Minimum meaningful statistical level for the Mann–Whitney U test

1 · Andrey Akinshin · April 12, 2022, 12:49 p.m.
The Mann–Whitney U test is one of the most popular nonparametric null hypothesis significance tests. However, like any statistical test, it has limitations. We should always carefully match them with our business requirements. In this post, we discuss how to properly choose the statistical level for the Mann–Whitney U test on small samples. Let’s say we want to compare two samples \(x = \{ x_1, x_2, \ldots, x_n \}\) and \(y = \{ y_1, y_2, \ldots, y_m \}\) using the one-sided Mann–Whitney U test....