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12.8 Wilcoxon Signed Ranks Test: Nonparametric Analysis for Two Related Populations
W = a Ri( + )
(12.11)
i=1
The null and alternative hypotheses for the Wilcoxon signed rank test are
Two-Tail Test
H0: MD = 0
H1: MD Z 0
One-Tail Test
One-Tail Test
H0: MD 0
H1: MD 6 0
H0: MD 0
H1: MD 7 0
Because the sum of the first n integers (1, 2, , n) equals n(n + 1)>2, the Wilcoxon
test statistic W ranges from a minimum of 0 (where all the difference scores are negative) to a
maximum of n(n + 1)>2 (where all the difference scores are positive). If the null hypothesis
is true, the test statistic W is expected to be close to its mean, W = n(n + 1)>4. If the null
hypothesis is false, the value of the test statistic is expected to be close to one of the extremes.
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CHAPTER 12
TA B L E 1 2 . 1 9
Lower and Upper
Critical Values, W, of
Wilcoxon Signed
Ranks Test
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ONE-TAIL
A .05
A .025
A .01
A .005
TWO-TAIL
A .10
A .05
A .02
A .01
,
,
0,28
1,35
3,42
5,50
7,59
10,68
12,79
16,89
19,101
23,113
27,126
32,139
37,153
43,167
,
,
,
0,36
1,44
3,52
5,61
7,71
10,81
13,92
16,104
19,117
23,130
27,144
32,158
37,173
(Lower, Upper)
n
0,15
2,19
3,25
5,31
8,37
10,45
13,53
17,61
21,70
25,80
30,90
35,101
41,112
47,124
53,137
60,150
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
,
0,21
2,26
3,33
5,40
8,47
10,56
13,65
17,74
21,84
25,95
29,107
34,119
40,131
46,144
52,158
Source: Adapted from Table 2 of F. Wilcoxon and R. A. Wilcox, Some Rapid Approximate Statistical Procedures
(Pearl River, NY: Lederle Laboratories, 1964), with permission of the American Cyanamid Company.
You use Table 12.19 to find the critical values of the test statistic W for both one- and twotail tests for samples of n 20.
For a two-tail test, you reject the null hypothesis (Panel A of Figure 12.20) if the computed
W test statistic equals or is greater than the upper critical value or is equal to or less than the lower
critical value. For a one-tail test in the lower tail, you reject the null hypothesis if the computed W
test statistic is less than or equal to the lower critical value (Panel B of Figure 12.20). For a onetail test in the upper tail, the decision rule is to reject the null hypothesis if the computed W test
statistic equals or is greater than the upper critical value (Panel C of Figure 12.20).
FIGURE 12.20
Regions of Rejection and Nonrejection Using the Wilcoxon Signed Ranks Test
Region of Rejection
Region of Nonrejection
+Z
+Z
WL
WU
WL
WU
Panel B
H1: MD < 0
Panel C
H1: MD > 0
Panel A
H1: MD 0
For samples of n 7 20, the test statistic W is approximately normally distributed with
mean W and standard deviation sW. The mean of the test statistic W is
mW =
n(n + 1)
4
n(n + 1)(2n + 1)
24
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12.8 Wilcoxon Signed Ranks Test: Nonparametric Analysis for Two Related Populations
ZSTAT
(12.12)
You use this large-sample approximation formula when sample sizes are outside the range
of Table 12.19. You reject the null hypothesis if the computed ZSTAT test statistic falls in the rejection region. The region of rejection used depends on the level of significance and whether
the test is one-tail or two-tail (see Figure 12.20).
To demonstrate how to use the Wilcoxon signed ranks test, return to the example concerning textbook prices discussed in Section 10.2 on page 379. If you cannot assume that the
differences are from normally distributed populations, you can use the Wilcoxon signed ranks
test to determine whether there is a difference in median prices at the local bookstore and at
the online retailer.
The null and alternative hypotheses for this two-tail test are
H0: MD = 0
H1: MD Z 0
To perform the test, follow the six steps listed in Exhibit 12.1. First, compute a set of difference scores, Di, between each of the n paired values:
Di = X1i - X2i
where
i = 1, 2, , n
In this example, you compute a set of n difference scores, using Di =
Xlocal bookstore - Xonline retialer. If there is no difference in the price of textbooks between the two
retailers, the difference scores will cluster near zero (i.e., 0) and you will not reject H0. The
remaining steps of the six-step procedure are developed in Table 12.20 on the next page.
Fourteen of the 19 difference scores have a positive sign. You now compute the test statistic W as the sum of the positive ranks:
n
W = a R(i + ) = 9 + 7 + 14 + 8 + 12 + 15 + 16 + 5 + 2 + 4 + 17 + 11 + 18 + 6 = 144
i=1
Because n = 19 20, you can use Table 12.19 to determine the upper-tail critical value.
Using a = 0.05 for this two-tail test, the lower-tail critical value is 46 and the upper-tail critical
value is 144 (see Table 12.21, which is a portion of Table 12.19).
Because W = 144 144, you reject the null hypothesis. There is evidence of a difference
in the median prices of textbooks obtained from the local bookstore and the online retailer.
However, the Minitab results shown in Figure 12.21 show that the p-value is 0.051. Because this
p-value is greater than 0.05, you would not reject the null hypothesis! There is no evidence of a
difference in the median prices of the textbooks from the two sources.
These seemingly contradictory results arise because Minitab computes the exact p-value,
whereas Table 12.19 shows integer values that approximate the lower and upper critical values.
The Minitab results are more precise and, in this example, that precision alters the outcome of
the statistical test. As a general rule, if you have access to statistical applications such as
Minitab that compute exact p-values, you should choose to use the p-value approach. That
choice will ensure that you get the most accurate results.
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CHAPTER 12
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TA B L E 1 2 . 2 0
Setting Up the Wilcoxon Signed Ranks Test for the Median Difference
Author
Title
Pride
Carroll
Quinn
Bade
Case
Brigham
Griffin
George
Business 10/e
Business and Society
Ethics for the Information Age
Foundations of Microeconomics 5/e
Principles of Macroeconomics 9/e
Financial Management 13/e
Organizational Behavior 9/e
Understanding and Managing
Organizational Behavior 5/e
Marketing 2/e
Abnormal Psychology
Give Me Liberty: Seagull Ed. (V2) 2/e
Mathematical Interest Theory 2/e
Advanced Accounting 9/e
Talking About People 4/e
Information Systems Project
Management
Macroeconomics 7/e
Macroeconomics 7/e
Multinational Financial
Management 9/e
American Government 2010 Edition
Grewal
Barlow
Foner
Federer
Hoyle
Haviland
Fuller
Pindyck
Mankiw
Shapiro
Losco
TA B L E 1 2 . 2 1
Finding the Lower and
Upper-Tail Critical
Value for the Wilcoxon
Signed Ranks Test
Statistic W Where
n = 19 and a = 0.05
Bookstore
Online
Di
Di
Ri
Sign of Di
132.75
201.50
80.00
153.50
153.50
216.00
199.75
147.00
136.91
178.58
65.00
120.43
217.99
197.10
168.71
178.63
-4.16
22.92
15.00
33.07
-64.49
18.90
31.04
-31.63
4.16
22.92
15.00
33.07
64.49
18.90
31.04
31.63
3
9
7
14
19
8
12
13
+
+
+
+
+
-
132.00
182.25
45.50
89.95
123.02
57.50
88.25
95.89
145.49
37.60
91.69
148.41
53.93
83.69
36.11
36.76
7.90
-1.74
-25.39
3.57
4.56
36.11
36.76
7.90
1.74
25.39
3.57
4.56
15
16
5
1
10
2
4
+
+
+
+
+
189.25
179.25
210.25
133.32
151.48
147.30
55.93
27.77
62.95
55.93
27.77
62.95
17
11
18
+
+
+
66.75
55.16
11.59
11.59
One-Tail:
A 0.05
A 0.025
A 0.01
A 0.005
Two-Tail:
A 0.10
A 0.05
A 0.02
A 0.010
n
17
18
19
20
18
(Lower, Upper)
41,112
47,124
53,137
60,150
41,112
47,124
34,119
40,131
46,144
52,158
34,119
40,131
27,126
32,139
37,153
43,167
27,126
32,139
23,130
27,144
32,158
37,173
23,130
27,144
FIGURE 12.21
Minitab Wilcoxon signed
ranks test results for the
textbook prices example
These results are somewhat different from those of Section 10.2. When you used the
paired t test, the p-value was 0.0865 as compared to 0.051 for the Wilcoxon signed ranks test.
Table 12.19 provides critical values only for situations involving small samples (where
n 20). If the sample size n is greater than 20, you must use the large-sample Z approximation formula [Equation (12.12)]. For small samples, you can use either Table 12.19 or the Z
approximation.
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12.8 Wilcoxon Signed Ranks Test: Nonparametric Analysis for Two Related Populations
To demonstrate the large-sample Z approximation, consider again the textbook prices data.
Using Equation (12.12),
n(n + 1)
4
=
n(n + 1)(2n + 1)
A
24
W -
ZSTAT
(19)(20)
4
=
(19)(20)(39)
A
24
144 -
144 - 95
= 1.971
24.85
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CHAPTER 12
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C.C.
S.E.
E.G.
B.L.
C.M.
C.N.
G.N.
R.M.
P.V.
24
27
19
24
22
26
27
25
22
26
27
22
27
25
27
26
27
23
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Page 7
M G 1 2 . 8 M I N I TA B G U I D E F O R T H E
WILCOXON SIGNED RANKS TEST
Use Calculator to compute differences and then use
1-Sample Wilcoxon to perform the Wilcoxon signed ranks
test. For example, to perform this test for the Table 12.20
textbook price data, open the BookPrices worksheet. To
compute the price differences between the local bookstore
and the online retailer, select Calc Calculator In the
Calculator dialog box:
1. Enter C5 in the Store result in variable box.
2. Enter C3 - C4 in the Expression box. (Column C3
contains the Bookstore column and C4 contains the
Online column, so C3 - C4 is a shorthand way of entering Bookstore - Online.)
3. Click OK.