Mann-Whitney-Wilcoxon Test
Two data samples are independent if they come from distinct populations and the samples do not affect each other. Using the Mann-Whitney-Wilcoxon Test, we can decide whether the population distributions are identical without assuming them to follow the normal distribution.
Example
In the data frame column mpg of the data set mtcars, there are gas mileage data of various 1974 U.S. automobiles.
Meanwhile, another data column in mtcars, named am, indicates the transmission type of the automobile model (0 = automatic, 1 = manual). In other words, it is the differentiating factor of the transmission type.
In particular, the gas mileage data for manual and automatic transmissions are independent.
Problem
Without assuming the data to have normal distribution, decide at .05 significance level if the gas mileage data of manual and automatic transmissions in mtcars have identical data distribution.
Solution
The null hypothesis is that the gas mileage data of manual and automatic transmissions are identical populations. To test the hypothesis, we apply the wilcox.test function to compare the independent samples. As the p-value turns out to be 0.001817, and is less than the .05 significance level, we reject the null hypothesis.
Wilcoxon rank sum test with continuity correction
data: mpg by am
W = 42, p-value = 0.001871
alternative hypothesis: true location shift is not equal to 0
Warning message:
In wilcox.test.default(x = c(21.4, 18.7, 18.1, 14.3, 24.4, 22.8, :
cannot compute exact p-value with ties
Answer
At .05 significance level, we conclude that the gas mileage data of manual and automatic transmissions in mtcar are nonidentical populations.