Rank test explained

In statistics, a rank test is any test involving ranks. Rank tests are related to permutation tests.

Motivation

The motivation to test differences between samples is that ranks are in some sense maximally invariant to monotone transformations.This may be important when there is outliers or when dealing with ordinal data.

Examples

• Wilcoxon signed-rank test
• Kruskal–Wallis one-way analysis of variance
  • Mann–Whitney U (special case)
• Page's trend test
• Friedman test
• Rank products
• Cucconi test
• Lepage test

Literature

• Boos, D.D., Stefanski, L.A. (2013). Permutation and Rank Tests. In: Essential Statistical Inference. Springer Texts in Statistics, vol 120. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4818-1_12