Home

SignedRanktoets

SignedRanktoets, commonly referred to in English as the Wilcoxon signed-rank test, is a nonparametric method for comparing two related samples or matched pairs. It tests whether the population median difference between paired observations is zero, without assuming that the differences are normally distributed.

In practice, data consist of paired measurements (X1, Y1), (X2, Y2), …. For each pair, compute the difference

For small samples, exact p-values are available. For larger samples, a normal approximation is used, with established

Assumptions are relatively mild: paired observations should be independent, data should be at least ordinal, and

di
=
Xi
−
Yi.
Zeros
are
discarded.
The
absolute
differences
|di|
are
ranked
from
smallest
to
largest,
with
ties
given
average
ranks.
Each
rank
is
given
the
sign
of
its
corresponding
di.
The
test
statistic
can
be
formed
as
the
sum
of
the
positive
signed
ranks
(W+)
and
the
sum
of
the
negative
signed
ranks
(W−);
often
the
smaller
of
these
sums,
W
=
min(W+,
W−),
is
used.
Some
presentations
use
the
sum
of
signed
ranks
as
the
statistic
T.
mean
and
variance
for
the
signed-rank
distribution,
sometimes
with
a
continuity
correction.
The
null
hypothesis
states
that
the
median
difference
is
zero
(no
systematic
change
between
paired
measurements).
A
two-sided
test
assesses
any
difference,
while
one-sided
tests
examine
a
consistent
increase
or
decrease.
the
distribution
of
differences
should
be
symmetric
around
zero.
The
SignedRanktoets
is
a
robust
alternative
to
the
paired
t-test
when
normality
cannot
be
assumed,
but
it
has
less
power
when
the
symmetry
assumption
is
violated
or
when
many
ties
or
zero
differences
occur.
It
is
closely
related
to
the
Wilcoxon
signed-rank
test
and
is
widely
used
in
small-sample
and
nonparametric
analyses.