Mann–Whitney U test

Summary

The Mann–Whitney U test, also called the Wilcoxon rank-sum test, is a hypothesis test that compares two independent samples. Its statistic counts the pairs, one value from each sample, in which the first value is larger. Under the null hypothesis that both samples come from the same continuous distribution, the law of this count does not depend on that distribution. It is the rank-based counterpart of the two-sample $t$-test, and it does not need normality.