ABSTRACT

The Wilcoxon rank-sum test is useful for comparing two continuous distributions. Let X1, . . . , Xm be independent observations from a continuous distribution FX and Y1, . . . , Yn be independent observations from a continuous distribution FY . Let W denote the sum of the ranks of the X observations in the combined ordered arrangement of the two samples. The range of W is given by

m(m+ 1) 2

≤W ≤ m(2(m+ n)−m+ 1) 2

.