The Mann-Whitney U test is a non-parametric statistical test used to compare two independent samples. It’s particularly useful when the data are not normally distributed or when the assumptions of parametric tests (like the independent t-test) are violated.
The test ranks all observations from both samples combined and then calculates a U statistic. This statistic measures the degree of overlap between the two samples. A lower U value indicates a greater difference between the two groups.
To interpret the results, the calculated U value is compared to a critical value or a p-value. If the U value is smaller than the critical value or the p-value is less than the chosen significance level, it suggests a statistically significant difference between the two samples.
The following video provides an overview of the Mann-Whitney U test applied to a couple of examples. The video also contains a demonstration of the test using Rstudio.
Here are the notes for the video above:
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