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08 Jul 2012 Mann-Whitney-Wilcoxon test Mann-Whitney-Wilcoxon non parametric test for two unpaired groups. Author: Giuseppe Cardillo

Thanks Giuseppe for your reply. Didn't know there were different computational methods.

About testing medians; of course I know how to use the median command ;). My research is into finance and I test whether activity of specific type of traders is larger in one period compared the other. I use the Mann-Whitney test in addition to a one-tailed independent sample T-test, because some samples violate the normal distribution severely.

Now I corrected all significant test results, which were in the wrong tail (according to the calculated medians) and thus the null hypothesis holds. In contrast, the T-test is symmetric and concludes on the direction of the result.

What then is the acceptance area of the null hypothesis w.r.t. the MWWtest? I guess it is around n1*n2/2? What if the U-statistic is much larger?

07 Jul 2012 Mann-Whitney-Wilcoxon test Mann-Whitney-Wilcoxon non parametric test for two unpaired groups. Author: Giuseppe Cardillo

Test results (both U and T) are different from the results produced by SPSS. However, the Z-score is the same.

In addition, I have a question in case you would like to use the MWW test to test whether the median in group 1 is larger than in group 2 (1-tailed). How can you conclude from the test results which group has the largest median?

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