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Wilcoxon Signed Rank Test

The Wilcoxon Signed-Rank Test is designed to compare two related groups or repeated measurements when your data doesn't follow a normal distribution. It tests the whether the differences between pairs of observations are symmetrically distributed around zero. It is a non-parametric alternative to the paired t-test. Common applications include analyzing before-and-after measurements like patient recovery scores, treatment outcomes, or paired observations of any kind. This calculator performs the complete analysis, including hypothesis testing, effect sizes, and descriptive statistics, while generating publication-ready reports. To see how it works, click here to load sample data.

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Wilcoxon Signed Rank Test

Definition

Wilcoxon Signed Rank Test is a non-parametric alternative to the paired t-test. It tests the null hypothesis that the differences between pairs of observations come from a distribution with zero median, without requiring normality.

Formula

Test Statistic:

W=min(W+,W)W = \min(W^+, W^-)

Where:

  • W+W^+ = sum of positive ranks
  • WW^- = sum of negative ranks

For small sample sizes, the test statistic is compared to a critical value from the Wilcoxon Signed Rank table:

  • W<WcriticalW < W_{critical}: Reject the null hypothesis
  • WWcriticalW \geq W_{critical}: Fail to reject the null hypothesis

For larger samples (typically n > 20), a z-approximation is used:

z=Wn(n+1)4n(n+1)(2n+1)24z = \frac{W - \frac{n(n+1)}{4}}{\sqrt{\frac{n(n+1)(2n+1)}{24}}}

Where n is the number of pairs with non-zero differences.

Key Assumptions

Paired Observations: Data must be paired
Independence: Pairs must be independent
Continuous Data: Differences should be from continuous distribution
Symmetry: Distribution of differences should be symmetric

Practical Example

Step 1: State the Data

Weight measurements before and after treatment (kg):

SubjectBeforeAfterDifferenceAbsolute DifferenceRankSigned Rank
17068+223+3
28078+223+3
39091-111-1
46058+223+3
585850 (ignored)0--
Step 2: State Hypotheses
  • H0H_0: median difference = 0
  • HaH_a: median difference ≠ 0
  • α=0.05\alpha = 0.05
Step 3: Calculate Test Statistic
  • W+W^+ = 3 + 3 + 3 = 9
  • WW^- = 1
  • W=min(W+,W)=1W = \min(W^+, W^-) = 1
Step 4: Find Critical Value

The critical value for a The critical value for a two-tailed test at α=0.05\alpha = 0.05 with n=4n = 4 (remove 1 tie in the difference) is 0 by using the Wilcoxon Signed Rank Table.

Step 5: Draw Conclusion

The test statistic W=1W = 1 is greater than the critical value, 00, we fail to reject the null hypothesis. There is not enough evidence to suggest that the median difference between the two groups is different from zero.

Alternative Tests

Consider these alternatives:

  • Paired t-test: When data is normally distributed
  • Sign Test: When only direction of difference matters

Verification

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