Hypothesis test
Brunner-Munzel Test
Brunner-Munzel检验是一种非参数双样本假设检验，它估计概率优势指数P(X < Y)——即从一个组中随机选择的观测值大于从另一个组中随机选择的观测值的概率。该检验由Brunner和Munzel于2000年提出，旨在解决非参数Behrens-Fisher问题，即使在两组方差不等或分布形状不同时也保持有效，使其成为异方差情况下Mann-Whitney U检验的稳健替代方案。
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来源
- Brunner, E. & Munzel, U. (2000). The Nonparametric Behrens-Fisher Problem: Asymptotic Theory and a Small-Sample Approximation. Biometrical Journal, 42(1), 17–25. DOI: 10.1002/(sici)1521-4036(200001)42:1<17::aid-bimj17>3.0.co;2-u ↗
- Neubert, K. & Brunner, E. (2007). A studentized permutation test for the nonparametric Behrens-Fisher problem. Computational Statistics & Data Analysis, 51(10), 5192–5204. DOI: 10.1016/j.csda.2006.05.024 ↗
- Brunner, E., Bathke, A. C., & Konietschke, F. (2019). Rank and Pseudo-Rank Procedures for Independent Observations in Factorial Designs. Springer. DOI: 10.1007/978-3-030-02914-2 ↗
如何引用本页
ScholarGate. (2026, June 1). Brunner-Munzel Nonparametric Behrens-Fisher Test. ScholarGate. https://scholargate.app/zh/statistics/brunner-munzel-test
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- Fligner-Killeen 方差齐性检验统计学↔ compare
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