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브루너-문젤 검정(Brunner-Munzel Test)×Wilcoxon 부호 순위 검정×
분야통계학통계학
계열Hypothesis testHypothesis test
기원 연도20001945
창시자Edgar Brunner & Ullrich MunzelFrank Wilcoxon
유형Nonparametric two-sample comparisonNonparametric paired comparison
원전Brunner, E. & Munzel, U. (2000). The Nonparametric Behrens-Fisher Problem: Asymptotic Theory and a Small-Sample Approximation. Biometrical Journal, 42(1), 17–25. DOI ↗Wilcoxon, F. (1945). Individual comparisons by ranking methods. Biometrics Bulletin, 1(6), 80–83. DOI ↗
별칭Brunner-Munzel Testi, generalized Wilcoxon test, nonparametric Behrens-Fisher test, probabilistic index testWilcoxon matched-pairs signed-rank test, signed-rank test, Wilcoxon İşaretli Sıra Testi
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.The Wilcoxon signed-rank test is the nonparametric alternative to the paired t-test, comparing two related measurements on the same subjects to decide whether their typical difference is zero. It was introduced by Frank Wilcoxon in 1945 and works on continuous or ordinal data without assuming normality.
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