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브루너-문젤 검정(Brunner-Munzel Test)×Welch's t-test (unequal variances)×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도20001947
창시자Edgar Brunner & Ullrich MunzelB. L. Welch
유형Nonparametric two-sample comparisonParametric mean comparison (unequal variances)
원전Brunner, E. & Munzel, U. (2000). The Nonparametric Behrens-Fisher Problem: Asymptotic Theory and a Small-Sample Approximation. Biometrical Journal, 42(1), 17–25. DOI ↗Welch, B. L. (1947). The generalization of Student's problem when several different population variances are involved. Biometrika, 34(1/2), 28–35. DOI ↗
별칭Brunner-Munzel Testi, generalized Wilcoxon test, nonparametric Behrens-Fisher test, probabilistic index testunequal variances t-test, Welch-Satterthwaite t-test, Welch t-Testi (Eşit Olmayan Varyans)
관련64
요약The Brunner-Munzel test is a nonparametric two-sample hypothesis test that estimates the probabilistic superiority index P(X < Y) — the probability that a randomly selected observation from one group exceeds a randomly selected observation from the other. Introduced by Brunner and Munzel in 2000 as a solution to the nonparametric Behrens-Fisher problem, it remains valid even when the two groups have unequal variances or differently shaped distributions, making it a robust alternative to the Mann-Whitney U test in heteroscedastic settings.Welch's t-test is a parametric hypothesis test that compares the means of two independent groups without assuming their variances are equal. It was introduced by B. L. Welch in 1947 as a more robust generalization of Student's two-sample test for situations where the two groups have different spread.
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