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The Wilcoxon Signed-Rank Test Calculator is a non-parametric alternative to the paired t-test for analyzing paired or matched data. It ranks the absolute differences between paired observations and compares the sum of positive ranks to the sum of negative ranks, making it robust to outliers and non-normal distributions.
Enter the differences (or paired differences) for up to 10 observations. The calculator computes W+, W−, the test statistic, and a normal approximation Z-score. Zero differences are excluded from the analysis.
The Wilcoxon signed-rank test procedure:
The test statistic is \(W = \min(W^+, W^-)\). Under the null hypothesis of symmetric distribution around zero:
$$\mu_W = \frac{n(n+1)}{4}, \quad \sigma_W = \sqrt{\frac{n(n+1)(2n+1)}{24}}$$
Where \(n\) is the number of non-zero differences. The Z approximation is:
$$Z = \frac{W - \mu_W}{\sigma_W}$$
For small samples (n < 15), use exact tables for the Wilcoxon signed-rank distribution. The Z approximation is reliable for n ≥ 15-20. If \(W^+\) is much larger than \(W^-\), the differences tend to be positive (post values exceed pre values); the reverse indicates a negative shift.
Interpreting the Wilcoxon signed-rank test:
Inputs
Results
Six patients showing differences after treatment. W+ = 16, W− = 5 — more positive differences but Z = -0.94 does not reach significance with only 6 observations.
Inputs
Results
Eight subjects on a diet. Mostly negative differences (weight loss). W = 3 with Z ≈ -2.1 indicates significant weight reduction at α = 0.05.
Use the Wilcoxon signed-rank test when: (1) Differences are not normally distributed, (2) Data contain outliers, (3) Data are ordinal (ranked) rather than interval, (4) Sample size is small and normality cannot be verified. For normally distributed differences, the paired t-test has slightly more statistical power, but the Wilcoxon test is nearly as powerful (95% asymptotic relative efficiency).
Zero differences (di = 0) are excluded from the analysis because they provide no information about the direction of change. The effective sample size n is the count of non-zero differences only. Some methods assign zero differences half to positive and half to negative ranks, but the standard approach is exclusion.
When two or more absolute differences are equal, they receive the average of the ranks they would occupy. For example, if the 3rd and 4th smallest absolute differences are equal, both receive rank 3.5. A tie correction adjusts the variance formula, but the effect is usually small. Extensive ties may reduce the test's power.
The sign test only considers the direction (sign) of each difference, ignoring magnitudes. The Wilcoxon signed-rank test uses both direction and magnitude (through ranks). This makes the signed-rank test more powerful when the underlying distribution is symmetric. The sign test is more appropriate when only the direction of difference is meaningful.
The test assumes: (1) The differences are independent, (2) The differences come from a continuous, symmetric distribution around the median. Note that symmetry of the differences is required — the original paired values do not need to be symmetric. This is weaker than the normality assumption of the paired t-test but stronger than the sign test's assumptions.
Yes. To test whether a sample median equals a hypothesized value μ₀, compute di = Xi − μ₀ for each observation and apply the signed-rank test to these differences. This is the one-sample version of the test, analogous to the one-sample t-test but without assuming normality.
Roboculator Team
The Roboculator Team explains calculations, planning tools, and practical formulas in clear language for real-life situations.
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