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z_big
2010 Aug 17
3
Weird differing results when using the Wilcoxon-test
...aid, if I set e.g. size = 60, then the p-values of wilcox.test and
wilcox_test differ, as expected.
What's puzzling me particularly is the differing results when wanting to
calculate the p-value manually, for bigger sample sizes.
So, if we get the W-score from wilcox.test:
#---BeginCode---
W_big = wilcox.test(big1, big2))$statistic
#---EndCode---
and "convert" it to a Z-score, like this:
#---BeginCode---
mu_big = (size^2)/2
sd_big = sqrt(size*size*(size + size + 1)/12)
N = size + size
sd_big_corr = sqrt( (size * size) / (N * (N - 1)) * (N^3 - N) / 12 )
Z_big = (((W_big - mu_bi...