python下scipy.stats的ranksum和Matlab的ranksum的区别
这几天在对数据做假设检验的时候发现用matlab跑出来的ranksum和用python scipy.stats.ranksums跑出来的结果不同,于是做了以下调研。
什么时候该用什么检验呢?
当访问wikipedia的 wilcoxon rank-sum时,它会自动跳转到Mann–Whitney U test,并且有一句话:In statistics, the Mann–Whitney U test (also called the Mann–Whitney–Wilcoxon (MWW), Wilcoxon rank-sum test, or Wilcoxon–Mann–Whitney test) is a nonparametric test of the null hypothesis that the probability that a randomly selected value from one population is less than a randomly selected value from a second population is equal to the probability of being greater.
其实,威尔克森秩和检验(wilcoxon rank-sum)
就是和曼-惠特尼U检验(Mann–Whitney U test)
是一个东西,是威尔克森秩和检验
和威尔克森符号秩检验
不一样
一个图整得明明白白: