Wilcoxon test
Purpose
Description
Macro Synopsis
Modules
Related Functions
References
Purpose
Wilcoxon-test for testing equality of two distributions
Description
This test determines the probability of the distributions of two signals xA and xB being randomly equal. It returns two parameters,
- w, the Wilcoxon statistics, giving a measure for the mean
rank of one distribution in a combined ordered list of both data series,
and
- signif, giving the significance of different distributions, i.e. the probability [0..1] of randomly equal distributions, where small values indicate significantly different distributions.
Macro Synopsis
WilcoxonTest([xA,xB],&w,&signif);
signal xA,xB;
float w,signif;
Modules
Statistics
Related Functions
BDS test, Kolmogorov-Smirnov test,
Test for different histograms,
Test for different means, Test for different variances,
Test for non-normal-distributed data,
Test for non-white-noise,
Test for the mean of a Gaussian, Test for the variance of a Gaussian
References
Bronstein/Semendjajew [62], Hollander/Wolfe [13], Lehmann [36]