Wilcoxon Rank-sum Test
Wilcoxon Rank-sum Test, also known as Mann-Whitney U test, is a non-parametric statistical hypothesis test used to compare two independent samples. It is used to determine whether two sets of observations are likely to derive from the same population, without assuming that the data are normally distributed. The test involves ranking all the observations from both samples together, then calculating the sum of the ranks for each sample. The test statistic is the smaller of the two sums, and its significance is determined by comparing it to a critical value from a table or using a p-value. The Wilcoxon Rank-sum Test is commonly used in data science and machine learning to compare the performance of different models or algorithms on different datasets.
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