alt="{\displaystyle {\begin{aligned}T^{+}&={\frac {n(n+1)}{2}}-T^{-}={\frac {n(n+1)}{4}}+{\frac {T}{2}},\\T^{-}&={\frac {n(n+1)}{2}}-T^{+}={\frac {n(n+1)}{4}}-{\frac {T}{2}},\\T&=T^{+}-T^{-}=2T^{+}-{\frac {n(n+1)}{2}}={\frac {n(n+1)}{2}}-2T^{-}.\end{aligned}}}"></span> Because <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a27edf362e718c9a43f88ff4a09d791c234936b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{-}}"></span> carry the same information, any of them may be used as the test statistic. </p><p>The positive-rank sum and negative-rank sum have alternative interpretations that are useful for the theory behind the test. Define the <i>Walsh average</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W_{ij}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>W</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle W_{ij}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29c09e9d719bb634d8ca5a6172b0562b945bf325" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.671ex; height:2.843ex;" alt="{\displaystyle W_{ij}}"></span> to be <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tfrac {1}{2}}(X_{i}+X_{j})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mstyle> </mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tfrac {1}{2}}(X_{i}+X_{j})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f1822bf5838d8d880366775b63e89d5bd4426e59" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:11.866ex; height:3.509ex;" alt="{\displaystyle {\tfrac {1}{2}}(X_{i}+X_{j})}"></span>. Then:<sup id="cite_ref-11" class="reference"><a href="#cite_note-11"><span class="cite-bracket">[</span>11<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}T^{+}=\#\{W_{ij}>0\colon 1\leq i\leq j\leq n\},\\T^{-}=\#\{W_{ij}<0\colon 1\leq i\leq j\leq n\}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>=</mo> <mi mathvariant="normal">#<!-- # --></mi> <mo fence="false" stretchy="false">{</mo> <msub> <mi>W</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo>></mo> <mn>0</mn> <mo>:<!-- : --></mo> <mn>1</mn> <mo>≤<!-- ≤ --></mo> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>j</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo>=</mo> <mi mathvariant="normal">#<!-- # --></mi> <mo fence="false" stretchy="false">{</mo> <msub> <mi>W</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> <mi>j</mi> </mrow> </msub> <mo><</mo> <mn>0</mn> <mo>:<!-- : --></mo> <mn>1</mn> <mo>≤<!-- ≤ --></mo> <mi>i</mi> <mo>≤<!-- ≤ --></mo> <mi>j</mi> <mo>≤<!-- ≤ --></mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}T^{+}=\#\{W_{ij}>0\colon 1\leq i\leq j\leq n\},\\T^{-}=\#\{W_{ij}<0\colon 1\leq i\leq j\leq n\}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a118eb5246ffdad036997beb7e53940a646d566f" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.371ex; margin-bottom: -0.3ex; width:34.567ex; height:6.509ex;" alt="{\displaystyle {\begin{aligned}T^{+}=\#\{W_{ij}>0\colon 1\leq i\leq j\leq n\},\\T^{-}=\#\{W_{ij}<0\colon 1\leq i\leq j\leq n\}.\end{aligned}}}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="Null_and_alternative_hypotheses">Null and alternative hypotheses</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=3" title="Edit section: Null and alternative hypotheses"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <div class="mw-heading mw-heading3"><h3 id="One-sample_test">One-sample test</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=4" title="Edit section: One-sample test"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>The one-sample Wilcoxon signed-rank test can be used to test whether data comes from a symmetric population with a specified center (which corresponds to <a href="/wiki/Median" title="Median">median</a>, <a href="/wiki/Mean" title="Mean">mean</a> and <a href="/wiki/Pseudomedian" title="Pseudomedian">pseudomedian</a>).<sup id="cite_ref-12" class="reference"><a href="#cite_note-12"><span class="cite-bracket">[</span>12<span class="cite-bracket">]</span></a></sup> If the population center is known, then it can be used to test whether data is symmetric about its center.<sup id="cite_ref-Hettmansperger_13-0" class="reference"><a href="#cite_note-Hettmansperger-13"><span class="cite-bracket">[</span>13<span class="cite-bracket">]</span></a></sup> </p><p>To explain the null and alternative hypotheses formally, assume that the data consists of <a href="/wiki/Independent_and_identically_distributed_random_variables" title="Independent and identically distributed random variables">independent and identically distributed</a> samples from a distribution <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span>. If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> can be assumed symmetric, then the null and alternative hypotheses are the following:<sup id="cite_ref-14" class="reference"><a href="#cite_note-14"><span class="cite-bracket">[</span>14<span class="cite-bracket">]</span></a></sup> </p> <dl><dt>Null hypothesis <i>H</i><sub>0</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3753282c0ad2ea1e7d63f39425efd13c37da3169" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu =0}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>1</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu <0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo><</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu <0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fa905b901e1874757c6f7bb0d1b243022920a965" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu <0}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>2</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu >0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu >0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67319256f71b2ecddcb2a1f2a58bef0494135e62" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu >0}"></span>.</dd> <dt>Two-sided alternative hypothesis <i>H</i><sub>3</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \neq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>≠<!-- ≠ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \neq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ff2b68dc21692b0fe4c1e1220806e6d88b8ace8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu \neq 0}"></span>.</dd></dl> <p>If in addition <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X=\mu )=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mi>μ<!-- μ --></mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X=\mu )=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/664d59bfb98bbbd182dc8694f957a02f5806d12a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.045ex; height:2.843ex;" alt="{\displaystyle \Pr(X=\mu )=0}"></span>, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> is a median of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span>. If this median is unique, then the Wilcoxon signed-rank sum test becomes a test for the location of the median.<sup id="cite_ref-15" class="reference"><a href="#cite_note-15"><span class="cite-bracket">[</span>15<span class="cite-bracket">]</span></a></sup> When the mean of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is defined, then the mean is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span>, and the test is also a test for the location of the mean.<sup id="cite_ref-16" class="reference"><a href="#cite_note-16"><span class="cite-bracket">[</span>16<span class="cite-bracket">]</span></a></sup> </p><p>The restriction that the alternative distribution is symmetric is highly restrictive, but for one-sided tests it can be weakened. Say that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is <i>stochastically smaller than a distribution symmetric about zero</i> if an <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span>-distributed random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></span> satisfies <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X<-x)\geq \Pr(X>x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo><</mo> <mo>−<!-- − --></mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>≥<!-- ≥ --></mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>></mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X<-x)\geq \Pr(X>x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a39370c73e779a94614ac78532275522d212b168" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.33ex; height:2.843ex;" alt="{\displaystyle \Pr(X<-x)\geq \Pr(X>x)}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2608e2b392b079f5b763f27bf52883dbee3b64a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.591ex; height:2.343ex;" alt="{\displaystyle x\geq 0}"></span>. Similarly, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is <i>stochastically larger than a distribution symmetric about zero</i> if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X<-x)\leq \Pr(X>x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo><</mo> <mo>−<!-- − --></mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>≤<!-- ≤ --></mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>X</mi> <mo>></mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X<-x)\leq \Pr(X>x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cec857007431fedac16cff28091390c042635fa6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.33ex; height:2.843ex;" alt="{\displaystyle \Pr(X<-x)\leq \Pr(X>x)}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2608e2b392b079f5b763f27bf52883dbee3b64a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.591ex; height:2.343ex;" alt="{\displaystyle x\geq 0}"></span>. Then the Wilcoxon signed-rank sum test can also be used for the following null and alternative hypotheses:<sup id="cite_ref-17" class="reference"><a href="#cite_note-17"><span class="cite-bracket">[</span>17<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-18" class="reference"><a href="#cite_note-18"><span class="cite-bracket">[</span>18<span class="cite-bracket">]</span></a></sup> </p> <dl><dt>Null hypothesis <i>H</i><sub>0</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3753282c0ad2ea1e7d63f39425efd13c37da3169" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu =0}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>1</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is stochastically smaller than a distribution symmetric about zero.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>2</sub></dt> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span> is stochastically larger than a distribution symmetric about zero.</dd></dl> <p>The hypothesis that the data are IID can be weakened. Each data point may be taken from a different distribution, as long as all the distributions are assumed to be continuous and symmetric about a common point <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fe2fd9b8decb38a3cd158e7b6c0c6e2d987fefcc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.456ex; height:2.176ex;" alt="{\displaystyle \mu _{0}}"></span>. The data points are not required to be independent as long as the conditional distribution of each observation given the others is symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu _{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>μ<!-- μ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu _{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fe2fd9b8decb38a3cd158e7b6c0c6e2d987fefcc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.456ex; height:2.176ex;" alt="{\displaystyle \mu _{0}}"></span>.<sup id="cite_ref-19" class="reference"><a href="#cite_note-19"><span class="cite-bracket">[</span>19<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Paired_data_test">Paired data test</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=5" title="Edit section: Paired data test"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Because the paired data test arises from taking paired differences, its null and alternative hypotheses can be derived from those of the one-sample test. In each case, they become assertions about the behavior of the differences <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span>. </p><p>Let <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x,y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x,y)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81df93097aee89e43fd71a8f4f744c418e1e2d4d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.069ex; height:2.843ex;" alt="{\displaystyle F(x,y)}"></span> be the joint cumulative distribution of the pairs <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span>. In this case, the null and alternative hypotheses are:<sup id="cite_ref-20" class="reference"><a href="#cite_note-20"><span class="cite-bracket">[</span>20<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-Hollander-Wolfe-Chicken_21-0" class="reference"><a href="#cite_note-Hollander-Wolfe-Chicken-21"><span class="cite-bracket">[</span>21<span class="cite-bracket">]</span></a></sup> </p> <dl><dt>Null hypothesis <i>H</i><sub>0</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu =0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu =0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3753282c0ad2ea1e7d63f39425efd13c37da3169" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu =0}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>1</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu <0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo><</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu <0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fa905b901e1874757c6f7bb0d1b243022920a965" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu <0}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>2</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu >0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu >0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67319256f71b2ecddcb2a1f2a58bef0494135e62" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu >0}"></span>.</dd> <dt>Two-sided alternative hypothesis <i>H</i><sub>3</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are symmetric about <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \neq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>≠<!-- ≠ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \neq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ff2b68dc21692b0fe4c1e1220806e6d88b8ace8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu \neq 0}"></span>.</dd></dl> <p>These can also be expressed more directly in terms of the original pairs:<sup id="cite_ref-22" class="reference"><a href="#cite_note-22"><span class="cite-bracket">[</span>22<span class="cite-bracket">]</span></a></sup> </p> <dl><dt>Null hypothesis <i>H</i><sub>0</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> are <i>exchangeable</i>, meaning that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (Y_{i},X_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (Y_{i},X_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d988891c4da8d37ee61e8c5aa8afd5e36d1cf9d7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (Y_{i},X_{i})}"></span> have the same distribution. Equivalently, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x,y)=F(y,x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mi>F</mi> <mo stretchy="false">(</mo> <mi>y</mi> <mo>,</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x,y)=F(y,x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e167578b8518034989120af7f07d7fca0de5b3b2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.237ex; height:2.843ex;" alt="{\displaystyle F(x,y)=F(y,x)}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>1</sub></dt> <dd>For some <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu <0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo><</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu <0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fa905b901e1874757c6f7bb0d1b243022920a965" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu <0}"></span>, the pairs <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>μ<!-- μ --></mi> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mi>μ<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c0d2ed284e69932b5032da63c6a5f715cb7b819" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.202ex; height:2.843ex;" alt="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"></span> have the same distribution.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>2</sub></dt> <dd>For some <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu >0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu >0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/67319256f71b2ecddcb2a1f2a58bef0494135e62" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu >0}"></span>, the pairs <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>μ<!-- μ --></mi> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mi>μ<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c0d2ed284e69932b5032da63c6a5f715cb7b819" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.202ex; height:2.843ex;" alt="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"></span> have the same distribution.</dd> <dt>Two-sided alternative hypothesis <i>H</i><sub>3</sub></dt> <dd>For some <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu \neq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> <mo>≠<!-- ≠ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu \neq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ff2b68dc21692b0fe4c1e1220806e6d88b8ace8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.663ex; height:2.676ex;" alt="{\displaystyle \mu \neq 0}"></span>, the pairs <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>μ<!-- μ --></mi> <mo>,</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mi>μ<!-- μ --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c0d2ed284e69932b5032da63c6a5f715cb7b819" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:16.202ex; height:2.843ex;" alt="{\displaystyle (Y_{i}+\mu ,X_{i}-\mu )}"></span> have the same distribution.</dd></dl> <p>The null hypothesis of exchangeability can arise from a matched pair experiment with a treatment group and a control group. Randomizing the treatment and control within each pair makes the observations exchangeable. For an exchangeable distribution, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> has the same distribution as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle Y_{i}-X_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle Y_{i}-X_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cdbf0c651dcdf53952c381873abdf3f2d137e166" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle Y_{i}-X_{i}}"></span>, and therefore, under the null hypothesis, the distribution is symmetric about zero.<sup id="cite_ref-23" class="reference"><a href="#cite_note-23"><span class="cite-bracket">[</span>23<span class="cite-bracket">]</span></a></sup> </p><p>Because the one-sample test can be used as a one-sided test for stochastic dominance, the paired difference Wilcoxon test can be used to compare the following hypotheses:<sup id="cite_ref-24" class="reference"><a href="#cite_note-24"><span class="cite-bracket">[</span>24<span class="cite-bracket">]</span></a></sup> </p> <dl><dt>Null hypothesis <i>H</i><sub>0</sub></dt> <dd>The observations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> are exchangeable.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>1</sub></dt> <dd>The differences <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are stochastically smaller than a distribution symmetric about zero, that is, for every <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2608e2b392b079f5b763f27bf52883dbee3b64a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.591ex; height:2.343ex;" alt="{\displaystyle x\geq 0}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X_{i}<Y_{i}-x)\geq \Pr(X_{i}>Y_{i}+x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo><</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>≥<!-- ≥ --></mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X_{i}<Y_{i}-x)\geq \Pr(X_{i}>Y_{i}+x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4633950b770aaf0d16799e329636c882240b1454" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:35.991ex; height:2.843ex;" alt="{\displaystyle \Pr(X_{i}<Y_{i}-x)\geq \Pr(X_{i}>Y_{i}+x)}"></span>.</dd> <dt>One-sided alternative hypothesis <i>H</i><sub>2</sub></dt> <dd>The differences <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48d46e0554636cc48c5e03e2f48753aa44b7a3b9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.715ex; height:2.509ex;" alt="{\displaystyle X_{i}-Y_{i}}"></span> are stochastically larger than a distribution symmetric about zero, that is, for every <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x\geq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>x</mi> <mo>≥<!-- ≥ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x\geq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a2608e2b392b079f5b763f27bf52883dbee3b64a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.591ex; height:2.343ex;" alt="{\displaystyle x\geq 0}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X_{i}<Y_{i}-x)\leq \Pr(X_{i}>Y_{i}+x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo><</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>≤<!-- ≤ --></mo> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X_{i}<Y_{i}-x)\leq \Pr(X_{i}>Y_{i}+x)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5953e680a06040e177f265e7bb44d0c8dcb4676d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:35.991ex; height:2.843ex;" alt="{\displaystyle \Pr(X_{i}<Y_{i}-x)\leq \Pr(X_{i}>Y_{i}+x)}"></span>.</dd></dl> <div class="mw-heading mw-heading2"><h2 id="Zeros_and_ties">Zeros and ties</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=6" title="Edit section: Zeros and ties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>In real data, it sometimes happens that there is an observation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/af4a0955af42beb5f85aa05fb8c07abedc13990d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.724ex; height:2.509ex;" alt="{\displaystyle X_{i}}"></span> in the sample which equals zero or a pair <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (X_{i},Y_{i})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>,</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (X_{i},Y_{i})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac88819cba55de3473e333ae02f1154c9d0624fd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.717ex; height:2.843ex;" alt="{\displaystyle (X_{i},Y_{i})}"></span> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}=Y_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}=Y_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e8647588d6262c63670ba449fbf66272aa6addbc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:7.973ex; height:2.509ex;" alt="{\displaystyle X_{i}=Y_{i}}"></span>. It can also happen that there are tied observations. This means that for some <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i\neq j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>≠<!-- ≠ --></mo> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i\neq j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d95aeb406bb427ac96806bc00c30c91d31b858be" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.859ex; height:2.676ex;" alt="{\displaystyle i\neq j}"></span>, we have <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}=X_{j}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}=X_{j}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e573359d065971490f0bf0b4dafca4cd3a4141b5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:8.656ex; height:2.843ex;" alt="{\displaystyle X_{i}=X_{j}}"></span> (in the one-sample case) or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}-Y_{i}=X_{j}-Y_{j}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>=</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>Y</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}-Y_{i}=X_{j}-Y_{j}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fdd2912f7539c873f99053d37c1b4c31367765cb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:18.748ex; height:2.843ex;" alt="{\displaystyle X_{i}-Y_{i}=X_{j}-Y_{j}}"></span> (in the paired sample case). This is particularly common for discrete data. When this happens, the test procedure defined above is usually undefined because there is no way to uniquely rank the data. (The sole exception is if there is a single observation <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/af4a0955af42beb5f85aa05fb8c07abedc13990d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.724ex; height:2.509ex;" alt="{\displaystyle X_{i}}"></span> which is zero and no other zeros or ties.) Because of this, the test statistic needs to be modified. </p> <div class="mw-heading mw-heading3"><h3 id="Zeros">Zeros</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=7" title="Edit section: Zeros"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Wilcoxon's original paper did not address the question of observations (or, in the paired sample case, differences) that equal zero. However, in later surveys, he recommended removing zeros from the sample.<sup id="cite_ref-25" class="reference"><a href="#cite_note-25"><span class="cite-bracket">[</span>25<span class="cite-bracket">]</span></a></sup> Then the standard signed-rank test could be applied to the resulting data, as long as there were no ties. This is now called the <i>reduced sample procedure.</i> </p><p>Pratt<sup id="cite_ref-Pratt_26-0" class="reference"><a href="#cite_note-Pratt-26"><span class="cite-bracket">[</span>26<span class="cite-bracket">]</span></a></sup> observed that the reduced sample procedure can lead to paradoxical behavior. He gives the following example. Suppose that we are in the one-sample situation and have the following thirteen observations: </p> <dl><dd>0, 2, 3, 4, 6, 7, 8, 9, 11, 14, 15, 17, −18.</dd></dl> <p>The reduced sample procedure removes the zero. To the remaining data, it assigns the signed ranks: </p> <dl><dd>1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, −12.</dd></dl> <p>This has a one-sided <i>p</i>-value of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 55/2^{12}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>55</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>12</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 55/2^{12}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea217f224537d8d95492551476b0f0c543f69a13" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.526ex; height:3.176ex;" alt="{\displaystyle 55/2^{12}}"></span>, and therefore the sample is not significantly positive at any significance level <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha <55/2^{12}\approx 0.0134}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> <mo><</mo> <mn>55</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>12</mn> </mrow> </msup> <mo>≈<!-- ≈ --></mo> <mn>0.0134</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha <55/2^{12}\approx 0.0134}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9731cb73309bedd7fef7cd3282db805bf1d71ef5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:20.67ex; height:3.176ex;" alt="{\displaystyle \alpha <55/2^{12}\approx 0.0134}"></span>. Pratt argues that one would expect that decreasing the observations should certainly not make the data appear more positive. However, if the zero observation is decreased by an amount less than 2, or if all observations are decreased by an amount less than 1, then the signed ranks become: </p> <dl><dd>−1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, −13.</dd></dl> <p>This has a one-sided <i>p</i>-value of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 109/2^{13}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>109</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>13</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 109/2^{13}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/66f609658387b752cf6f513e441aa00f2a78bbcb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.688ex; height:3.176ex;" alt="{\displaystyle 109/2^{13}}"></span>. Therefore the sample would be judged significantly positive at any significance level <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha >109/2^{13}\approx 0.0133}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> <mo>></mo> <mn>109</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>13</mn> </mrow> </msup> <mo>≈<!-- ≈ --></mo> <mn>0.0133</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha >109/2^{13}\approx 0.0133}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5c9ce91e45fe72f960438bc492a6a6ba31048602" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:21.832ex; height:3.176ex;" alt="{\displaystyle \alpha >109/2^{13}\approx 0.0133}"></span>. The paradox is that, if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b79333175c8b3f0840bfb4ec41b8072c83ea88d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.488ex; height:1.676ex;" alt="{\displaystyle \alpha }"></span> is between <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 109/2^{13}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>109</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>13</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 109/2^{13}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/66f609658387b752cf6f513e441aa00f2a78bbcb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.688ex; height:3.176ex;" alt="{\displaystyle 109/2^{13}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 55/2^{12}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>55</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>12</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 55/2^{12}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ea217f224537d8d95492551476b0f0c543f69a13" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.526ex; height:3.176ex;" alt="{\displaystyle 55/2^{12}}"></span>, then <i>decreasing</i> an insignificant sample causes it to appear significantly <i>positive</i>. </p><p>Pratt therefore proposed the <i>signed-rank zero procedure.</i> This procedure includes the zeros when ranking the observations in the sample. However, it excludes them from the test statistic, or equivalently it defines <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn}(0)=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn}(0)=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c095a0ab1cc3d18b9f13200051ce38eed164e439" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.604ex; height:2.843ex;" alt="{\displaystyle \operatorname {sgn}(0)=0}"></span>. Pratt proved that the signed-rank zero procedure has several desirable behaviors not shared by the reduced sample procedure:<sup id="cite_ref-27" class="reference"><a href="#cite_note-27"><span class="cite-bracket">[</span>27<span class="cite-bracket">]</span></a></sup> </p> <ol><li>Increasing the observed values does not make a significantly positive sample insignificant, and it does not make an insignificant sample significantly negative.</li> <li>If the distribution of the observations is symmetric, then the values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> which the test does not reject form an interval.</li> <li>A sample is significantly positive, not significant, or significantly negative, if and only if it is so when the zeros are assigned arbitrary non-zero signs, if and only if it is so when the zeros are replaced with non-zero values which are smaller in absolute value than any non-zero observation.</li> <li>For a fixed significance threshold <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b79333175c8b3f0840bfb4ec41b8072c83ea88d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.488ex; height:1.676ex;" alt="{\displaystyle \alpha }"></span>, and for a test which is randomized to have level exactly <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b79333175c8b3f0840bfb4ec41b8072c83ea88d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.488ex; height:1.676ex;" alt="{\displaystyle \alpha }"></span>, the probability of calling a set of observations significantly positive (respectively, significantly negative) is a non-decreasing (respectively, non-increasing) function of the observations.</li></ol> <p>Pratt remarks that, when the signed-rank zero procedure is combined with the average rank procedure for resolving ties, the resulting test is a consistent test against the alternative hypothesis that, for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i\neq j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> <mo>≠<!-- ≠ --></mo> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i\neq j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d95aeb406bb427ac96806bc00c30c91d31b858be" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.859ex; height:2.676ex;" alt="{\displaystyle i\neq j}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X_{i}+X_{j}>0)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo>></mo> <mn>0</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X_{i}+X_{j}>0)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3f904032ec2ae7a0855a15108445ad9b7a86779a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:16.963ex; height:3.009ex;" alt="{\displaystyle \Pr(X_{i}+X_{j}>0)}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(X_{i}+X_{j}<0)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> <mo>+</mo> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> </mrow> </msub> <mo><</mo> <mn>0</mn> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(X_{i}+X_{j}<0)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/19bcb1e737c31df439cd4c5e71326c7a046dd5ee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:16.963ex; height:3.009ex;" alt="{\displaystyle \Pr(X_{i}+X_{j}<0)}"></span> differ by at least a fixed constant that is independent of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle j}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>j</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle j}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2f461e54f5c093e92a55547b9764291390f0b5d0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.027ex; width:0.985ex; height:2.509ex;" alt="{\displaystyle j}"></span>.<sup id="cite_ref-28" class="reference"><a href="#cite_note-28"><span class="cite-bracket">[</span>28<span class="cite-bracket">]</span></a></sup> </p><p>The signed-rank zero procedure has the disadvantage that, when zeros occur, the null distribution of the test statistic changes, so tables of <i>p</i>-values can no longer be used. </p><p>When the data is on a <a href="/wiki/Likert_scale" title="Likert scale">Likert scale</a> with equally spaced categories, the signed-rank zero procedure is more likely to maintain the Type I error rate than the reduced sample procedure.<sup id="cite_ref-IndivLikert_29-0" class="reference"><a href="#cite_note-IndivLikert-29"><span class="cite-bracket">[</span>29<span class="cite-bracket">]</span></a></sup> </p><p>From the viewpoint of statistical efficiency, there is no perfect rule for handling zeros. Conover found examples of null and alternative hypotheses that show that neither Wilcoxon's and Pratt's methods are uniformly better than the other. When comparing a discrete uniform distribution to a distribution where probabilities linearly increase from left to right, Pratt's method outperforms Wilcoxon's. When testing a binomial distribution centered at zero to see whether the parameter of each Bernoulli trial is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\tfrac {1}{2}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mstyle> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\tfrac {1}{2}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/edef8290613648790a8ac1a95c2fb7c3972aea2f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:1.658ex; height:3.509ex;" alt="{\displaystyle {\tfrac {1}{2}}}"></span>, Wilcoxon's method outperforms Pratt's.<sup id="cite_ref-30" class="reference"><a href="#cite_note-30"><span class="cite-bracket">[</span>30<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading3"><h3 id="Ties">Ties</h3><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=8" title="Edit section: Ties"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>When the data does not have ties, the ranks <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db421291be9d0103404ced7495b363437b67b6b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.564ex; height:2.509ex;" alt="{\displaystyle R_{i}}"></span> are used to calculate the test statistic. In the presence of ties, the ranks are not defined. There are two main approaches to resolving this. </p><p>The most common procedure for handling ties, and the one originally recommended by Wilcoxon, is called the <i>average rank</i> or <i>midrank procedure.</i> This procedure assigns numbers between 1 and <i>n</i> to the observations, with two observations getting the same number if and only if they have the same absolute value. These numbers are conventionally called ranks even though the set of these numbers is not equal to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8b98091026e0b10ee08a7c77e229c649f81b0a05" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.06ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n\}}"></span> (except when there are no ties). The rank assigned to an observation is the average of the possible ranks it would have if the ties were broken in all possible ways. Once the ranks are assigned, the test statistic is computed in the same way as usual.<sup id="cite_ref-31" class="reference"><a href="#cite_note-31"><span class="cite-bracket">[</span>31<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-32" class="reference"><a href="#cite_note-32"><span class="cite-bracket">[</span>32<span class="cite-bracket">]</span></a></sup> </p><p>For example, suppose that the observations satisfy <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |X_{3}|<|X_{2}|=|X_{5}|<|X_{6}|<|X_{1}|=|X_{4}|=|X_{7}|.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo><</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>5</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo><</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>6</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo><</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>7</mn> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |X_{3}|<|X_{2}|=|X_{5}|<|X_{6}|<|X_{1}|=|X_{4}|=|X_{7}|.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3842fdabc78f1c139283a5020fd2b503081aee73" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:49.143ex; height:2.843ex;" alt="{\displaystyle |X_{3}|<|X_{2}|=|X_{5}|<|X_{6}|<|X_{1}|=|X_{4}|=|X_{7}|.}"></span> In this case, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{3}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{3}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/14f17eb6a51e16ea92736c904a92d8a78e73a598" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{3}}"></span> is assigned rank 1, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2ad47c14b8a092f182512e76c96638aea6e3bea1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{2}}"></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{5}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>5</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{5}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f14cb64bd8c186831d9e77d4394741f9f0ee3917" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{5}}"></span> are assigned rank <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (2+3)/2=2.5}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mn>2</mn> <mo>+</mo> <mn>3</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> <mo>=</mo> <mn>2.5</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (2+3)/2=2.5}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a0a80d454b8f541009ead64c88d5472894591eec" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:15.37ex; height:2.843ex;" alt="{\displaystyle (2+3)/2=2.5}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{6}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>6</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{6}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/489d3e6151450285af53210948fbb0706eb99711" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{6}}"></span> is assigned rank 4, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{1}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f70b2694445a5901b24338a2e7a7e58f02a72a32" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{1}}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{4}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>4</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{4}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ae165d68e73491207cb065c2b9e7b90f78cf2e7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{4}}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{7}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>7</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{7}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c7d9af33b651d172949cee5952f57dbeb662eaf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.979ex; height:2.509ex;" alt="{\displaystyle X_{7}}"></span> are assigned rank <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (5+6+7)/3=6}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mn>5</mn> <mo>+</mo> <mn>6</mn> <mo>+</mo> <mn>7</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>3</mn> <mo>=</mo> <mn>6</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (5+6+7)/3=6}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6ffa97e0f6a64feea04d9e4a216b6051d2ea3db6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.563ex; height:2.843ex;" alt="{\displaystyle (5+6+7)/3=6}"></span>. Formally, suppose that there is a set of observations all having the same absolute value <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07b00e7fc0847fbd16391c778d65bc25c452597" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.128ex; height:1.676ex;" alt="{\displaystyle v}"></span>, that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/21363ebd7038c93aae93127e7d910fc1b2e2c745" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.214ex; height:2.343ex;" alt="{\displaystyle k-1}"></span> observations have absolute value less than <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07b00e7fc0847fbd16391c778d65bc25c452597" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.128ex; height:1.676ex;" alt="{\displaystyle v}"></span>, and that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ℓ<!-- ℓ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f066e981e530bacc07efc6a10fa82deee985929e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.97ex; height:2.176ex;" alt="{\displaystyle \ell }"></span> observations have absolute value less than or equal to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07b00e7fc0847fbd16391c778d65bc25c452597" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.128ex; height:1.676ex;" alt="{\displaystyle v}"></span>. If the ties among the observations with absolute value <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle v}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>v</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle v}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e07b00e7fc0847fbd16391c778d65bc25c452597" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.128ex; height:1.676ex;" alt="{\displaystyle v}"></span> were broken, then these observations would occupy ranks <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>k</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c3c9a2c7b599b37105512c5d570edc034056dd40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.211ex; height:2.176ex;" alt="{\displaystyle k}"></span> through <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \ell }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ℓ<!-- ℓ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \ell }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f066e981e530bacc07efc6a10fa82deee985929e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.97ex; height:2.176ex;" alt="{\displaystyle \ell }"></span>. The average rank procedure therefore assigns them the rank <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle (k+\ell )/2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo stretchy="false">(</mo> <mi>k</mi> <mo>+</mo> <mi>ℓ<!-- ℓ --></mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle (k+\ell )/2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6a4600191a0c32699bc97536f82fd1544691930a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.156ex; height:2.843ex;" alt="{\displaystyle (k+\ell )/2}"></span>. </p><p>Under the average rank procedure, the null distribution is different in the presence of ties.<sup id="cite_ref-33" class="reference"><a href="#cite_note-33"><span class="cite-bracket">[</span>33<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-34" class="reference"><a href="#cite_note-34"><span class="cite-bracket">[</span>34<span class="cite-bracket">]</span></a></sup> The average rank procedure also has some disadvantages that are similar to those of the reduced sample procedure for zeros. It is possible that a sample can be judged significantly positive by the average rank procedure; but increasing some of the values so as to break the ties, or breaking the ties in any way whatsoever, results in a sample that the test judges to be not significant.<sup id="cite_ref-35" class="reference"><a href="#cite_note-35"><span class="cite-bracket">[</span>35<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-36" class="reference"><a href="#cite_note-36"><span class="cite-bracket">[</span>36<span class="cite-bracket">]</span></a></sup> However, increasing all the observed values by the same amount cannot turn a significantly positive result into an insignificant one, nor an insignificant one into a significantly negative one. Furthermore, if the observations are distributed symmetrically, then the values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mu }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9fd47b2a39f7a7856952afec1f1db72c67af6161" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\displaystyle \mu }"></span> which the test does not reject form an interval.<sup id="cite_ref-37" class="reference"><a href="#cite_note-37"><span class="cite-bracket">[</span>37<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-38" class="reference"><a href="#cite_note-38"><span class="cite-bracket">[</span>38<span class="cite-bracket">]</span></a></sup> </p><p>The other common option for handling ties is a tiebreaking procedure. In a tiebreaking procedure, the observations are assigned distinct ranks in the set <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8b98091026e0b10ee08a7c77e229c649f81b0a05" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.06ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n\}}"></span>. The rank assigned to an observation depends on its absolute value and the tiebreaking rule. Observations with smaller absolute values are always given smaller ranks, just as in the standard rank-sum test. The tiebreaking rule is used to assign ranks to observations with the same absolute value. One advantage of tiebreaking rules is that they allow the use of standard tables for computing <i>p</i>-values.<sup id="cite_ref-39" class="reference"><a href="#cite_note-39"><span class="cite-bracket">[</span>39<span class="cite-bracket">]</span></a></sup> </p><p><i>Random tiebreaking</i> breaks the ties at random. Under random tiebreaking, the null distribution is the same as when there are no ties, but the result of the test depends not only on the data but on additional random choices. Averaging the ranks over the possible random choices results in the average rank procedure.<sup id="cite_ref-40" class="reference"><a href="#cite_note-40"><span class="cite-bracket">[</span>40<span class="cite-bracket">]</span></a></sup> One could also report the probability of rejection over all random choices.<sup id="cite_ref-41" class="reference"><a href="#cite_note-41"><span class="cite-bracket">[</span>41<span class="cite-bracket">]</span></a></sup> Random tiebreaking has the advantage that the probability that a sample is judged significantly positive does not decrease when some observations are increased.<sup id="cite_ref-42" class="reference"><a href="#cite_note-42"><span class="cite-bracket">[</span>42<span class="cite-bracket">]</span></a></sup> <i>Conservative tiebreaking</i> breaks the ties in favor of the null hypothesis. When performing a one-sided test in which negative values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> tend to be more significant, ties are broken by assigning lower ranks to negative observations and higher ranks to positive ones. When the test makes positive values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> significant, ties are broken the other way, and when large absolute values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> are significant, ties are broken so as to make <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |T|}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |T|}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/073a0b1ce9d4c91f30329289adbb91aae47f87ea" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:2.93ex; height:2.843ex;" alt="{\displaystyle |T|}"></span> as small as possible. Pratt observes that when ties are likely, the conservative tiebreaking procedure "presumably has low power, since it amounts to breaking all ties in favor of the null hypothesis."<sup id="cite_ref-43" class="reference"><a href="#cite_note-43"><span class="cite-bracket">[</span>43<span class="cite-bracket">]</span></a></sup> </p><p>The average rank procedure can disagree with tiebreaking procedures. Pratt gives the following example.<sup id="cite_ref-44" class="reference"><a href="#cite_note-44"><span class="cite-bracket">[</span>44<span class="cite-bracket">]</span></a></sup> Suppose that the observations are: </p> <dl><dd>1, 1, 1, 1, 2, 3, −4.</dd></dl> <p>The average rank procedure assigns these the signed ranks </p> <dl><dd>2.5, 2.5, 2.5, 2.5, 5, 6, −7.</dd></dl> <p>This sample is significantly positive at the one-sided level <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha =14/2^{7}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> <mo>=</mo> <mn>14</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>7</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha =14/2^{7}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a04a3aba98d1b84f8ab5e5420c11212d7cfa8ff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.29ex; height:3.176ex;" alt="{\displaystyle \alpha =14/2^{7}}"></span>. On the other hand, any tiebreaking rule will assign the ranks </p> <dl><dd>1, 2, 3, 4, 5, 6, −7.</dd></dl> <p>At the same one-sided level <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \alpha =14/2^{7}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>α<!-- α --></mi> <mo>=</mo> <mn>14</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mn>7</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \alpha =14/2^{7}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1a04a3aba98d1b84f8ab5e5420c11212d7cfa8ff" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.29ex; height:3.176ex;" alt="{\displaystyle \alpha =14/2^{7}}"></span>, this is not significant. </p><p>Two other options for handling ties are based around averaging the results of tiebreaking. In the <i>average statistic</i> method, the test statistic <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> is computed for every possible way of breaking ties, and the final statistic is the mean of the tie-broken statistics. In the <i>average probability</i> method, the <i>p</i>-value is computed for every possible way of breaking ties, and the final <i>p</i>-value is the mean of the tie-broken <i>p</i>-values.<sup id="cite_ref-45" class="reference"><a href="#cite_note-45"><span class="cite-bracket">[</span>45<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Computing_the_null_distribution">Computing the null distribution</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=9" title="Edit section: Computing the null distribution"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Computing <i>p</i>-values requires knowing the distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> under the null hypothesis. There is no closed formula for this distribution.<sup id="cite_ref-46" class="reference"><a href="#cite_note-46"><span class="cite-bracket">[</span>46<span class="cite-bracket">]</span></a></sup> However, for small values of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, the distribution may be computed exactly. Under the null hypothesis that the data is symmetric about zero, each <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>X</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/af4a0955af42beb5f85aa05fb8c07abedc13990d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.724ex; height:2.509ex;" alt="{\displaystyle X_{i}}"></span> is exactly as likely to be positive as it is negative. Therefore the probability that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T=t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>=</mo> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T=t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b23b7b88bc7b9499469802c5b52cf30ef79e73d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.574ex; height:2.176ex;" alt="{\displaystyle T=t}"></span> under the null hypothesis is equal to the number of sign combinations that yield <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T=t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> <mo>=</mo> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T=t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b23b7b88bc7b9499469802c5b52cf30ef79e73d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.574ex; height:2.176ex;" alt="{\displaystyle T=t}"></span> divided by the number of possible sign combinations <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8226f30650ee4fe4e640c6d2798127e80e9c160d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.381ex; height:2.343ex;" alt="{\displaystyle 2^{n}}"></span>. This can be used to compute the exact distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> under the null hypothesis.<sup id="cite_ref-47" class="reference"><a href="#cite_note-47"><span class="cite-bracket">[</span>47<span class="cite-bracket">]</span></a></sup> </p><p>Computing the distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> by considering all possibilities requires computing <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8226f30650ee4fe4e640c6d2798127e80e9c160d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.381ex; height:2.343ex;" alt="{\displaystyle 2^{n}}"></span> sums, which is intractable for all but the smallest <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>. However, there is an efficient recursion for the distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span>.<sup id="cite_ref-48" class="reference"><a href="#cite_note-48"><span class="cite-bracket">[</span>48<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-49" class="reference"><a href="#cite_note-49"><span class="cite-bracket">[</span>49<span class="cite-bracket">]</span></a></sup> Define <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{n}(t^{+})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{n}(t^{+})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/73db163094fc0cf02c9f3d650acd176bb2cf1396" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.708ex; height:3.009ex;" alt="{\displaystyle u_{n}(t^{+})}"></span> to be the number of sign combinations for which <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}=t^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>=</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}=t^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/776b1db0b53b64e32f63dfe463d3c419a57a952d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:8.68ex; height:2.509ex;" alt="{\displaystyle T^{+}=t^{+}}"></span>. This is equal to the number of subsets of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8b98091026e0b10ee08a7c77e229c649f81b0a05" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.06ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n\}}"></span> which sum to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac26641d57a669222d411a31a50336848ebee36c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.35ex; height:2.509ex;" alt="{\displaystyle t^{+}}"></span>. The base cases of the recursion are <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{0}(0)=1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">(</mo> <mn>0</mn> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{0}(0)=1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fcfa564024cc91c7f1a60759e57e66d682951d62" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.617ex; height:2.843ex;" alt="{\displaystyle u_{0}(0)=1}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{0}(t^{+})=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{0}(t^{+})=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d9ca0243417d52609556f4e8ccba018fa237466c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.805ex; height:3.009ex;" alt="{\displaystyle u_{0}(t^{+})=0}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t^{+}\neq 0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>≠<!-- ≠ --></mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t^{+}\neq 0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6de443fd3f9278ff34dcfbf766844ca77c16aac7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.611ex; height:3.009ex;" alt="{\displaystyle t^{+}\neq 0}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{n}(t^{+})=0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{n}(t^{+})=0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ee584fb6c0e4061b5a347c608a64231b0243fb07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.969ex; height:3.009ex;" alt="{\displaystyle u_{n}(t^{+})=0}"></span> for all <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t<0}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo><</mo> <mn>0</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t<0}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9c8875f14d87cb6daa44307512a91eceb5f34d87" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:5.101ex; height:2.176ex;" alt="{\displaystyle t<0}"></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t>n(n+1)/2}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>></mo> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t>n(n+1)/2}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a376220c4c6641d3326345a4731b41dc6a3ce09b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.865ex; height:2.843ex;" alt="{\displaystyle t>n(n+1)/2}"></span>. The recursive formula is <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{n}(t^{+})=u_{n-1}(t^{+})+u_{n-1}(t^{+}-n).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>+</mo> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>−<!-- − --></mo> <mi>n</mi> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{n}(t^{+})=u_{n-1}(t^{+})+u_{n-1}(t^{+}-n).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fd0dc0437f50a97ebcd24e72f810a489f2db072b" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:35.145ex; height:3.009ex;" alt="{\displaystyle u_{n}(t^{+})=u_{n-1}(t^{+})+u_{n-1}(t^{+}-n).}"></span> The formula is true because every subset of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8b98091026e0b10ee08a7c77e229c649f81b0a05" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.06ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n\}}"></span> which sums to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ac26641d57a669222d411a31a50336848ebee36c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.35ex; height:2.509ex;" alt="{\displaystyle t^{+}}"></span> either does not contain <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, in which case it is also a subset of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n-1\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n-1\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78cd95c821c15833557d0293e23f10deed7f933b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.063ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n-1\}}"></span>, or it does contain <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, in which case removing <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> from the subset produces a subset of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{1,\dots ,n-1\}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <mn>1</mn> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> <mo fence="false" stretchy="false">}</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{1,\dots ,n-1\}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/78cd95c821c15833557d0293e23f10deed7f933b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.063ex; height:2.843ex;" alt="{\displaystyle \{1,\dots ,n-1\}}"></span> which sums to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t^{+}-n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>−<!-- − --></mo> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t^{+}-n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3c633160fe8c497e226d07376d7f22ade30c6a3a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:6.586ex; height:2.676ex;" alt="{\displaystyle t^{+}-n}"></span>. Under the null hypothesis, the probability mass function of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span> satisfies <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(T^{+}=t^{+})=u_{n}(t^{+})/2^{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>=</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(T^{+}=t^{+})=u_{n}(t^{+})/2^{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a0dcba3a7f7cfcccae6d9cc1036188b8d4bf854" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:26.333ex; height:3.009ex;" alt="{\displaystyle \Pr(T^{+}=t^{+})=u_{n}(t^{+})/2^{n}}"></span>. The function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle u_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>u</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle u_{n}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6c7339b0b08d3045d72ddbacf4a3e50d24640c2d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.548ex; height:2.009ex;" alt="{\displaystyle u_{n}}"></span> is closely related to the integer <a href="/wiki/Partition_function_(number_theory)" title="Partition function (number theory)">partition function</a>.<sup id="cite_ref-50" class="reference"><a href="#cite_note-50"><span class="cite-bracket">[</span>50<span class="cite-bracket">]</span></a></sup> </p><p>If <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p_{n}(t^{+})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p_{n}(t^{+})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/23709fb50158992aa28c42085b34e8bdd7dc03b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-left: -0.089ex; width:6.637ex; height:3.009ex;" alt="{\displaystyle p_{n}(t^{+})}"></span> is the probability that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}=t^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>=</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}=t^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/776b1db0b53b64e32f63dfe463d3c419a57a952d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:8.68ex; height:2.509ex;" alt="{\displaystyle T^{+}=t^{+}}"></span> under the null hypothesis when there are <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> observations in the sample, then <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p_{n}(t^{+})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p_{n}(t^{+})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/23709fb50158992aa28c42085b34e8bdd7dc03b7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; margin-left: -0.089ex; width:6.637ex; height:3.009ex;" alt="{\displaystyle p_{n}(t^{+})}"></span> satisfies a similar recursion:<sup id="cite_ref-51" class="reference"><a href="#cite_note-51"><span class="cite-bracket">[</span>51<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2p_{n}(t^{+})=p_{n-1}(t^{+})+p_{n-1}(t^{+}-n)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>+</mo> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>−<!-- − --></mo> <mi>n</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2p_{n}(t^{+})=p_{n-1}(t^{+})+p_{n-1}(t^{+}-n)}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e417789163621a3df67517a2361c70229e461caa" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:35.18ex; height:3.009ex;" alt="{\displaystyle 2p_{n}(t^{+})=p_{n-1}(t^{+})+p_{n-1}(t^{+}-n)}"></span> with similar boundary conditions. There is also a recursive formula for the cumulative distribution function <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(T^{+}\leq t^{+})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>≤<!-- ≤ --></mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(T^{+}\leq t^{+})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/443d2df57dacf11621901553f65ce44a5c3fb4fc" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:12.983ex; height:3.009ex;" alt="{\displaystyle \Pr(T^{+}\leq t^{+})}"></span>.<sup id="cite_ref-52" class="reference"><a href="#cite_note-52"><span class="cite-bracket">[</span>52<span class="cite-bracket">]</span></a></sup> </p><p>For very large <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span>, even the above recursion is too slow. In this case, the null distribution can be approximated. The null distributions of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a27edf362e718c9a43f88ff4a09d791c234936b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{-}}"></span> are asymptotically normal with means and variances:<sup id="cite_ref-53" class="reference"><a href="#cite_note-53"><span class="cite-bracket">[</span>53<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\mathbf {E} [T^{+}]&=\mathbf {E} [T^{-}]={\frac {n(n+1)}{4}},\\\mathbf {E} [T]&=0,\\\operatorname {Var} (T^{+})&=\operatorname {Var} (T^{-})={\frac {n(n+1)(2n+1)}{24}},\\\operatorname {Var} (T)&={\frac {n(n+1)(2n+1)}{6}}.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">]</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>T</mi> <mo stretchy="false">]</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mn>0</mn> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>24</mn> </mfrac> </mrow> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>6</mn> </mfrac> </mrow> <mo>.</mo> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\mathbf {E} [T^{+}]&=\mathbf {E} [T^{-}]={\frac {n(n+1)}{4}},\\\mathbf {E} [T]&=0,\\\operatorname {Var} (T^{+})&=\operatorname {Var} (T^{-})={\frac {n(n+1)(2n+1)}{24}},\\\operatorname {Var} (T)&={\frac {n(n+1)(2n+1)}{6}}.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8bc2a22d2440b412d5d30950c211d39fa3803f35" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -9.671ex; width:43.117ex; height:20.509ex;" alt="{\displaystyle {\begin{aligned}\mathbf {E} [T^{+}]&=\mathbf {E} [T^{-}]={\frac {n(n+1)}{4}},\\\mathbf {E} [T]&=0,\\\operatorname {Var} (T^{+})&=\operatorname {Var} (T^{-})={\frac {n(n+1)(2n+1)}{24}},\\\operatorname {Var} (T)&={\frac {n(n+1)(2n+1)}{6}}.\end{aligned}}}"></span> </p><p>Better approximations can be produced using Edgeworth expansions. Using a fourth-order Edgeworth expansion shows that:<sup id="cite_ref-Kolassa_54-0" class="reference"><a href="#cite_note-Kolassa-54"><span class="cite-bracket">[</span>54<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-55" class="reference"><a href="#cite_note-55"><span class="cite-bracket">[</span>55<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(T^{+}\leq k)\approx \Phi (t)+\phi (t){\Big (}{\frac {3n^{2}+3n-1}{10n(n+1)(2n+1)}}{\Big )}(t^{3}-3t),}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>≤<!-- ≤ --></mo> <mi>k</mi> <mo stretchy="false">)</mo> <mo>≈<!-- ≈ --></mo> <mi mathvariant="normal">Φ<!-- Φ --></mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>+</mo> <mi>ϕ<!-- ϕ --></mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.623em" minsize="1.623em">(</mo> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mn>3</mn> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>+</mo> <mn>3</mn> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mrow> <mrow> <mn>10</mn> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </mfrac> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mo maxsize="1.623em" minsize="1.623em">)</mo> </mrow> </mrow> <mo stretchy="false">(</mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mn>3</mn> <mi>t</mi> <mo stretchy="false">)</mo> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(T^{+}\leq k)\approx \Phi (t)+\phi (t){\Big (}{\frac {3n^{2}+3n-1}{10n(n+1)(2n+1)}}{\Big )}(t^{3}-3t),}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e1268727a9c75aa90131757c9df968ed25d15d87" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:58.244ex; height:6.509ex;" alt="{\displaystyle \Pr(T^{+}\leq k)\approx \Phi (t)+\phi (t){\Big (}{\frac {3n^{2}+3n-1}{10n(n+1)(2n+1)}}{\Big )}(t^{3}-3t),}"></span> where <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t={\frac {k+{\tfrac {1}{2}}-{\frac {n(n+1)}{4}}}{\sqrt {\frac {n(n+1)(2n+1)}{24}}}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>k</mi> <mo>+</mo> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> </mstyle> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> </mrow> <msqrt> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>24</mn> </mfrac> </msqrt> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t={\frac {k+{\tfrac {1}{2}}-{\frac {n(n+1)}{4}}}{\sqrt {\frac {n(n+1)(2n+1)}{24}}}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/af3bc633b51773881a27a8f490f67df5b1773f69" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -4.671ex; width:20.16ex; height:9.843ex;" alt="{\displaystyle t={\frac {k+{\tfrac {1}{2}}-{\frac {n(n+1)}{4}}}{\sqrt {\frac {n(n+1)(2n+1)}{24}}}}.}"></span> The technical underpinnings of these expansions are rather involved, because conventional Edgeworth expansions apply to sums of IID continuous random variables, while <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span> is a sum of non-identically distributed discrete random variables. The final result, however, is that the above expansion has an error of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle O(n^{-3/2})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>O</mi> <mo stretchy="false">(</mo> <msup> <mi>n</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> <mn>3</mn> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle O(n^{-3/2})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/08c7b2dc4660cd3fbe475c70163f30996b732c21" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.954ex; height:3.343ex;" alt="{\displaystyle O(n^{-3/2})}"></span>, just like a conventional fourth-order Edgeworth expansion.<sup id="cite_ref-Kolassa_54-1" class="reference"><a href="#cite_note-Kolassa-54"><span class="cite-bracket">[</span>54<span class="cite-bracket">]</span></a></sup> </p><p>The moment generating function of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> has the exact formula:<sup id="cite_ref-56" class="reference"><a href="#cite_note-56"><span class="cite-bracket">[</span>56<span class="cite-bracket">]</span></a></sup> <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle M(t)={\frac {1}{2^{n}}}\prod _{j=1}^{n}(1+e^{jt}).}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>M</mi> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mn>1</mn> <msup> <mn>2</mn> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msup> </mfrac> </mrow> <munderover> <mo>∏<!-- ∏ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mo>=</mo> <mn>1</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </munderover> <mo stretchy="false">(</mo> <mn>1</mn> <mo>+</mo> <msup> <mi>e</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>j</mi> <mi>t</mi> </mrow> </msup> <mo stretchy="false">)</mo> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle M(t)={\frac {1}{2^{n}}}\prod _{j=1}^{n}(1+e^{jt}).}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1d9de39f7c4627c36042077377bb77575f61b35a" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:23.809ex; height:7.176ex;" alt="{\displaystyle M(t)={\frac {1}{2^{n}}}\prod _{j=1}^{n}(1+e^{jt}).}"></span> </p><p>When zeros are present and the signed-rank zero procedure is used, or when ties are present and the average rank procedure is used, the null distribution of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> changes. Cureton derived a normal approximation for this situation.<sup id="cite_ref-Cureton_57-0" class="reference"><a href="#cite_note-Cureton-57"><span class="cite-bracket">[</span>57<span class="cite-bracket">]</span></a></sup><sup id="cite_ref-58" class="reference"><a href="#cite_note-58"><span class="cite-bracket">[</span>58<span class="cite-bracket">]</span></a></sup> Suppose that the original number of observations was <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a601995d55609f2d9f5e233e36fbe9ea26011b3b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\displaystyle n}"></span> and the number of zeros was <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle z}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>z</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle z}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bf368e72c009decd9b6686ee84a375632e11de98" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.088ex; height:1.676ex;" alt="{\displaystyle z}"></span>. The tie correction is <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle c=\sum t^{3}-t,}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>c</mi> <mo>=</mo> <mo>∑<!-- ∑ --></mo> <msup> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>3</mn> </mrow> </msup> <mo>−<!-- − --></mo> <mi>t</mi> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle c=\sum t^{3}-t,}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ab8dc11435182003c10999346c89dbe1735bf59e" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.338ex; width:14.068ex; height:3.843ex;" alt="{\displaystyle c=\sum t^{3}-t,}"></span> where the sum is over all the sizes <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle t}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>t</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle t}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65658b7b223af9e1acc877d848888ecdb4466560" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.84ex; height:2.009ex;" alt="{\displaystyle t}"></span> of each group of tied observations. The expectation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span> is still zero, while the expectation of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span> is <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbf {E} [T^{+}]={\frac {n(n+1)}{4}}-{\frac {z(z+1)}{4}}.}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">E</mi> </mrow> <mo stretchy="false">[</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">]</mo> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>−<!-- − --></mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>z</mi> <mo stretchy="false">(</mo> <mi>z</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mn>4</mn> </mfrac> </mrow> <mo>.</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbf {E} [T^{+}]={\frac {n(n+1)}{4}}-{\frac {z(z+1)}{4}}.}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fa7264adce27784be951c687bc1614106f4bb958" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:31.129ex; height:5.676ex;" alt="{\displaystyle \mathbf {E} [T^{+}]={\frac {n(n+1)}{4}}-{\frac {z(z+1)}{4}}.}"></span> If <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \sigma ^{2}={\frac {n(n+1)(2n+1)-z(z+1)(2z+1)-c/2}{6}},}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>=</mo> <mrow class="MJX-TeXAtom-ORD"> <mfrac> <mrow> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>n</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mi>z</mi> <mo stretchy="false">(</mo> <mi>z</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">(</mo> <mn>2</mn> <mi>z</mi> <mo>+</mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo>−<!-- − --></mo> <mi>c</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>2</mn> </mrow> <mn>6</mn> </mfrac> </mrow> <mo>,</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \sigma ^{2}={\frac {n(n+1)(2n+1)-z(z+1)(2z+1)-c/2}{6}},}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bdadab9aeb8f9f5f0fa79014945afe9db3a62dfe" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.838ex; width:49.001ex; height:5.676ex;" alt="{\displaystyle \sigma ^{2}={\frac {n(n+1)(2n+1)-z(z+1)(2z+1)-c/2}{6}},}"></span> then <span class="mwe-math-element"><span class="mwe-math-mathml-display mwe-math-mathml-a11y" style="display: none;"><math display="block" xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\begin{aligned}\operatorname {Var} (T)&=\sigma ^{2},\\\operatorname {Var} (T^{+})&=\sigma ^{2}/4.\end{aligned}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtable columnalign="right left right left right left right left right left right left" rowspacing="3pt" columnspacing="0em 2em 0em 2em 0em 2em 0em 2em 0em 2em 0em" displaystyle="true"> <mtr> <mtd> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>T</mi> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo>,</mo> </mtd> </mtr> <mtr> <mtd> <mi>Var</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo stretchy="false">)</mo> </mtd> <mtd> <mi></mi> <mo>=</mo> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mn>4.</mn> </mtd> </mtr> </mtable> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\begin{aligned}\operatorname {Var} (T)&=\sigma ^{2},\\\operatorname {Var} (T^{+})&=\sigma ^{2}/4.\end{aligned}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/45fc7cfdb2973afee4683d559d670f99d1903bc5" class="mwe-math-fallback-image-display mw-invert skin-invert" aria-hidden="true" style="vertical-align: -2.671ex; width:18.064ex; height:6.509ex;" alt="{\displaystyle {\begin{aligned}\operatorname {Var} (T)&=\sigma ^{2},\\\operatorname {Var} (T^{+})&=\sigma ^{2}/4.\end{aligned}}}"></span> </p> <div class="mw-heading mw-heading2"><h2 id="Alternative_statistics">Alternative statistics</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=10" title="Edit section: Alternative statistics"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <p>Wilcoxon<sup id="cite_ref-59" class="reference"><a href="#cite_note-59"><span class="cite-bracket">[</span>59<span class="cite-bracket">]</span></a></sup> originally defined the Wilcoxon rank-sum statistic to be <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \min(T^{+},T^{-})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">min</mo> <mo stretchy="false">(</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> <mo>,</mo> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \min(T^{+},T^{-})}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bbe9e8dbf723ae2af80dcddb55e9c821e2534f58" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:13.18ex; height:3.009ex;" alt="{\displaystyle \min(T^{+},T^{-})}"></span>. Early authors such as Siegel<sup id="cite_ref-60" class="reference"><a href="#cite_note-60"><span class="cite-bracket">[</span>60<span class="cite-bracket">]</span></a></sup> followed Wilcoxon. This is appropriate for two-sided hypothesis tests, but it cannot be used for one-sided tests. </p><p>Instead of assigning ranks between 1 and <i>n</i>, it is also possible to assign ranks between 0 and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle n-1}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle n-1}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/fbd0b0f32b28f51962943ee9ede4fb34198a2521" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:5.398ex; height:2.343ex;" alt="{\displaystyle n-1}"></span>. These are called <i>modified ranks</i>.<sup id="cite_ref-61" class="reference"><a href="#cite_note-61"><span class="cite-bracket">[</span>61<span class="cite-bracket">]</span></a></sup> The modified signed-rank sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T_{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T_{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/55b9e7d7b96196b5a6a26f4349caa3ac82fd67e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.412ex; height:2.509ex;" alt="{\displaystyle T_{0}}"></span>, the modified positive-rank sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T_{0}^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T_{0}^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d7c3ca6d1631de3b8e2521f51c4c79e5f78285ef" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.231ex; height:3.176ex;" alt="{\displaystyle T_{0}^{+}}"></span>, and the modified negative-rank sum <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T_{0}^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msubsup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msubsup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T_{0}^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d2ddc2e872e3559d201f5e0ef6ddf8305eb498d3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.231ex; height:3.176ex;" alt="{\displaystyle T_{0}^{-}}"></span> are defined analogously to <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>T</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec7200acd984a1d3a3d7dc455e262fbe54f7f6e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.636ex; height:2.176ex;" alt="{\displaystyle T}"></span>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{+}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{+}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f48fd79a99ad51bdb4024d0c0ca073b4d4b497" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{+}}"></span>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle T^{-}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mo>−<!-- − --></mo> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle T^{-}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3a27edf362e718c9a43f88ff4a09d791c234936b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.231ex; height:2.509ex;" alt="{\displaystyle T^{-}}"></span> but with the modified ranks in place of the ordinary ranks. The probability that the sum of two independent <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/545fd099af8541605f7ee55f08225526be88ce57" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\displaystyle F}"></span>-distributed random variables is positive can be estimated as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 2T_{0}^{+}/(n(n-1))}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>2</mn> <msubsup> <mi>T</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mo>+</mo> </mrow> </msubsup> <mrow class="MJX-TeXAtom-ORD"> <mo>/</mo> </mrow> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">(</mo> <mi>n</mi> <mo>−<!-- − --></mo> <mn>1</mn> <mo stretchy="false">)</mo> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 2T_{0}^{+}/(n(n-1))}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a571c6621001780691dd8fa6ae8b7a6a23e33a5c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:15.967ex; height:3.176ex;" alt="{\displaystyle 2T_{0}^{+}/(n(n-1))}"></span>.<sup id="cite_ref-62" class="reference"><a href="#cite_note-62"><span class="cite-bracket">[</span>62<span class="cite-bracket">]</span></a></sup> When consideration is restricted to continuous distributions, this is a minimum variance unbiased estimator of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p_{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>p</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p_{2}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/43f1b08d7d69712872e051c2b33fdfa9f5d42319" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:2.313ex; height:2.009ex;" alt="{\displaystyle p_{2}}"></span>.<sup id="cite_ref-63" class="reference"><a href="#cite_note-63"><span class="cite-bracket">[</span>63<span class="cite-bracket">]</span></a></sup> </p> <div class="mw-heading mw-heading2"><h2 id="Example">Example</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=11" title="Edit section: Example"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <table border="0" style="text-align: right"> <tbody><tr> <td> <table class="wikitable sortable"> <tbody><tr> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> </th> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{2,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{2,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/13cb37f15cf302d0a1a9048c160f713a4f2f019a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.409ex; height:2.343ex;" alt="{\displaystyle x_{2,i}}"></span> </th> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/26fc8b908be6e4f83eb1047b54b1078fe44fda7f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.409ex; height:2.343ex;" alt="{\displaystyle x_{1,i}}"></span> </th> <th colspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{2,i}-x_{1,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{2,i}-x_{1,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/12096e8e391e007766580a8c129c9d89e3dac6d5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:9.658ex; height:2.676ex;" alt="{\displaystyle x_{2,i}-x_{1,i}}"></span> </th></tr> <tr> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec838dfd8a4a659b2877f93a6b53f22fc7777d07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.371ex; height:2.009ex;" alt="{\displaystyle \operatorname {sgn} }"></span> </th> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {abs} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>abs</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {abs} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a6203e07b46318466318915cc257afb69df7c0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.371ex; height:2.176ex;" alt="{\displaystyle \operatorname {abs} }"></span> </th></tr> <tr> <td>1 </td> <td>125 </td> <td>110 </td> <td>1 </td> <td>15 </td></tr> <tr> <td>2 </td> <td>115 </td> <td>122 </td> <td> –1 </td> <td>7 </td></tr> <tr> <td>3 </td> <td>130 </td> <td>125 </td> <td>1 </td> <td>5 </td></tr> <tr> <td>4 </td> <td>140 </td> <td>120 </td> <td>1 </td> <td>20 </td></tr> <tr> <td>5 </td> <td>140 </td> <td>140 </td> <td>  </td> <td>0 </td></tr> <tr> <td>6 </td> <td>115 </td> <td>124 </td> <td> –1 </td> <td>9 </td></tr> <tr> <td>7 </td> <td>140 </td> <td>123 </td> <td>1 </td> <td>17 </td></tr> <tr> <td>8 </td> <td>125 </td> <td>137 </td> <td> –1 </td> <td>12 </td></tr> <tr> <td>9 </td> <td>140 </td> <td>135 </td> <td>1 </td> <td>5 </td></tr> <tr> <td>10 </td> <td>135 </td> <td>145 </td> <td> –1 </td> <td>10 </td></tr></tbody></table> </td> <td style="vertical-align:center;">order by absolute difference </td> <td> <table class="wikitable sortable"> <tbody><tr> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle i}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>i</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle i}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/add78d8608ad86e54951b8c8bd6c8d8416533d20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:0.802ex; height:2.176ex;" alt="{\displaystyle i}"></span> </th> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{2,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{2,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/13cb37f15cf302d0a1a9048c160f713a4f2f019a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.409ex; height:2.343ex;" alt="{\displaystyle x_{2,i}}"></span> </th> <th rowspan="2"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{1,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{1,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/26fc8b908be6e4f83eb1047b54b1078fe44fda7f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.409ex; height:2.343ex;" alt="{\displaystyle x_{1,i}}"></span> </th> <th colspan="4"><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{2,i}-x_{1,i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> <mo>−<!-- − --></mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> <mo>,</mo> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{2,i}-x_{1,i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/12096e8e391e007766580a8c129c9d89e3dac6d5" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:9.658ex; height:2.676ex;" alt="{\displaystyle x_{2,i}-x_{1,i}}"></span> </th></tr> <tr> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec838dfd8a4a659b2877f93a6b53f22fc7777d07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.371ex; height:2.009ex;" alt="{\displaystyle \operatorname {sgn} }"></span> </th> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\text{abs}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mtext>abs</mtext> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\text{abs}}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/28f3b119c78e579072b0c29b74cc8109c8e60bd7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.371ex; height:2.176ex;" alt="{\displaystyle {\text{abs}}}"></span> </th> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db421291be9d0103404ced7495b363437b67b6b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.564ex; height:2.509ex;" alt="{\displaystyle R_{i}}"></span> </th> <th><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn} \cdot R_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> <mo>⋅<!-- ⋅ --></mo> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn} \cdot R_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d24f8fd359aba23a0252a9fc8a9664d48554390f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:6.969ex; height:2.509ex;" alt="{\displaystyle \operatorname {sgn} \cdot R_{i}}"></span> </th></tr> <tr> <td>5 </td> <td>140 </td> <td>140 </td> <td>  </td> <td>0 </td> <td>  </td> <td>  </td></tr> <tr> <td>3 </td> <td>130 </td> <td>125 </td> <td>1 </td> <td>5 </td> <td>1.5 </td> <td>1.5 </td></tr> <tr> <td>9 </td> <td>140 </td> <td>135 </td> <td>1 </td> <td>5 </td> <td>1.5 </td> <td>1.5 </td></tr> <tr> <td>2 </td> <td>115 </td> <td>122 </td> <td> –1 </td> <td>7 </td> <td>3 </td> <td> –3 </td></tr> <tr> <td>6 </td> <td>115 </td> <td>124 </td> <td> –1 </td> <td>9 </td> <td>4 </td> <td> –4 </td></tr> <tr> <td>10 </td> <td>135 </td> <td>145 </td> <td> –1 </td> <td>10 </td> <td>5 </td> <td> –5 </td></tr> <tr> <td>8 </td> <td>125 </td> <td>137 </td> <td> –1 </td> <td>12 </td> <td>6 </td> <td> –6 </td></tr> <tr> <td>1 </td> <td>125 </td> <td>110 </td> <td>1 </td> <td>15 </td> <td>7 </td> <td>7 </td></tr> <tr> <td>7 </td> <td>140 </td> <td>123 </td> <td>1 </td> <td>17 </td> <td>8 </td> <td>8 </td></tr> <tr> <td>4 </td> <td>140 </td> <td>120 </td> <td>1 </td> <td>20 </td> <td>9 </td> <td>9 </td></tr></tbody></table> </td></tr></tbody></table> <p><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {sgn} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>sgn</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {sgn} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ec838dfd8a4a659b2877f93a6b53f22fc7777d07" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:3.371ex; height:2.009ex;" alt="{\displaystyle \operatorname {sgn} }"></span> is the <a href="/wiki/Sign_function" title="Sign function">sign function</a>, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \operatorname {abs} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>abs</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \operatorname {abs} }</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8a6203e07b46318466318915cc257afb69df7c0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.371ex; height:2.176ex;" alt="{\displaystyle \operatorname {abs} }"></span> is the <a href="/wiki/Absolute_value" title="Absolute value">absolute value</a>, and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle R_{i}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>R</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>i</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle R_{i}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/db421291be9d0103404ced7495b363437b67b6b1" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.564ex; height:2.509ex;" alt="{\displaystyle R_{i}}"></span> is the <a href="/wiki/Ranking" title="Ranking">rank</a>. Notice that pairs 3 and 9 are tied in absolute value. They would be ranked 1 and 2, so each gets the average of those ranks, 1.5. </p> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle W=1.5+1.5-3-4-5-6+7+8+9=9}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>W</mi> <mo>=</mo> <mn>1.5</mn> <mo>+</mo> <mn>1.5</mn> <mo>−<!-- − --></mo> <mn>3</mn> <mo>−<!-- − --></mo> <mn>4</mn> <mo>−<!-- − --></mo> <mn>5</mn> <mo>−<!-- − --></mo> <mn>6</mn> <mo>+</mo> <mn>7</mn> <mo>+</mo> <mn>8</mn> <mo>+</mo> <mn>9</mn> <mo>=</mo> <mn>9</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle W=1.5+1.5-3-4-5-6+7+8+9=9}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/13b6ecd35aa31af6135a1927d91e3a1c66657132" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.505ex; width:46.598ex; height:2.343ex;" alt="{\displaystyle W=1.5+1.5-3-4-5-6+7+8+9=9}"></span></dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle |W|<W_{\operatorname {crit} (\alpha =0.05,\ 9{\text{, two-sided}})}=15}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mi>W</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mo><</mo> <msub> <mi>W</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>crit</mi> <mo>⁡<!-- --></mo> <mo stretchy="false">(</mo> <mi>α<!-- α --></mi> <mo>=</mo> <mn>0.05</mn> <mo>,</mo> <mtext> </mtext> <mn>9</mn> <mrow class="MJX-TeXAtom-ORD"> <mtext>, two-sided</mtext> </mrow> <mo stretchy="false">)</mo> </mrow> </msub> <mo>=</mo> <mn>15</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle |W|<W_{\operatorname {crit} (\alpha =0.05,\ 9{\text{, two-sided}})}=15}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4dd194b3c2446b15238cde71ae13ae42c05e3651" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:33.439ex; height:3.176ex;" alt="{\displaystyle |W|<W_{\operatorname {crit} (\alpha =0.05,\ 9{\text{, two-sided}})}=15}"></span></dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \therefore {\text{failed to reject }}H_{0}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo>∴<!-- ∴ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mtext>failed to reject </mtext> </mrow> <msub> <mi>H</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>0</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \therefore {\text{failed to reject }}H_{0}}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/337c49f7a950eb1bb1e9ac659fb071a7318f7a67" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:20.108ex; height:2.509ex;" alt="{\displaystyle \therefore {\text{failed to reject }}H_{0}}"></span> that the median of pairwise differences is different from zero.</dd> <dd>The <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle p}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>p</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle p}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81eac1e205430d1f40810df36a0edffdc367af36" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; margin-left: -0.089ex; width:1.259ex; height:2.009ex;" alt="{\displaystyle p}"></span>-value for this result is <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle 0.6113}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mn>0.6113</mn> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle 0.6113}</annotation> </semantics> </math></span><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/2b0211c1c0b631fa1cba9a1cd123bfc31369c9d9" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.459ex; height:2.176ex;" alt="{\displaystyle 0.6113}"></span></dd></dl> <div class="mw-heading mw-heading2"><h2 id="Effect_size">Effect size</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=12" title="Edit section: Effect size"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1236090951"><div role="note" class="hatnote navigation-not-searchable">Main article: <a href="/wiki/Mann%E2%80%93Whitney_U_test#Rank-biserial_correlation" title="Mann–Whitney U test">Mann–Whitney_U_test § Rank-biserial_correlation</a></div> <p>To compute an <a href="/wiki/Effect_size" title="Effect size">effect size</a> for the signed-rank test, one can use the <a href="/wiki/Mann%E2%80%93Whitney_U_test#Rank-biserial_correlation" title="Mann–Whitney U test">rank-biserial correlation</a>. </p><p>If the test statistic <i>T</i> is reported, the rank correlation r is equal to the test statistic <i>T</i> divided by the total rank sum <i>S</i>, or <i>r</i> = <i>T</i>/<i>S</i>. <sup id="cite_ref-Kerby2014_64-0" class="reference"><a href="#cite_note-Kerby2014-64"><span class="cite-bracket">[</span>64<span class="cite-bracket">]</span></a></sup> Using the above example, the test statistic is <i>T</i> = 9. The sample size of 9 has a total rank sum of <i>S</i> = (1 + 2 + 3 + 4 + 5 + 6 + 7 + 8 + 9) = 45. Hence, the rank correlation is 9/45, so <i>r</i> = 0.20. </p><p>If the test statistic <i>T</i> is reported, an equivalent way to compute the rank correlation is with the difference in proportion between the two rank sums, which is the Kerby (2014) simple difference formula.<sup id="cite_ref-Kerby2014_64-1" class="reference"><a href="#cite_note-Kerby2014-64"><span class="cite-bracket">[</span>64<span class="cite-bracket">]</span></a></sup> To continue with the current example, the sample size is 9, so the total rank sum is 45. <i>T</i> is the smaller of the two rank sums, so <i>T</i> is 3 + 4 + 5 + 6 = 18. From this information alone, the remaining rank sum can be computed, because it is the total sum <i>S</i> minus <i>T</i>, or in this case 45 − 18 = 27. Next, the two rank-sum proportions are 27/45 = 60% and 18/45 = 40%. Finally, the rank correlation is the difference between the two proportions (.60 minus .40), hence <i>r</i> = .20. </p> <div class="mw-heading mw-heading2"><h2 id="Software_implementations">Software implementations</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=13" title="Edit section: Software implementations"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/R_(programming_language)" title="R (programming language)">R</a> includes an implementation of the test as <code class="mw-highlight mw-highlight-lang-r mw-content-ltr" style="" dir="ltr"><span class="nf">wilcox.test</span><span class="p">(</span><span class="n">x</span><span class="p">,</span><span class="n">y</span><span class="p">,</span><span class="w"> </span><span class="n">paired</span><span class="o">=</span><span class="kc">TRUE</span><span class="p">)</span></code>, where x and y are vectors of equal length.<sup id="cite_ref-65" class="reference"><a href="#cite_note-65"><span class="cite-bracket">[</span>65<span class="cite-bracket">]</span></a></sup></li> <li><a rel="nofollow" class="external text" href="http://www.alglib.net/statistics/hypothesistesting/wilcoxonsignedrank.php">ALGLIB</a> includes implementation of the Wilcoxon signed-rank test in C++, C#, Delphi, Visual Basic, etc.</li> <li><a href="/wiki/GNU_Octave" title="GNU Octave">GNU Octave</a> implements various one-tailed and two-tailed versions of the test in the <code>wilcoxon_test</code> function.</li> <li><a rel="nofollow" class="external text" href="https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.wilcoxon.html">SciPy</a> includes an implementation of the Wilcoxon signed-rank test in Python.</li> <li><a rel="nofollow" class="external text" href="http://accord-framework.net/docs/html/T_Accord_Statistics_Testing_WilcoxonSignedRankTest.htm">Accord.NET</a> includes an implementation of the Wilcoxon signed-rank test in C# for .NET applications.</li> <li><a rel="nofollow" class="external text" href="https://www.mathworks.com/help/stats/signrank.html">MATLAB</a> implements this test using "Wilcoxon rank sum test" as <code class="mw-highlight mw-highlight-lang-text mw-content-ltr" style="" dir="ltr">[p,h] = signrank(x,y)</code> also returns a logical value indicating the test decision. The result h = 1 indicates a rejection of the null hypothesis, and h = 0 indicates a failure to reject the null hypothesis at the 5% significance level.</li> <li><a rel="nofollow" class="external text" href="https://github.com/JuliaStats/HypothesisTests.jl">Julia</a> HypothesisTests package includes the Wilcoxon signed-rank test as <code class="mw-highlight mw-highlight-lang-text mw-content-ltr" style="" dir="ltr">value(SignedRankTest(x, y))</code>.</li> <li><a href="/wiki/SAS_(software)" title="SAS (software)">SAS</a> PROC UNIVARIATE includes the Wilcoxon-Signed Rank Test in the frame titles "Tests for Location" as "Signed Rank". Even though this procedure calculates an S-Statistic rather than a W-Statistic, the resulting p-value can still be used for this test.<sup id="cite_ref-66" class="reference"><a href="#cite_note-66"><span class="cite-bracket">[</span>66<span class="cite-bracket">]</span></a></sup>. Also SAS with PROC NPAR1WAY contains many non-parametric test and also sports exact test using a bayesian mcmc approach.<a rel="nofollow" class="external text" href="https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/statug/statug_npar1way_toc.htm">SAS Documentation</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="See_also">See also</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=14" title="Edit section: See also"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Mann–Whitney–Wilcoxon test</a></li> <li><a href="/wiki/Sign_test" title="Sign test">Sign test</a></li></ul> <div class="mw-heading mw-heading2"><h2 id="References">References</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=15" title="Edit section: References"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns li{page-break-inside:avoid;break-inside:avoid-column}.mw-parser-output .reflist-upper-alpha{list-style-type:upper-alpha}.mw-parser-output .reflist-upper-roman{list-style-type:upper-roman}.mw-parser-output .reflist-lower-alpha{list-style-type:lower-alpha}.mw-parser-output .reflist-lower-greek{list-style-type:lower-greek}.mw-parser-output .reflist-lower-roman{list-style-type:lower-roman}</style><div class="reflist"> <div class="mw-references-wrap mw-references-columns"><ol class="references"> <li id="cite_note-Conover-1"><span class="mw-cite-backlink"><b><a href="#cite_ref-Conover_1-0">^</a></b></span> <span class="reference-text"><style data-mw-deduplicate="TemplateStyles:r1238218222">.mw-parser-output cite.citation{font-style:inherit;word-wrap:break-word}.mw-parser-output .citation q{quotes:"\"""\"""'""'"}.mw-parser-output .citation:target{background-color:rgba(0,127,255,0.133)}.mw-parser-output .id-lock-free.id-lock-free a{background:url("//upload.wikimedia.org/wikipedia/commons/6/65/Lock-green.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-limited.id-lock-limited a,.mw-parser-output .id-lock-registration.id-lock-registration a{background:url("//upload.wikimedia.org/wikipedia/commons/d/d6/Lock-gray-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .id-lock-subscription.id-lock-subscription a{background:url("//upload.wikimedia.org/wikipedia/commons/a/aa/Lock-red-alt-2.svg")right 0.1em center/9px no-repeat}.mw-parser-output .cs1-ws-icon a{background:url("//upload.wikimedia.org/wikipedia/commons/4/4c/Wikisource-logo.svg")right 0.1em center/12px no-repeat}body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-free a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-limited a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-registration a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .id-lock-subscription a,body:not(.skin-timeless):not(.skin-minerva) .mw-parser-output .cs1-ws-icon a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite id="CITEREFConover1999" class="citation book cs1">Conover, W. J. (1999). <i>Practical nonparametric statistics</i> (3rd ed.). John Wiley & Sons, Inc. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-471-16068-7" title="Special:BookSources/0-471-16068-7"><bdi>0-471-16068-7</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Practical+nonparametric+statistics&rft.edition=3rd&rft.pub=John+Wiley+%26+Sons%2C+Inc.&rft.date=1999&rft.isbn=0-471-16068-7&rft.aulast=Conover&rft.aufirst=W.+J.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span>, p. 350</span> </li> <li id="cite_note-2"><span class="mw-cite-backlink"><b><a href="#cite_ref-2">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="http://www.biostathandbook.com/wilcoxonsignedrank.html">"Wilcoxon signed-rank test – Handbook of Biological Statistics"</a>. <i>www.biostathandbook.com</i><span class="reference-accessdate">. Retrieved <span class="nowrap">2021-09-02</span></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=www.biostathandbook.com&rft.atitle=Wilcoxon+signed-rank+test+%E2%80%93+Handbook+of+Biological+Statistics&rft_id=http%3A%2F%2Fwww.biostathandbook.com%2Fwilcoxonsignedrank.html&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-Wilcoxon-3"><span class="mw-cite-backlink"><b><a href="#cite_ref-Wilcoxon_3-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWilcoxon1945" class="citation journal cs1">Wilcoxon, Frank (Dec 1945). <a rel="nofollow" class="external text" href="http://sci2s.ugr.es/keel/pdf/algorithm/articulo/wilcoxon1945.pdf">"Individual comparisons by ranking methods"</a> <span class="cs1-format">(PDF)</span>. <i>Biometrics Bulletin</i>. <b>1</b> (6): 80–83. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F3001968">10.2307/3001968</a>. <a href="/wiki/Hdl_(identifier)" class="mw-redirect" title="Hdl (identifier)">hdl</a>:<a rel="nofollow" class="external text" href="https://hdl.handle.net/10338.dmlcz%2F135688">10338.dmlcz/135688</a>. <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a> <a rel="nofollow" class="external text" href="https://www.jstor.org/stable/3001968">3001968</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Biometrics+Bulletin&rft.atitle=Individual+comparisons+by+ranking+methods&rft.volume=1&rft.issue=6&rft.pages=80-83&rft.date=1945-12&rft_id=info%3Ahdl%2F10338.dmlcz%2F135688&rft_id=https%3A%2F%2Fwww.jstor.org%2Fstable%2F3001968%23id-name%3DJSTOR&rft_id=info%3Adoi%2F10.2307%2F3001968&rft.aulast=Wilcoxon&rft.aufirst=Frank&rft_id=http%3A%2F%2Fsci2s.ugr.es%2Fkeel%2Fpdf%2Falgorithm%2Farticulo%2Fwilcoxon1945.pdf&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-Siegel-4"><span class="mw-cite-backlink"><b><a href="#cite_ref-Siegel_4-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFSiegel1956" class="citation book cs1">Siegel, Sidney (1956). <a rel="nofollow" class="external text" href="https://books.google.com/books?id=ebfRAAAAMAAJ&q=Wilcoxon"><i>Non-parametric statistics for the behavioral sciences</i></a>. New York: McGraw-Hill. pp. 75–83. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/9780070573482" title="Special:BookSources/9780070573482"><bdi>9780070573482</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Non-parametric+statistics+for+the+behavioral+sciences&rft.place=New+York&rft.pages=75-83&rft.pub=McGraw-Hill&rft.date=1956&rft.isbn=9780070573482&rft.aulast=Siegel&rft.aufirst=Sidney&rft_id=https%3A%2F%2Fbooks.google.com%2Fbooks%3Fid%3DebfRAAAAMAAJ%26q%3DWilcoxon&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-5"><span class="mw-cite-backlink"><b><a href="#cite_ref-5">^</a></b></span> <span class="reference-text">Conover, p. 352</span> </li> <li id="cite_note-6"><span class="mw-cite-backlink"><b><a href="#cite_ref-6">^</a></b></span> <span class="reference-text">Siegel, p. 76</span> </li> <li id="cite_note-7"><span class="mw-cite-backlink"><b><a href="#cite_ref-7">^</a></b></span> <span class="reference-text">Conover, p. 353</span> </li> <li id="cite_note-8"><span class="mw-cite-backlink"><b><a href="#cite_ref-8">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPrattGibbons1981" class="citation book cs1">Pratt, John W.; Gibbons, Jean D. (1981). <i>Concepts of Nonparametric Theory</i>. Springer-Verlag. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-1-4612-5933-6" title="Special:BookSources/978-1-4612-5933-6"><bdi>978-1-4612-5933-6</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Concepts+of+Nonparametric+Theory&rft.pub=Springer-Verlag&rft.date=1981&rft.isbn=978-1-4612-5933-6&rft.aulast=Pratt&rft.aufirst=John+W.&rft.au=Gibbons%2C+Jean+D.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span>, p. 148</span> </li> <li id="cite_note-9"><span class="mw-cite-backlink"><b><a href="#cite_ref-9">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 148</span> </li> <li id="cite_note-10"><span class="mw-cite-backlink"><b><a href="#cite_ref-10">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 148</span> </li> <li id="cite_note-11"><span class="mw-cite-backlink"><b><a href="#cite_ref-11">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 150</span> </li> <li id="cite_note-12"><span class="mw-cite-backlink"><b><a href="#cite_ref-12">^</a></b></span> <span class="reference-text">Conover, pp. 352–357</span> </li> <li id="cite_note-Hettmansperger-13"><span class="mw-cite-backlink"><b><a href="#cite_ref-Hettmansperger_13-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHettmansperger1984" class="citation book cs1">Hettmansperger, Thomas P. (1984). <i>Statistical Inference Based on Ranks</i>. John Wiley & Sons. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/0-471-88474-X" title="Special:BookSources/0-471-88474-X"><bdi>0-471-88474-X</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Statistical+Inference+Based+on+Ranks&rft.pub=John+Wiley+%26+Sons&rft.date=1984&rft.isbn=0-471-88474-X&rft.aulast=Hettmansperger&rft.aufirst=Thomas+P.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span>, pp. 32, 50</span> </li> <li id="cite_note-14"><span class="mw-cite-backlink"><b><a href="#cite_ref-14">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 146–147</span> </li> <li id="cite_note-15"><span class="mw-cite-backlink"><b><a href="#cite_ref-15">^</a></b></span> <span class="reference-text">Hettmansperger, pp. 30–31</span> </li> <li id="cite_note-16"><span class="mw-cite-backlink"><b><a href="#cite_ref-16">^</a></b></span> <span class="reference-text">Conover, p. 353</span> </li> <li id="cite_note-17"><span class="mw-cite-backlink"><b><a href="#cite_ref-17">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 155–156</span> </li> <li id="cite_note-18"><span class="mw-cite-backlink"><b><a href="#cite_ref-18">^</a></b></span> <span class="reference-text">Hettmansperger, pp. 49–50</span> </li> <li id="cite_note-19"><span class="mw-cite-backlink"><b><a href="#cite_ref-19">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 155</span> </li> <li id="cite_note-20"><span class="mw-cite-backlink"><b><a href="#cite_ref-20">^</a></b></span> <span class="reference-text">Conover, p. 354</span> </li> <li id="cite_note-Hollander-Wolfe-Chicken-21"><span class="mw-cite-backlink"><b><a href="#cite_ref-Hollander-Wolfe-Chicken_21-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFHollanderWolfeChicken2014" class="citation book cs1"><a href="/wiki/Myles_Hollander" title="Myles Hollander">Hollander, Myles</a>; Wolfe, Douglas A.; Chicken, Eric (2014). <i>Nonparametric Statistical Methods</i> (Third ed.). John Wiley & Sons, Inc. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-470-38737-5" title="Special:BookSources/978-0-470-38737-5"><bdi>978-0-470-38737-5</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Nonparametric+Statistical+Methods&rft.edition=Third&rft.pub=John+Wiley+%26+Sons%2C+Inc.&rft.date=2014&rft.isbn=978-0-470-38737-5&rft.aulast=Hollander&rft.aufirst=Myles&rft.au=Wolfe%2C+Douglas+A.&rft.au=Chicken%2C+Eric&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span>, pp. 39–41</span> </li> <li id="cite_note-22"><span class="mw-cite-backlink"><b><a href="#cite_ref-22">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 147</span> </li> <li id="cite_note-23"><span class="mw-cite-backlink"><b><a href="#cite_ref-23">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 147</span> </li> <li id="cite_note-24"><span class="mw-cite-backlink"><b><a href="#cite_ref-24">^</a></b></span> <span class="reference-text">Hettmansperger, pp. 49–50</span> </li> <li id="cite_note-25"><span class="mw-cite-backlink"><b><a href="#cite_ref-25">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFWilcoxon1949" class="citation book cs1">Wilcoxon, Frank (1949). <i>Some Rapid Approximate Statistical Procedures</i>. American Cynamic Co.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Some+Rapid+Approximate+Statistical+Procedures&rft.pub=American+Cynamic+Co.&rft.date=1949&rft.aulast=Wilcoxon&rft.aufirst=Frank&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-Pratt-26"><span class="mw-cite-backlink"><b><a href="#cite_ref-Pratt_26-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFPratt1959" class="citation journal cs1">Pratt, J. (1959). "Remarks on zeros and ties in the Wilcoxon signed rank procedures". <i>Journal of the American Statistical Association</i>. <b>54</b> (287): 655–667. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1080%2F01621459.1959.10501526">10.1080/01621459.1959.10501526</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+the+American+Statistical+Association&rft.atitle=Remarks+on+zeros+and+ties+in+the+Wilcoxon+signed+rank+procedures&rft.volume=54&rft.issue=287&rft.pages=655-667&rft.date=1959&rft_id=info%3Adoi%2F10.1080%2F01621459.1959.10501526&rft.aulast=Pratt&rft.aufirst=J.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-27"><span class="mw-cite-backlink"><b><a href="#cite_ref-27">^</a></b></span> <span class="reference-text">Pratt, p. 659</span> </li> <li id="cite_note-28"><span class="mw-cite-backlink"><b><a href="#cite_ref-28">^</a></b></span> <span class="reference-text">Pratt, p. 663</span> </li> <li id="cite_note-IndivLikert-29"><span class="mw-cite-backlink"><b><a href="#cite_ref-IndivLikert_29-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDerrickWhite2017" class="citation journal cs1">Derrick, B; White, P (2017). "Comparing Two Samples from an Individual Likert Question". <i>International Journal of Mathematics and Statistics</i>. <b>18</b> (3): 1–13.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=International+Journal+of+Mathematics+and+Statistics&rft.atitle=Comparing+Two+Samples+from+an+Individual+Likert+Question&rft.volume=18&rft.issue=3&rft.pages=1-13&rft.date=2017&rft.aulast=Derrick&rft.aufirst=B&rft.au=White%2C+P&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-30"><span class="mw-cite-backlink"><b><a href="#cite_ref-30">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFConover1973" class="citation journal cs1">Conover, William Jay (1973). "On Methods of Handling Ties in the Wilcoxon Signed-Rank Test". <i>Journal of the American Statistical Association</i>. <b>68</b> (344): 985–988. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.1080%2F01621459.1973.10481460">10.1080/01621459.1973.10481460</a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Journal+of+the+American+Statistical+Association&rft.atitle=On+Methods+of+Handling+Ties+in+the+Wilcoxon+Signed-Rank+Test&rft.volume=68&rft.issue=344&rft.pages=985-988&rft.date=1973&rft_id=info%3Adoi%2F10.1080%2F01621459.1973.10481460&rft.aulast=Conover&rft.aufirst=William+Jay&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-31"><span class="mw-cite-backlink"><b><a href="#cite_ref-31">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 162</span> </li> <li id="cite_note-32"><span class="mw-cite-backlink"><b><a href="#cite_ref-32">^</a></b></span> <span class="reference-text">Conover, pp. 352–353</span> </li> <li id="cite_note-33"><span class="mw-cite-backlink"><b><a href="#cite_ref-33">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 164</span> </li> <li id="cite_note-34"><span class="mw-cite-backlink"><b><a href="#cite_ref-34">^</a></b></span> <span class="reference-text">Conover, pp. 358–359</span> </li> <li id="cite_note-35"><span class="mw-cite-backlink"><b><a href="#cite_ref-35">^</a></b></span> <span class="reference-text">Pratt, p. 660</span> </li> <li id="cite_note-36"><span class="mw-cite-backlink"><b><a href="#cite_ref-36">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 168–169</span> </li> <li id="cite_note-37"><span class="mw-cite-backlink"><b><a href="#cite_ref-37">^</a></b></span> <span class="reference-text">Pratt, pp. 661–662</span> </li> <li id="cite_note-38"><span class="mw-cite-backlink"><b><a href="#cite_ref-38">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 170</span> </li> <li id="cite_note-39"><span class="mw-cite-backlink"><b><a href="#cite_ref-39">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 163, 166</span> </li> <li id="cite_note-40"><span class="mw-cite-backlink"><b><a href="#cite_ref-40">^</a></b></span> <span class="reference-text">Pratt, p. 660</span> </li> <li id="cite_note-41"><span class="mw-cite-backlink"><b><a href="#cite_ref-41">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 166</span> </li> <li id="cite_note-42"><span class="mw-cite-backlink"><b><a href="#cite_ref-42">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 171</span> </li> <li id="cite_note-43"><span class="mw-cite-backlink"><b><a href="#cite_ref-43">^</a></b></span> <span class="reference-text">Pratt, p. 661</span> </li> <li id="cite_note-44"><span class="mw-cite-backlink"><b><a href="#cite_ref-44">^</a></b></span> <span class="reference-text">Pratt, p. 660</span> </li> <li id="cite_note-45"><span class="mw-cite-backlink"><b><a href="#cite_ref-45">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFGibbonsChakraborti2011" class="citation book cs1">Gibbons, Jean D.; Chakraborti, Subhabrata (2011). <i>Nonparametric Statistical Inference</i> (Fifth ed.). Chapman & Hall/CRC. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-1-4200-7762-9" title="Special:BookSources/978-1-4200-7762-9"><bdi>978-1-4200-7762-9</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Nonparametric+Statistical+Inference&rft.edition=Fifth&rft.pub=Chapman+%26+Hall%2FCRC&rft.date=2011&rft.isbn=978-1-4200-7762-9&rft.aulast=Gibbons&rft.aufirst=Jean+D.&rft.au=Chakraborti%2C+Subhabrata&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span>, p. 194</span> </li> <li id="cite_note-46"><span class="mw-cite-backlink"><b><a href="#cite_ref-46">^</a></b></span> <span class="reference-text">Hettmansperger, p. 34</span> </li> <li id="cite_note-47"><span class="mw-cite-backlink"><b><a href="#cite_ref-47">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 148–149</span> </li> <li id="cite_note-48"><span class="mw-cite-backlink"><b><a href="#cite_ref-48">^</a></b></span> <span class="reference-text">Pratt and Gibbons, pp. 148–149, pp. 186–187</span> </li> <li id="cite_note-49"><span class="mw-cite-backlink"><b><a href="#cite_ref-49">^</a></b></span> <span class="reference-text">Hettmansperger, p. 171</span> </li> <li id="cite_note-50"><span class="mw-cite-backlink"><b><a href="#cite_ref-50">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 187</span> </li> <li id="cite_note-51"><span class="mw-cite-backlink"><b><a href="#cite_ref-51">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 187</span> </li> <li id="cite_note-52"><span class="mw-cite-backlink"><b><a href="#cite_ref-52">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 187</span> </li> <li id="cite_note-53"><span class="mw-cite-backlink"><b><a href="#cite_ref-53">^</a></b></span> <span class="reference-text">Pratt and Gibbons, p. 149</span> </li> <li id="cite_note-Kolassa-54"><span class="mw-cite-backlink">^ <a href="#cite_ref-Kolassa_54-0"><sup><i><b>a</b></i></sup></a> <a href="#cite_ref-Kolassa_54-1"><sup><i><b>b</b></i></sup></a></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFKolassa1995" class="citation journal cs1">Kolassa, John E. (1995). <a rel="nofollow" class="external text" href="https://doi.org/10.1016%2F0167-7152%2895%2900164-H">"Edgeworth approximations for rank sum test statistics"</a>. <i>Statistics and Probability Letters</i>. <b>24</b> (2): 169–171. <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.1016%2F0167-7152%2895%2900164-H">10.1016/0167-7152(95)00164-H</a></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Statistics+and+Probability+Letters&rft.atitle=Edgeworth+approximations+for+rank+sum+test+statistics&rft.volume=24&rft.issue=2&rft.pages=169-171&rft.date=1995&rft_id=info%3Adoi%2F10.1016%2F0167-7152%2895%2900164-H&rft.aulast=Kolassa&rft.aufirst=John+E.&rft_id=https%3A%2F%2Fdoi.org%2F10.1016%252F0167-7152%252895%252900164-H&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-55"><span class="mw-cite-backlink"><b><a href="#cite_ref-55">^</a></b></span> <span class="reference-text">Hettmansperger, p. 37</span> </li> <li id="cite_note-56"><span class="mw-cite-backlink"><b><a href="#cite_ref-56">^</a></b></span> <span class="reference-text">Hettmansperger, p. 35</span> </li> <li id="cite_note-Cureton-57"><span class="mw-cite-backlink"><b><a href="#cite_ref-Cureton_57-0">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFCureton1967" class="citation journal cs1">Cureton, Edward E. (1967). 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(2014), "The simple difference formula: An approach to teaching nonparametric correlation.", <i>Comprehensive Psychology</i>, <b>3</b>: 11.IT.3.1, <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<span class="id-lock-free" title="Freely accessible"><a rel="nofollow" class="external text" href="https://doi.org/10.2466%2F11.IT.3.1">10.2466/11.IT.3.1</a></span></cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.jtitle=Comprehensive+Psychology&rft.atitle=The+simple+difference+formula%3A+An+approach+to+teaching+nonparametric+correlation.&rft.volume=3&rft.pages=11.IT.3.1&rft.date=2014&rft_id=info%3Adoi%2F10.2466%2F11.IT.3.1&rft.aulast=Kerby&rft.aufirst=Dave+S.&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-65"><span class="mw-cite-backlink"><b><a href="#cite_ref-65">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite id="CITEREFDalgaard2008" class="citation book cs1">Dalgaard, Peter (2008). <a rel="nofollow" class="external text" href="https://books.google.com/books?id=YI0kT8cuiVUC&pg=PA99"><i>Introductory Statistics with R</i></a>. Springer Science & Business Media. pp. 99–100. <a href="/wiki/ISBN_(identifier)" class="mw-redirect" title="ISBN (identifier)">ISBN</a> <a href="/wiki/Special:BookSources/978-0-387-79053-4" title="Special:BookSources/978-0-387-79053-4"><bdi>978-0-387-79053-4</bdi></a>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Abook&rft.genre=book&rft.btitle=Introductory+Statistics+with+R&rft.pages=99-100&rft.pub=Springer+Science+%26+Business+Media&rft.date=2008&rft.isbn=978-0-387-79053-4&rft.aulast=Dalgaard&rft.aufirst=Peter&rft_id=https%3A%2F%2Fbooks.google.com%2Fbooks%3Fid%3DYI0kT8cuiVUC%26pg%3DPA99&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> <li id="cite_note-66"><span class="mw-cite-backlink"><b><a href="#cite_ref-66">^</a></b></span> <span class="reference-text"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1238218222"><cite class="citation web cs1"><a rel="nofollow" class="external text" href="https://www.stat.purdue.edu/~tqin/system101/method/method_wilcoxon_signed_rank_sas.htm">"Wilcox signed-rank test: SAS instruction"</a>. <i>www.stat.purdue.edu</i><span class="reference-accessdate">. Retrieved <span class="nowrap">2023-08-24</span></span>.</cite><span title="ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=unknown&rft.jtitle=www.stat.purdue.edu&rft.atitle=Wilcox+signed-rank+test%3A+SAS+instruction&rft_id=https%3A%2F%2Fwww.stat.purdue.edu%2F~tqin%2Fsystem101%2Fmethod%2Fmethod_wilcoxon_signed_rank_sas.htm&rfr_id=info%3Asid%2Fen.wikipedia.org%3AWilcoxon+signed-rank+test" class="Z3988"></span></span> </li> </ol></div></div> <div class="mw-heading mw-heading2"><h2 id="External_links">External links</h2><span class="mw-editsection"><span class="mw-editsection-bracket">[</span><a href="/w/index.php?title=Wilcoxon_signed-rank_test&action=edit&section=16" title="Edit section: External links"><span>edit</span></a><span class="mw-editsection-bracket">]</span></span></div> <ul><li><a rel="nofollow" class="external text" href="http://www.r-tutor.com/elementary-statistics/non-parametric-methods/wilcoxon-signed-rank-test">Wilcoxon Signed-Rank Test in R</a></li> <li><a rel="nofollow" class="external text" href="http://vassarstats.net/textbook/ch12a.html">Example of using the Wilcoxon signed-rank test</a></li> <li><a rel="nofollow" class="external text" href="http://vassarstats.net/wilcoxon.html">An online version of the test</a></li> <li><a rel="nofollow" class="external text" href="http://www.sussex.ac.uk/Users/grahamh/RM1web/WilcoxonTable2005.pdf">A table of critical values for the Wilcoxon signed-rank test</a></li> <li><a rel="nofollow" class="external text" href="http://core.ecu.edu/psyc/wuenschk/docs30/Nonparametric-EffectSize.pdf">Brief guide by experimental psychologist Karl L. Weunsch</a> – Nonparametric effect size estimators (Copyright 2015 by Karl L. Weunsch)</li> <li>Kerby, D. S. (2014). The simple difference formula: An approach to teaching nonparametric correlation. <i>Comprehensive Psychology</i>, volume 3, article 1. doi:10.2466/11.IT.3.1. <a rel="nofollow" class="external text" href="http://journals.sagepub.com/doi/full/10.2466/11.IT.3.1">link to article</a></li></ul> <div class="navbox-styles"><style data-mw-deduplicate="TemplateStyles:r1129693374">.mw-parser-output .hlist dl,.mw-parser-output .hlist ol,.mw-parser-output .hlist ul{margin:0;padding:0}.mw-parser-output .hlist dd,.mw-parser-output .hlist dt,.mw-parser-output .hlist li{margin:0;display:inline}.mw-parser-output .hlist.inline,.mw-parser-output .hlist.inline dl,.mw-parser-output .hlist.inline ol,.mw-parser-output .hlist.inline ul,.mw-parser-output .hlist dl dl,.mw-parser-output .hlist dl ol,.mw-parser-output .hlist dl ul,.mw-parser-output .hlist ol dl,.mw-parser-output .hlist ol ol,.mw-parser-output .hlist ol ul,.mw-parser-output .hlist ul dl,.mw-parser-output .hlist ul ol,.mw-parser-output .hlist ul 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class="nowraplinks hlist mw-collapsible uncollapsed navbox-inner" style="border-spacing:0;background:transparent;color:inherit"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><style data-mw-deduplicate="TemplateStyles:r1239400231">.mw-parser-output .navbar{display:inline;font-size:88%;font-weight:normal}.mw-parser-output .navbar-collapse{float:left;text-align:left}.mw-parser-output .navbar-boxtext{word-spacing:0}.mw-parser-output .navbar ul{display:inline-block;white-space:nowrap;line-height:inherit}.mw-parser-output .navbar-brackets::before{margin-right:-0.125em;content:"[ "}.mw-parser-output .navbar-brackets::after{margin-left:-0.125em;content:" ]"}.mw-parser-output .navbar li{word-spacing:-0.125em}.mw-parser-output .navbar a>span,.mw-parser-output .navbar a>abbr{text-decoration:inherit}.mw-parser-output .navbar-mini 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template">e</abbr></a></li></ul></div><div id="Statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistics" title="Statistics">Statistics</a></div></th></tr><tr><td class="navbox-abovebelow" colspan="2"><div> <ul><li><a href="/wiki/Outline_of_statistics" title="Outline of statistics">Outline</a></li> <li><a href="/wiki/List_of_statistics_articles" title="List of statistics articles">Index</a></li></ul> </div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Descriptive_statistics" style="font-size:114%;margin:0 4em"><a href="/wiki/Descriptive_statistics" title="Descriptive statistics">Descriptive statistics</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Continuous_probability_distribution" class="mw-redirect" title="Continuous probability distribution">Continuous data</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Central_tendency" title="Central tendency">Center</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Mean" title="Mean">Mean</a> <ul><li><a href="/wiki/Arithmetic_mean" title="Arithmetic mean">Arithmetic</a></li> <li><a href="/wiki/Arithmetic%E2%80%93geometric_mean" title="Arithmetic–geometric mean">Arithmetic-Geometric</a></li> <li><a href="/wiki/Contraharmonic_mean" title="Contraharmonic mean">Contraharmonic</a></li> <li><a href="/wiki/Cubic_mean" title="Cubic mean">Cubic</a></li> <li><a href="/wiki/Generalized_mean" title="Generalized mean">Generalized/power</a></li> <li><a href="/wiki/Geometric_mean" title="Geometric mean">Geometric</a></li> <li><a href="/wiki/Harmonic_mean" title="Harmonic mean">Harmonic</a></li> <li><a href="/wiki/Heronian_mean" title="Heronian mean">Heronian</a></li> <li><a href="/wiki/Heinz_mean" title="Heinz mean">Heinz</a></li> <li><a href="/wiki/Lehmer_mean" title="Lehmer mean">Lehmer</a></li></ul></li> <li><a href="/wiki/Median" title="Median">Median</a></li> <li><a href="/wiki/Mode_(statistics)" title="Mode (statistics)">Mode</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_dispersion" title="Statistical dispersion">Dispersion</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Average_absolute_deviation" title="Average absolute deviation">Average absolute deviation</a></li> <li><a href="/wiki/Coefficient_of_variation" title="Coefficient of variation">Coefficient of variation</a></li> <li><a href="/wiki/Interquartile_range" title="Interquartile range">Interquartile range</a></li> <li><a href="/wiki/Percentile" title="Percentile">Percentile</a></li> <li><a href="/wiki/Range_(statistics)" title="Range (statistics)">Range</a></li> <li><a href="/wiki/Standard_deviation" title="Standard deviation">Standard deviation</a></li> <li><a href="/wiki/Variance#Sample_variance" title="Variance">Variance</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Shape_of_the_distribution" class="mw-redirect" title="Shape of the distribution">Shape</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Central_limit_theorem" title="Central limit theorem">Central limit theorem</a></li> <li><a href="/wiki/Moment_(mathematics)" title="Moment (mathematics)">Moments</a> <ul><li><a href="/wiki/Kurtosis" title="Kurtosis">Kurtosis</a></li> <li><a href="/wiki/L-moment" title="L-moment">L-moments</a></li> <li><a href="/wiki/Skewness" title="Skewness">Skewness</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Count_data" title="Count data">Count data</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Index_of_dispersion" title="Index of dispersion">Index of dispersion</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Summary tables</th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Frequency_distribution" class="mw-redirect" title="Frequency distribution">Frequency distribution</a></li> <li><a href="/wiki/Grouped_data" title="Grouped data">Grouped data</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Dependence</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">Pearson product-moment correlation</a></li> <li><a href="/wiki/Rank_correlation" title="Rank correlation">Rank correlation</a> <ul><li><a href="/wiki/Kendall_rank_correlation_coefficient" title="Kendall rank correlation coefficient">Kendall's τ</a></li> <li><a href="/wiki/Spearman%27s_rank_correlation_coefficient" title="Spearman's rank correlation coefficient">Spearman's ρ</a></li></ul></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_graphics" title="Statistical graphics">Graphics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bar_chart" title="Bar chart">Bar chart</a></li> <li><a href="/wiki/Biplot" title="Biplot">Biplot</a></li> <li><a href="/wiki/Box_plot" title="Box plot">Box plot</a></li> <li><a href="/wiki/Control_chart" title="Control chart">Control chart</a></li> <li><a href="/wiki/Correlogram" title="Correlogram">Correlogram</a></li> <li><a href="/wiki/Fan_chart_(statistics)" title="Fan chart (statistics)">Fan chart</a></li> <li><a href="/wiki/Forest_plot" title="Forest plot">Forest plot</a></li> <li><a href="/wiki/Histogram" title="Histogram">Histogram</a></li> <li><a href="/wiki/Pie_chart" title="Pie chart">Pie chart</a></li> <li><a href="/wiki/Q%E2%80%93Q_plot" title="Q–Q plot">Q–Q plot</a></li> <li><a href="/wiki/Radar_chart" title="Radar chart">Radar chart</a></li> <li><a href="/wiki/Run_chart" title="Run chart">Run chart</a></li> <li><a href="/wiki/Scatter_plot" title="Scatter plot">Scatter plot</a></li> <li><a href="/wiki/Stem-and-leaf_display" title="Stem-and-leaf display">Stem-and-leaf display</a></li> <li><a href="/wiki/Violin_plot" title="Violin plot">Violin plot</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Data_collection" style="font-size:114%;margin:0 4em"><a href="/wiki/Data_collection" title="Data collection">Data collection</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Design_of_experiments" title="Design of experiments">Study design</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Effect_size" title="Effect size">Effect size</a></li> <li><a href="/wiki/Missing_data" title="Missing data">Missing data</a></li> <li><a href="/wiki/Optimal_design" class="mw-redirect" title="Optimal design">Optimal design</a></li> <li><a href="/wiki/Statistical_population" title="Statistical population">Population</a></li> <li><a href="/wiki/Replication_(statistics)" title="Replication (statistics)">Replication</a></li> <li><a href="/wiki/Sample_size_determination" title="Sample size determination">Sample size determination</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Statistical_power" class="mw-redirect" title="Statistical power">Statistical power</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survey_methodology" title="Survey methodology">Survey methodology</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sampling_(statistics)" title="Sampling (statistics)">Sampling</a> <ul><li><a href="/wiki/Cluster_sampling" title="Cluster sampling">Cluster</a></li> <li><a href="/wiki/Stratified_sampling" title="Stratified sampling">Stratified</a></li></ul></li> <li><a href="/wiki/Opinion_poll" title="Opinion poll">Opinion poll</a></li> <li><a href="/wiki/Questionnaire" title="Questionnaire">Questionnaire</a></li> <li><a href="/wiki/Standard_error" title="Standard error">Standard error</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Experiment" title="Experiment">Controlled experiments</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Blocking_(statistics)" title="Blocking (statistics)">Blocking</a></li> <li><a href="/wiki/Factorial_experiment" title="Factorial experiment">Factorial experiment</a></li> <li><a href="/wiki/Interaction_(statistics)" title="Interaction (statistics)">Interaction</a></li> <li><a href="/wiki/Random_assignment" title="Random assignment">Random assignment</a></li> <li><a href="/wiki/Randomized_controlled_trial" title="Randomized controlled trial">Randomized controlled trial</a></li> <li><a href="/wiki/Randomized_experiment" title="Randomized experiment">Randomized experiment</a></li> <li><a href="/wiki/Scientific_control" title="Scientific control">Scientific control</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Adaptive designs</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Adaptive_clinical_trial" class="mw-redirect" title="Adaptive clinical trial">Adaptive clinical trial</a></li> <li><a href="/wiki/Stochastic_approximation" title="Stochastic approximation">Stochastic approximation</a></li> <li><a href="/wiki/Up-and-Down_Designs" class="mw-redirect" title="Up-and-Down Designs">Up-and-down designs</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Observational_study" title="Observational study">Observational studies</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohort_study" title="Cohort study">Cohort study</a></li> <li><a href="/wiki/Cross-sectional_study" title="Cross-sectional study">Cross-sectional study</a></li> <li><a href="/wiki/Natural_experiment" title="Natural experiment">Natural experiment</a></li> <li><a href="/wiki/Quasi-experiment" title="Quasi-experiment">Quasi-experiment</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible uncollapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Statistical_inference" style="font-size:114%;margin:0 4em"><a href="/wiki/Statistical_inference" title="Statistical inference">Statistical inference</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Statistical_theory" title="Statistical theory">Statistical theory</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Population_(statistics)" class="mw-redirect" title="Population (statistics)">Population</a></li> <li><a href="/wiki/Statistic" title="Statistic">Statistic</a></li> <li><a href="/wiki/Probability_distribution" title="Probability distribution">Probability distribution</a></li> <li><a href="/wiki/Sampling_distribution" title="Sampling distribution">Sampling distribution</a> <ul><li><a href="/wiki/Order_statistic" title="Order statistic">Order statistic</a></li></ul></li> <li><a href="/wiki/Empirical_distribution_function" title="Empirical distribution function">Empirical distribution</a> <ul><li><a href="/wiki/Density_estimation" title="Density estimation">Density estimation</a></li></ul></li> <li><a href="/wiki/Statistical_model" title="Statistical model">Statistical model</a> <ul><li><a href="/wiki/Model_specification" class="mw-redirect" title="Model specification">Model specification</a></li> <li><a href="/wiki/Lp_space" title="Lp space">L<sup><i>p</i></sup> space</a></li></ul></li> <li><a href="/wiki/Statistical_parameter" title="Statistical parameter">Parameter</a> <ul><li><a href="/wiki/Location_parameter" title="Location parameter">location</a></li> <li><a href="/wiki/Scale_parameter" title="Scale parameter">scale</a></li> <li><a href="/wiki/Shape_parameter" title="Shape parameter">shape</a></li></ul></li> <li><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric family</a> <ul><li><a href="/wiki/Likelihood_function" title="Likelihood function">Likelihood</a> <a href="/wiki/Monotone_likelihood_ratio" title="Monotone likelihood ratio"><span style="font-size:85%;">(monotone)</span></a></li> <li><a href="/wiki/Location%E2%80%93scale_family" title="Location–scale family">Location–scale family</a></li> <li><a href="/wiki/Exponential_family" title="Exponential family">Exponential family</a></li></ul></li> <li><a href="/wiki/Completeness_(statistics)" title="Completeness (statistics)">Completeness</a></li> <li><a href="/wiki/Sufficient_statistic" title="Sufficient statistic">Sufficiency</a></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Statistical functional</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/U-statistic" title="U-statistic">U</a></li> <li><a href="/wiki/V-statistic" title="V-statistic">V</a></li></ul></li> <li><a href="/wiki/Optimal_decision" title="Optimal decision">Optimal decision</a> <ul><li><a href="/wiki/Loss_function" title="Loss function">loss function</a></li></ul></li> <li><a href="/wiki/Efficiency_(statistics)" title="Efficiency (statistics)">Efficiency</a></li> <li><a href="/wiki/Statistical_distance" title="Statistical distance">Statistical distance</a> <ul><li><a href="/wiki/Divergence_(statistics)" title="Divergence (statistics)">divergence</a></li></ul></li> <li><a href="/wiki/Asymptotic_theory_(statistics)" title="Asymptotic theory (statistics)">Asymptotics</a></li> <li><a href="/wiki/Robust_statistics" title="Robust statistics">Robustness</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Frequentist_inference" title="Frequentist inference">Frequentist inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Point_estimation" title="Point estimation">Point estimation</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Estimating_equations" title="Estimating equations">Estimating equations</a> <ul><li><a href="/wiki/Maximum_likelihood" class="mw-redirect" title="Maximum likelihood">Maximum likelihood</a></li> <li><a href="/wiki/Method_of_moments_(statistics)" title="Method of moments (statistics)">Method of moments</a></li> <li><a href="/wiki/M-estimator" title="M-estimator">M-estimator</a></li> <li><a href="/wiki/Minimum_distance_estimation" class="mw-redirect" title="Minimum distance estimation">Minimum distance</a></li></ul></li> <li><a href="/wiki/Bias_of_an_estimator" title="Bias of an estimator">Unbiased estimators</a> <ul><li><a href="/wiki/Minimum-variance_unbiased_estimator" title="Minimum-variance unbiased estimator">Mean-unbiased minimum-variance</a> <ul><li><a href="/wiki/Rao%E2%80%93Blackwell_theorem" title="Rao–Blackwell theorem">Rao–Blackwellization</a></li> <li><a href="/wiki/Lehmann%E2%80%93Scheff%C3%A9_theorem" title="Lehmann–Scheffé theorem">Lehmann–Scheffé theorem</a></li></ul></li> <li><a href="/wiki/Median-unbiased_estimator" class="mw-redirect" title="Median-unbiased estimator">Median unbiased</a></li></ul></li> <li><a href="/wiki/Plug-in_principle" class="mw-redirect" title="Plug-in principle">Plug-in</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Interval_estimation" title="Interval estimation">Interval estimation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Confidence_interval" title="Confidence interval">Confidence interval</a></li> <li><a href="/wiki/Pivotal_quantity" title="Pivotal quantity">Pivot</a></li> <li><a href="/wiki/Likelihood_interval" class="mw-redirect" title="Likelihood interval">Likelihood interval</a></li> <li><a href="/wiki/Prediction_interval" title="Prediction interval">Prediction interval</a></li> <li><a href="/wiki/Tolerance_interval" title="Tolerance interval">Tolerance interval</a></li> <li><a href="/wiki/Resampling_(statistics)" title="Resampling (statistics)">Resampling</a> <ul><li><a href="/wiki/Bootstrapping_(statistics)" title="Bootstrapping (statistics)">Bootstrap</a></li> <li><a href="/wiki/Jackknife_resampling" title="Jackknife resampling">Jackknife</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Statistical_hypothesis_testing" class="mw-redirect" title="Statistical hypothesis testing">Testing hypotheses</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/One-_and_two-tailed_tests" title="One- and two-tailed tests">1- & 2-tails</a></li> <li><a href="/wiki/Power_(statistics)" title="Power (statistics)">Power</a> <ul><li><a href="/wiki/Uniformly_most_powerful_test" title="Uniformly most powerful test">Uniformly most powerful test</a></li></ul></li> <li><a href="/wiki/Permutation_test" title="Permutation test">Permutation test</a> <ul><li><a href="/wiki/Randomization_test" class="mw-redirect" title="Randomization test">Randomization test</a></li></ul></li> <li><a href="/wiki/Multiple_comparisons" class="mw-redirect" title="Multiple comparisons">Multiple comparisons</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Parametric_statistics" title="Parametric statistics">Parametric tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio</a></li> <li><a href="/wiki/Score_test" title="Score test">Score/Lagrange multiplier</a></li> <li><a href="/wiki/Wald_test" title="Wald test">Wald</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/List_of_statistical_tests" title="List of statistical tests">Specific tests</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><td colspan="2" class="navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Z-test" title="Z-test"><i>Z</i>-test <span style="font-size:85%;">(normal)</span></a></li> <li><a href="/wiki/Student%27s_t-test" title="Student's t-test">Student's <i>t</i>-test</a></li> <li><a href="/wiki/F-test" title="F-test"><i>F</i>-test</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Goodness_of_fit" title="Goodness of fit">Goodness of fit</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Chi-squared_test" title="Chi-squared test">Chi-squared</a></li> <li><a href="/wiki/G-test" title="G-test"><i>G</i>-test</a></li> <li><a href="/wiki/Kolmogorov%E2%80%93Smirnov_test" title="Kolmogorov–Smirnov test">Kolmogorov–Smirnov</a></li> <li><a href="/wiki/Anderson%E2%80%93Darling_test" title="Anderson–Darling test">Anderson–Darling</a></li> <li><a href="/wiki/Lilliefors_test" title="Lilliefors test">Lilliefors</a></li> <li><a href="/wiki/Jarque%E2%80%93Bera_test" title="Jarque–Bera test">Jarque–Bera</a></li> <li><a href="/wiki/Shapiro%E2%80%93Wilk_test" title="Shapiro–Wilk test">Normality <span style="font-size:85%;">(Shapiro–Wilk)</span></a></li> <li><a href="/wiki/Likelihood-ratio_test" title="Likelihood-ratio test">Likelihood-ratio test</a></li> <li><a href="/wiki/Model_selection" title="Model selection">Model selection</a> <ul><li><a href="/wiki/Cross-validation_(statistics)" title="Cross-validation (statistics)">Cross validation</a></li> <li><a href="/wiki/Akaike_information_criterion" title="Akaike information criterion">AIC</a></li> <li><a href="/wiki/Bayesian_information_criterion" title="Bayesian information criterion">BIC</a></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Rank_statistics" class="mw-redirect" title="Rank statistics">Rank statistics</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Sign_test" title="Sign test">Sign</a> <ul><li><a href="/wiki/Sample_median" class="mw-redirect" title="Sample median">Sample median</a></li></ul></li> <li><a class="mw-selflink selflink">Signed rank <span style="font-size:85%;">(Wilcoxon)</span></a> <ul><li><a href="/wiki/Hodges%E2%80%93Lehmann_estimator" title="Hodges–Lehmann estimator">Hodges–Lehmann estimator</a></li></ul></li> <li><a href="/wiki/Mann%E2%80%93Whitney_U_test" title="Mann–Whitney U test">Rank sum <span style="font-size:85%;">(Mann–Whitney)</span></a></li> <li><a href="/wiki/Nonparametric_statistics" title="Nonparametric statistics">Nonparametric</a> <a href="/wiki/Analysis_of_variance" title="Analysis of variance">anova</a> <ul><li><a href="/wiki/Kruskal%E2%80%93Wallis_test" title="Kruskal–Wallis test">1-way <span style="font-size:85%;">(Kruskal–Wallis)</span></a></li> <li><a href="/wiki/Friedman_test" title="Friedman test">2-way <span style="font-size:85%;">(Friedman)</span></a></li> <li><a href="/wiki/Jonckheere%27s_trend_test" title="Jonckheere's trend test">Ordered alternative <span style="font-size:85%;">(Jonckheere–Terpstra)</span></a></li></ul></li> <li><a href="/wiki/Van_der_Waerden_test" title="Van der Waerden test">Van der Waerden test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Bayesian_inference" title="Bayesian inference">Bayesian inference</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bayesian_probability" title="Bayesian probability">Bayesian probability</a> <ul><li><a href="/wiki/Prior_probability" title="Prior probability">prior</a></li> <li><a href="/wiki/Posterior_probability" title="Posterior probability">posterior</a></li></ul></li> <li><a href="/wiki/Credible_interval" title="Credible interval">Credible interval</a></li> <li><a href="/wiki/Bayes_factor" title="Bayes factor">Bayes factor</a></li> <li><a href="/wiki/Bayes_estimator" title="Bayes estimator">Bayesian estimator</a> <ul><li><a href="/wiki/Maximum_a_posteriori_estimation" title="Maximum a posteriori estimation">Maximum posterior estimator</a></li></ul></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="CorrelationRegression_analysis" style="font-size:114%;margin:0 4em"><div class="hlist"><ul><li><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></li><li><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></li></ul></div></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Correlation_and_dependence" class="mw-redirect" title="Correlation and dependence">Correlation</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">Pearson product-moment</a></li> <li><a href="/wiki/Partial_correlation" title="Partial correlation">Partial correlation</a></li> <li><a href="/wiki/Confounding" title="Confounding">Confounding variable</a></li> <li><a href="/wiki/Coefficient_of_determination" title="Coefficient of determination">Coefficient of determination</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Regression_analysis" title="Regression analysis">Regression analysis</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Errors_and_residuals" title="Errors and residuals">Errors and residuals</a></li> <li><a href="/wiki/Regression_validation" title="Regression validation">Regression validation</a></li> <li><a href="/wiki/Mixed_model" title="Mixed model">Mixed effects models</a></li> <li><a href="/wiki/Simultaneous_equations_model" title="Simultaneous equations model">Simultaneous equations models</a></li> <li><a href="/wiki/Multivariate_adaptive_regression_splines" class="mw-redirect" title="Multivariate adaptive regression splines">Multivariate adaptive regression splines (MARS)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Linear_regression" title="Linear regression">Linear regression</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Simple_linear_regression" title="Simple linear regression">Simple linear regression</a></li> <li><a href="/wiki/Ordinary_least_squares" title="Ordinary least squares">Ordinary least squares</a></li> <li><a href="/wiki/General_linear_model" title="General linear model">General linear model</a></li> <li><a href="/wiki/Bayesian_linear_regression" title="Bayesian linear regression">Bayesian regression</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em">Non-standard predictors</th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nonlinear_regression" title="Nonlinear regression">Nonlinear regression</a></li> <li><a href="/wiki/Nonparametric_regression" title="Nonparametric regression">Nonparametric</a></li> <li><a href="/wiki/Semiparametric_regression" title="Semiparametric regression">Semiparametric</a></li> <li><a href="/wiki/Isotonic_regression" title="Isotonic regression">Isotonic</a></li> <li><a href="/wiki/Robust_regression" title="Robust regression">Robust</a></li> <li><a href="/wiki/Heteroscedasticity" class="mw-redirect" title="Heteroscedasticity">Heteroscedasticity</a></li> <li><a href="/wiki/Homoscedasticity" class="mw-redirect" title="Homoscedasticity">Homoscedasticity</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Generalized_linear_model" title="Generalized linear model">Generalized linear model</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Exponential_family" title="Exponential family">Exponential families</a></li> <li><a href="/wiki/Logistic_regression" title="Logistic regression">Logistic <span style="font-size:85%;">(Bernoulli)</span></a> / <a href="/wiki/Binomial_regression" title="Binomial regression">Binomial</a> / <a href="/wiki/Poisson_regression" title="Poisson regression">Poisson regressions</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Partition_of_sums_of_squares" title="Partition of sums of squares">Partition of variance</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Analysis_of_variance" title="Analysis of variance">Analysis of variance (ANOVA, anova)</a></li> <li><a href="/wiki/Analysis_of_covariance" title="Analysis of covariance">Analysis of covariance</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Multivariate ANOVA</a></li> <li><a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">Degrees of freedom</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Categorical_/_Multivariate_/_Time-series_/_Survival_analysis" style="font-size:114%;margin:0 4em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a> / <a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a> / <a href="/wiki/Time_series" title="Time series">Time-series</a> / <a href="/wiki/Survival_analysis" title="Survival analysis">Survival analysis</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Categorical_variable" title="Categorical variable">Categorical</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Cohen%27s_kappa" title="Cohen's kappa">Cohen's kappa</a></li> <li><a href="/wiki/Contingency_table" title="Contingency table">Contingency table</a></li> <li><a href="/wiki/Graphical_model" title="Graphical model">Graphical model</a></li> <li><a href="/wiki/Poisson_regression" title="Poisson regression">Log-linear model</a></li> <li><a href="/wiki/McNemar%27s_test" title="McNemar's test">McNemar's test</a></li> <li><a href="/wiki/Cochran%E2%80%93Mantel%E2%80%93Haenszel_statistics" title="Cochran–Mantel–Haenszel statistics">Cochran–Mantel–Haenszel statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Multivariate_statistics" title="Multivariate statistics">Multivariate</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/General_linear_model" title="General linear model">Regression</a></li> <li><a href="/wiki/Multivariate_analysis_of_variance" title="Multivariate analysis of variance">Manova</a></li> <li><a href="/wiki/Principal_component_analysis" title="Principal component analysis">Principal components</a></li> <li><a href="/wiki/Canonical_correlation" title="Canonical correlation">Canonical correlation</a></li> <li><a href="/wiki/Linear_discriminant_analysis" title="Linear discriminant analysis">Discriminant analysis</a></li> <li><a href="/wiki/Cluster_analysis" title="Cluster analysis">Cluster analysis</a></li> <li><a href="/wiki/Statistical_classification" title="Statistical classification">Classification</a></li> <li><a href="/wiki/Structural_equation_modeling" title="Structural equation modeling">Structural equation model</a> <ul><li><a href="/wiki/Factor_analysis" title="Factor analysis">Factor analysis</a></li></ul></li> <li><a href="/wiki/Multivariate_distribution" class="mw-redirect" title="Multivariate distribution">Multivariate distributions</a> <ul><li><a href="/wiki/Elliptical_distribution" title="Elliptical distribution">Elliptical distributions</a> <ul><li><a href="/wiki/Multivariate_normal_distribution" title="Multivariate normal distribution">Normal</a></li></ul></li></ul></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Time_series" title="Time series">Time-series</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">General</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Decomposition_of_time_series" title="Decomposition of time series">Decomposition</a></li> <li><a href="/wiki/Trend_estimation" class="mw-redirect" title="Trend estimation">Trend</a></li> <li><a href="/wiki/Stationary_process" title="Stationary process">Stationarity</a></li> <li><a href="/wiki/Seasonal_adjustment" title="Seasonal adjustment">Seasonal adjustment</a></li> <li><a href="/wiki/Exponential_smoothing" title="Exponential smoothing">Exponential smoothing</a></li> <li><a href="/wiki/Cointegration" title="Cointegration">Cointegration</a></li> <li><a href="/wiki/Structural_break" title="Structural break">Structural break</a></li> <li><a href="/wiki/Granger_causality" title="Granger causality">Granger causality</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Specific tests</th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Dickey%E2%80%93Fuller_test" title="Dickey–Fuller test">Dickey–Fuller</a></li> <li><a href="/wiki/Johansen_test" title="Johansen test">Johansen</a></li> <li><a href="/wiki/Ljung%E2%80%93Box_test" title="Ljung–Box test">Q-statistic <span style="font-size:85%;">(Ljung–Box)</span></a></li> <li><a href="/wiki/Durbin%E2%80%93Watson_statistic" title="Durbin–Watson statistic">Durbin–Watson</a></li> <li><a href="/wiki/Breusch%E2%80%93Godfrey_test" title="Breusch–Godfrey test">Breusch–Godfrey</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Time_domain" title="Time domain">Time domain</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Autocorrelation" title="Autocorrelation">Autocorrelation (ACF)</a> <ul><li><a href="/wiki/Partial_autocorrelation_function" title="Partial autocorrelation function">partial (PACF)</a></li></ul></li> <li><a href="/wiki/Cross-correlation" title="Cross-correlation">Cross-correlation (XCF)</a></li> <li><a href="/wiki/Autoregressive%E2%80%93moving-average_model" class="mw-redirect" title="Autoregressive–moving-average model">ARMA model</a></li> <li><a href="/wiki/Box%E2%80%93Jenkins_method" title="Box–Jenkins method">ARIMA model <span style="font-size:85%;">(Box–Jenkins)</span></a></li> <li><a href="/wiki/Autoregressive_conditional_heteroskedasticity" title="Autoregressive conditional heteroskedasticity">Autoregressive conditional heteroskedasticity (ARCH)</a></li> <li><a href="/wiki/Vector_autoregression" title="Vector autoregression">Vector autoregression (VAR)</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Frequency_domain" title="Frequency domain">Frequency domain</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Spectral_density_estimation" title="Spectral density estimation">Spectral density estimation</a></li> <li><a href="/wiki/Fourier_analysis" title="Fourier analysis">Fourier analysis</a></li> <li><a href="/wiki/Least-squares_spectral_analysis" title="Least-squares spectral analysis">Least-squares spectral analysis</a></li> <li><a href="/wiki/Wavelet" title="Wavelet">Wavelet</a></li> <li><a href="/wiki/Whittle_likelihood" title="Whittle likelihood">Whittle likelihood</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Survival_analysis" title="Survival analysis">Survival</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Survival_function" title="Survival function">Survival function</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Kaplan%E2%80%93Meier_estimator" title="Kaplan–Meier estimator">Kaplan–Meier estimator (product limit)</a></li> <li><a href="/wiki/Proportional_hazards_model" title="Proportional hazards model">Proportional hazards models</a></li> <li><a href="/wiki/Accelerated_failure_time_model" title="Accelerated failure time model">Accelerated failure time (AFT) model</a></li> <li><a href="/wiki/First-hitting-time_model" title="First-hitting-time model">First hitting time</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;"><a href="/wiki/Failure_rate" title="Failure rate">Hazard function</a></th><td class="navbox-list-with-group navbox-list navbox-even" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Nelson%E2%80%93Aalen_estimator" title="Nelson–Aalen estimator">Nelson–Aalen estimator</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:1%;font-weight:normal;">Test</th><td class="navbox-list-with-group navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Log-rank_test" class="mw-redirect" title="Log-rank test">Log-rank test</a></li></ul> </div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr></tbody></table><div></div></td></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks mw-collapsible mw-collapsed navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="col" class="navbox-title" colspan="2"><div id="Applications" style="font-size:114%;margin:0 4em"><a href="/wiki/List_of_fields_of_application_of_statistics" title="List of fields of application of statistics">Applications</a></div></th></tr><tr><td colspan="2" class="navbox-list navbox-odd" style="width:100%;padding:0"><div style="padding:0 0.25em"></div><table class="nowraplinks navbox-subgroup" style="border-spacing:0"><tbody><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Biostatistics" title="Biostatistics">Biostatistics</a></th><td class="navbox-list-with-group navbox-list navbox-odd" style="padding:0"><div style="padding:0 0.25em"> <ul><li><a href="/wiki/Bioinformatics" title="Bioinformatics">Bioinformatics</a></li> <li><a href="/wiki/Clinical_trial" title="Clinical trial">Clinical trials</a> / <a href="/wiki/Clinical_study_design" title="Clinical study design">studies</a></li> <li><a href="/wiki/Epidemiology" title="Epidemiology">Epidemiology</a></li> <li><a href="/wiki/Medical_statistics" title="Medical statistics">Medical statistics</a></li></ul> </div></td></tr><tr><th scope="row" class="navbox-group" style="width:12.5em"><a href="/wiki/Engineering_statistics" title="Engineering statistics">Engineering 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