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In this paper, we propose a power comparison between high dimensional t-test, sign and signed rank test for the one sample mean test. We show that the high dimensional signed rank test is superior to a high dimensional t test, but inferior…

Methodology · Statistics 2018-12-31 Long Feng

Statistical significance tests can provide evidence that the observed difference in performance between two methods is not due to chance. In Information Retrieval, some studies have examined the validity and suitability of such tests for…

Information Retrieval · Computer Science 2019-04-09 Javier Parapar , David E. Losada , Manuel A. Presedo-Quindimil , Alvaro Barreiro

In benchmarking of Information Retrieval systems, the Wilcoxon signed-rank test is often treated as a safer alternative to the t-test. This belief is fueled by textbooks and recommendations that portray Wilcoxon as the proper non-parametric…

Information Retrieval · Computer Science 2026-04-29 Julián Urbano

Hypothesis tests are a crucial statistical tool for data mining and are the workhorse of scientific research in many fields. Here we present a differentially private analogue of the classic Wilcoxon signed-rank hypothesis test, which is…

Cryptography and Security · Computer Science 2018-09-06 Simon Couch , Zeki Kazan , Kaiyan Shi , Andrew Bray , Adam Groce

The Wilcoxon signed-rank test and the Wilcoxon-Mann-Whitney test are commonly employed in one sample and two sample mean tests for one-dimensional hypothesis problems. For high-dimensional mean test problems, we calculate the asymptotic…

Methodology · Statistics 2024-01-02 Yu Zhang , Long Feng

The sign test (Arbuthnott, 1710) and the Wilcoxon signed-rank test (Wilcoxon, 1945) are among the first examples of a nonparametric test. These procedures -- based on signs, (absolute) ranks and signed-ranks -- yield distribution-free tests…

Methodology · Statistics 2023-05-04 Zhen Huang , Bodhisattva Sen

We investigate the power of some common change-point tests as a function of the location of the change-point. The test statistics are maxima of weighted U-statistics, with the CUSUM test and the Wilcoxon change-point test as special…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

A multivariate one-sample location test based on the center-outward ranks and signs is considered, and two different testing procedures are proposed for centrally symmetric distributions. The first test is based on a random division of the…

Statistics Theory · Mathematics 2025-05-22 Daniel Hlubinka , Šárka Hudecová

In this paper we propose new smoothed sign and Wilcoxon's signed rank tests, which are based on a kernel estimator of the underlying distribution function of data. We discuss approximations of $p$-values and asymptotic properties of these…

Statistics Theory · Mathematics 2024-07-19 Yoshihiko Maesono , Taku Moriyama , Mengxin Lu

CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and fully self-starting: given a specified in-control median and…

Methodology · Statistics 2017-06-14 F. Lombard , C. Van Zyl

A fundamental challenge in comparing two survival distributions with right censored data is the selection of an appropriate nonparametric test, as the power of standard tests like the Log rank and Wilcoxon is highly dependent on the often…

Methodology · Statistics 2025-10-09 Abid Hussain , Touqeer Ahmad

We propose new smoothed median and the Wilcoxon's rank sum test. As is pointed out by Maesono et al.(2016), some nonparametric discrete tests have a problem with their significance probability. Because of this problem, the selection of the…

Statistics Theory · Mathematics 2024-07-19 Taku Moriyama , Yoshihiko Maesono

This paper reviews recent advancements in the application of optimal transport (OT) to multivariate distribution-free nonparametric testing. Inspired by classical rank-based methods, such as Wilcoxon's rank-sum and signed-rank tests, we…

Methodology · Statistics 2025-03-18 Zhen Huang , Bodhisattva Sen

Wilcoxon Rank-based tests are distribution-free alternatives to the popular two-sample and paired t-tests. For independent data, they are available in several R packages such as stats and coin. For clustered data, in spite of the recent…

Computation · Statistics 2017-06-13 Yujing Jiang , Xin He , Mei-Ling Ting Lee , Bernard Rosner , Jun Yan

Given independent samples from two univariate distributions, the one-sided Wilcoxon-Mann-Whitney statistic may be used to conduct a rank-based test of first-order stochastic dominance. We broaden the scope of applicability of such tests by…

Econometrics · Economics 2026-03-03 Brendan K. Beare , Jackson D. Clarke

A number of information retrieval studies have been done to assess which statistical techniques are appropriate for comparing systems. However, these studies are focused on TREC-style experiments, which typically have fewer than 100 topics.…

Information Retrieval · Computer Science 2023-05-15 Ngozi Ihemelandu , Michael D. Ekstrand

A t-test is considered a standard procedure for inference on population means and is widely used in scientific discovery. However, as a special case of a likelihood-ratio test, t-test often shows drastic performance degradation due to the…

Methodology · Statistics 2019-11-28 Anton Alyakin , Yichen Qin , Carey E. Priebe

Studies to compare the survival of two or more groups using time-to-event data are of high importance in medical research. The gold standard is the log-rank test, which is optimal under proportional hazards. As the latter is no simple…

Methodology · Statistics 2022-10-25 Ina Dormuth , Tiantian Liu , Jin Xu , Markus Pauly , Marc Ditzhaus

Although unbiasedness is a basic property of a good test, many tests on vector parameters or scalar parameters against two-sided alternatives are not finite-sample unbiased. This was already noticed by Sugiura [Ann. Inst. Statist. Math. 17…

Statistics Theory · Mathematics 2012-03-05 Jana Jurečková , Jan Kalina

The sign and the signed-rank tests for univariate data are perhaps the most popular nonparametric competitors of the t test for paired sample problems. These tests have been extended in various ways for multivariate data in finite…

Methodology · Statistics 2014-11-25 Anirvan Chakraborty , Probal Chaudhuri
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