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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_nonpar_prob_mwu_noties (g08aj)

## Purpose

nag_nonpar_prob_mwu_noties (g08aj) calculates the exact tail probability for the Mann–Whitney rank sum test statistic for the case where there are no ties in the two samples pooled together.

## Syntax

[p, ifail] = g08aj(n1, n2, tail, u)
[p, ifail] = nag_nonpar_prob_mwu_noties(n1, n2, tail, u)

## Description

nag_nonpar_prob_mwu_noties (g08aj) computes the exact tail probability for the Mann–Whitney U$U$ test statistic (calculated by nag_nonpar_test_mwu (g08ah) and returned through the parameter u) using a method based on an algorithm developed by Harding (1983), and presented by Neumann (1988), for the case where there are no ties in the pooled sample.
The Mann–Whitney U$U$ test investigates the difference between two populations defined by the distribution functions F(x)$F\left(x\right)$ and G(y)$G\left(y\right)$ respectively. The data consist of two independent samples of size n1${n}_{1}$ and n2${n}_{2}$, denoted by x1,x2,,xn1${x}_{1},{x}_{2},\dots ,{x}_{{n}_{1}}$ and y1,y2,,yn2${y}_{1},{y}_{2},\dots ,{y}_{{n}_{2}}$, taken from the two populations.
The hypothesis under test, H0${H}_{0}$, often called the null hypothesis, is that the two distributions are the same, that is F(x) = G(x)$F\left(x\right)=G\left(x\right)$, and this is to be tested against an alternative hypothesis H1${H}_{1}$ which is
• H1${H}_{1}$: F(x)G(y)$F\left(x\right)\ne G\left(y\right)$; or
• H1${H}_{1}$: F(x) < G(y)$F\left(x\right), i.e., the x$x$'s tend to be greater than the y$y$'s; or
• H1${H}_{1}$: F(x) > G(y)$F\left(x\right)>G\left(y\right)$, i.e., the x$x$'s tend to be less than the y$y$'s,
using a two tailed, upper tailed or lower tailed probability respectively. You select the alternative hypothesis by choosing the appropriate tail probability to be computed (see the description of parameter tail in Section [Parameters]).
Note that when using this test to test for differences in the distributions one is primarily detecting differences in the location of the two distributions. That is to say, if we reject the null hypothesis H0${H}_{0}$ in favour of the alternative hypothesis H1${H}_{1}$: F(x) > G(y)$F\left(x\right)>G\left(y\right)$ we have evidence to suggest that the location, of the distribution defined by F(x)$F\left(x\right)$, is less than the location, of the distribution defined by G(y)$G\left(y\right)$.
nag_nonpar_prob_mwu_noties (g08aj) returns the exact tail probability, p$p$, corresponding to U$U$, depending on the choice of alternative hypothesis, H1${H}_{1}$.
The value of p$p$ can be used to perform a significance test on the null hypothesis H0${H}_{0}$ against the alternative hypothesis H1${H}_{1}$. Let α$\alpha$ be the size of the significance test (that is, α$\alpha$ is the probability of rejecting H0${H}_{0}$ when H0${H}_{0}$ is true). If p < α$p<\alpha$ then the null hypothesis is rejected. Typically α$\alpha$ might be 0.05$0.05$ or 0.01$0.01$.

## References

Conover W J (1980) Practical Nonparametric Statistics Wiley
Harding E F (1983) An efficient minimal-storage procedure for calculating the Mann–Whitney U, generalised U and similar distributions Appl. Statist. 33 1–6
Neumann N (1988) Some procedures for calculating the distributions of elementary nonparametric teststatistics Statistical Software Newsletter 14(3) 120–126
Siegel S (1956) Non-parametric Statistics for the Behavioral Sciences McGraw–Hill

## Parameters

### Compulsory Input Parameters

1:     n1 – int64int32nag_int scalar
The number of non-tied pairs, n1${\mathit{n}}_{1}$.
Constraint: n11${\mathbf{n1}}\ge 1$.
2:     n2 – int64int32nag_int scalar
The size of the second sample, n2${\mathit{n}}_{2}$.
Constraint: n21${\mathbf{n2}}\ge 1$.
3:     tail – string (length ≥ 1)
Indicates the choice of tail probability, and hence the alternative hypothesis.
tail = 'T'${\mathbf{tail}}=\text{'T'}$
A two tailed probability is calculated and the alternative hypothesis is H1 : F(x)G(y)${H}_{1}:F\left(x\right)\ne G\left(y\right)$.
tail = 'U'${\mathbf{tail}}=\text{'U'}$
An upper tailed probability is calculated and the alternative hypothesis H1 : F(x) < G(y)${H}_{1}:F\left(x\right), i.e., the x$x$'s tend to be greater than the y$y$'s.
tail = 'L'${\mathbf{tail}}=\text{'L'}$
A lower tailed probability is calculated and the alternative hypothesis H1 : F(x) > G(y)${H}_{1}:F\left(x\right)>G\left(y\right)$, i.e., the x$x$'s tend to be less than the y$y$'s.
Constraint: tail = 'T'${\mathbf{tail}}=\text{'T'}$, 'U'$\text{'U'}$ or 'L'$\text{'L'}$.
4:     u – double scalar
U$U$, the value of the Mann–Whitney rank sum test statistic. This is the statistic returned through the parameter u by nag_nonpar_test_mwu (g08ah).
Constraint: u0.0${\mathbf{u}}\ge 0.0$.

None.

wrk lwrk

### Output Parameters

1:     p – double scalar
The exact tail probability, p$p$, as specified by the parameter tail.
2:     ifail – int64int32nag_int scalar
${\mathrm{ifail}}={\mathbf{0}}$ unless the function detects an error (see [Error Indicators and Warnings]).

## Error Indicators and Warnings

Errors or warnings detected by the function:
ifail = 1${\mathbf{ifail}}=1$
 On entry, n1 < 1${\mathbf{n1}}<1$, or n2 < 1${\mathbf{n2}}<1$.
ifail = 2${\mathbf{ifail}}=2$
 On entry, tail ≠ 'T'${\mathbf{tail}}\ne \text{'T'}$, 'U'$\text{'U'}$ or 'L'$\text{'L'}$.
ifail = 3${\mathbf{ifail}}=3$
 On entry, u < 0.0${\mathbf{u}}<0.0$.
ifail = 4${\mathbf{ifail}}=4$
 On entry, lwrk < (n1 × n2) / 2 + 1$\mathit{lwrk}<\left({\mathbf{n1}}×{\mathbf{n2}}\right)/2+1$.

## Accuracy

The exact tail probability, p$p$, is computed to an accuracy of at least 4$4$ significant figures.

The time taken by nag_nonpar_prob_mwu_noties (g08aj) increases with n1${n}_{1}$ and n2${n}_{2}$ and the product n1n2${n}_{1}{n}_{2}$.

## Example

```function nag_nonpar_prob_mwu_noties_example
n1 = int64(16);
n2 = int64(23);
tail = 'Lower-tail';
u = 86;
[p, ifail] = nag_nonpar_prob_mwu_noties(n1, n2, tail, u)
```
```

p =

0.0022

ifail =

0

```
```function g08aj_example
n1 = int64(16);
n2 = int64(23);
tail = 'Lower-tail';
u = 86;
[p, ifail] = g08aj(n1, n2, tail, u)
```
```

p =

0.0022

ifail =

0

```