Wilcoxon rank sum test

The Wilcoxon rank sum test is a nonparametric test used to see if two sets of data have the same distribution, for example, error scores for expert and novice users of an application. It is the nonparametric equivalent of Student's t-test. The Wilcoxon rank sum test is a form of order statistics; if the two datasets (say A and B) have the same distribution, then when all the values from the two distributions are sorted in order, the pattern of As and Bs should be random.

The Mann-Whitney test is effectively the same as the Wilcoxon rank sum test, but uses a slightly different calculation over the order statistics.

For paired data, say pre- and post-test scores, use the Wilcoxon signed rank test, which is a the nonparametric equivalent of a paired t test