期刊
STATISTICS IN MEDICINE
卷 37, 期 27, 页码 3991-4006出版社
WILEY
DOI: 10.1002/sim.7890
关键词
area under the curve; Mann-Whitney U test; probabilistic index; receiver operating characteristic curve; Wilcoxon rank sum test
For the two-sample problem, the Wilcoxon-Mann-Whitney (WMW) test is used frequently: it is simple to explain (a permutation test on the difference in mean ranks), it handles continuous or ordinal responses, it can be implemented for large or small samples, it is robust to outliers, it requires few assumptions, and it is efficient in many cases. Unfortunately, the WMW test is rarely presented with an effect estimate and confidence interval. A natural effect parameter associated with this test is the Mann-Whitney parameter, phi = Pr[ X
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