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The Mann-Whitney U statistic is defined as :

  • A.The minimum absolute difference between the two empirical distribution functions
  • B.The maximum absolute difference between the two empirical distribution functions
  • C.The number of times a Y precedes X in the combined ordered arrangement of two independent random samples on X's and Y's
  • D.The sum of ranks of Y's in the combined ordered arrangement of two independent random samples on X's and Y's

Answer: C

The Mann-Whitney U statistic is the number of times a Y precedes an X in the combined ordered arrangement of the two samples.

Formally \(U = \sum_{i}\sum_{j} I(Y_{j} \lt X_{i})\), the number of \((X, Y)\) pairs in which the Y is smaller. Under the null hypothesis that both samples come from the same continuous distribution, \(E(U) = mn/2\).

U is linearly related to the Wilcoxon rank-sum statistic, \(U = W_{X} - m(m + 1)/2\), but the sum of ranks itself (the last option) is the Wilcoxon statistic, not U. The maximum absolute difference between the two empirical distribution functions is the two-sample Kolmogorov-Smirnov statistic, and the minimum difference is not a standard statistic.

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