Cited by 14,320Probability and Statistical ResearchStatistical Distribution Estimation and ApplicationsStatistical Methods and Inference

On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other

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Mann, H. B., Whitney, D. R.·1947·The Annals of Mathematical Statistics

Abstract

Let $x$ and $y$ be two random variables with continuous cumulative distribution functions $f$ and $g$. A statistic $U$ depending on the relative ranks of the $x$'s and $y$'s is proposed for testing the hypothesis $f = g$. Wilcoxon proposed an equivalent test in the Biometrics Bulletin, December, 1945, but gave only a few points of the distribution of his statistic. Under the hypothesis $f = g$ the probability of obtaining a given $U$ in a sample of $n x's$ and $m y's$ is the solution of a certain recurrence relation involving $n$ and $m$. Using this recurrence relation tables have been computed giving the probability of $U$ for samples up to $n = m = 8$. At this point the distribution is almost normal. From the recurrence relation explicit expressions for the mean, variance, and fourth moment are obtained. The 2rth moment is shown to have a certain form which enabled us to prove that the limit distribution is normal if $m, n$ go to infinity in any arbitrary manner. The test is shown to be consistent with respect to the class of alternatives $f(x) > g(x)$ for every $x$.

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  • Mann-Whitney U Test was used for inferential statistics because the data being compared are ordinal (Likert scale).

    “We use a Mann-Whitney U Test for inferential statistics because the data being compared are ordinal (Likert scale) [93].”

    From "It's trained by non-disabled people": Evaluating How Image Quality Affects Product Captioning with Vision-Language Models (2026) · cites this paper as [93]

    On p. 1, Mann and Whitney define U using the relative ranks of two samples, supporting the citation’s identification of a rank-based test. The paper does not discuss ordinal or Likert-scale data as a reason to use it; its stated derivation assumes continuous distributions and no ties. (LLM, conf=0.86)

    Experimental — accuracy not yet measured
  • Post-hoc tests reveal significant effects for each pairwise comparison, except E2FGVI vs. ProPainters yield comparable results.

    “Post-hoc tests using Mann-Whitney tests [29] with Bonferroni correction reveal significant effects ( p ă 0 . 05 ˚ , | r | ą 0 . 1 ) for each pairwise comparison, except E2FGVI vs. ProPainters yield comparable results.”
  • Post-hoc Mann-Whitney tests with Bonferroni correction revealed significant effects for each pairwise comparison, except E2FGVI vs. ProPainters.

    “We further performed post-hoc tests using Mann-Whitney tests [29] with Bonferroni correction, which revealed significant effects ( p ă 0 . 05 , | r | ą 0 . 1 ) for each pairwise comparison, except E2FGVI vs. ProPainters.”
  • Vcp is a housekeeping gene that has been proposed for calibration in quantitative experiments.

    “The fold-change (FC) in gene expression was determined by the 2 -DDC T method 100 , and all values were normalized to the endogenous expression of Vcp; a housekeeping gene that has been proposed for calibration in quantitative experiments 101 .”

    From Single-cell transcriptomic profiling of the aging mouse brain (2019) · cites this paper as [101]

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Authors
Mann, H. B., & Whitney, D. R.
Venue
The Annals of Mathematical Statistics
Published
1947-03
Volume
18
Issue
1
Pages
50-60
ISSN
0003-4851 (ISSN-L)
OpenAlex
W1972978214
Cited by
14,320
References
2
Citations by year
2026: 1351 · 2025: 1107 · 2024: 974 · 2023: 929 · 2022: 945 · 2021: 953 · 2020: 825 · 2019: 708 · 2018: 679 · 2017: 486 · 2016: 525 · 2015: 471 · 2014: 502 · 2013: 357 · 2012: 336
FWCI
4.62
Type
journal article
Language
en
Open access
Locations
  • The Annals of Mathematical Statistics (publishedVersion)
  • Project Euclid (Cornell University) (submittedVersion)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Probability and Statistical Research
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
Keywords
stochastic dominance, Mann-Whitney test, two-sample test, rank statistics, recurrence relations, probability tables, asymptotic normality, consistency of tests, continuous distributions

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