mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-10 17:44:23 +00:00
72 lines
2.7 KiB
Markdown
72 lines
2.7 KiB
Markdown
|
---
|
|||
|
toc_priority: 310
|
|||
|
toc_title: mannWhitneyUTest
|
|||
|
---
|
|||
|
|
|||
|
# mannWhitneyUTest {#mannwhitneyutest}
|
|||
|
|
|||
|
Applies the Mann-Whitney rank test to samples from two populations.
|
|||
|
|
|||
|
**Syntax**
|
|||
|
|
|||
|
``` sql
|
|||
|
mannWhitneyUTest[(alternative[, continuity_correction])](sample_data, sample_index)
|
|||
|
```
|
|||
|
|
|||
|
Values of both samples are in the `sample_data` column. If `sample_index` equals to 0 then the value in that row belongs to the sample from the first population. Otherwise it belongs to the sample from the second population.
|
|||
|
The null hypothesis is that two populations are stochastically equal. Also one-sided hypothesises can be tested. This test does not assume that data have normal distribution.
|
|||
|
|
|||
|
**Parameters**
|
|||
|
|
|||
|
- `alternative` — alternative hypothesis. (Optional, default: `'two-sided'`.) [String](../../../sql-reference/data-types/string.md).
|
|||
|
- `'two-sided'`;
|
|||
|
- `'greater'`;
|
|||
|
- `'less'`.
|
|||
|
- `continuity_correction` - if not 0 then continuity correction in the normal approximation for the p-value is applied. (Optional, default: 1.) [UInt64](../../../sql-reference/data-types/int-uint.md).
|
|||
|
- `sample_data` — sample data. [Integer](../../../sql-reference/data-types/int-uint.md), [Float](../../../sql-reference/data-types/float.md) or [Decimal](../../../sql-reference/data-types/decimal.md).
|
|||
|
- `sample_index` — sample index. [Integer](../../../sql-reference/data-types/int-uint.md).
|
|||
|
|
|||
|
|
|||
|
**Returned values**
|
|||
|
|
|||
|
[Tuple](../../../sql-reference/data-types/tuple.md) with two elements:
|
|||
|
- calculated U-statistic. [Float64](../../../sql-reference/data-types/float.md).
|
|||
|
- calculated p-value. [Float64](../../../sql-reference/data-types/float.md).
|
|||
|
|
|||
|
|
|||
|
**Example**
|
|||
|
|
|||
|
Input table:
|
|||
|
|
|||
|
``` text
|
|||
|
┌─sample_data─┬─sample_index─┐
|
|||
|
│ 10 │ 0 │
|
|||
|
│ 11 │ 0 │
|
|||
|
│ 12 │ 0 │
|
|||
|
│ 1 │ 1 │
|
|||
|
│ 2 │ 1 │
|
|||
|
│ 3 │ 1 │
|
|||
|
└─────────────┴──────────────┘
|
|||
|
```
|
|||
|
|
|||
|
Query:
|
|||
|
|
|||
|
``` sql
|
|||
|
SELECT mannWhitneyUTest('greater')(sample_data, sample_index) FROM mww_ttest;
|
|||
|
```
|
|||
|
|
|||
|
Result:
|
|||
|
|
|||
|
``` text
|
|||
|
┌─mannWhitneyUTest('greater')(sample_data, sample_index)─┐
|
|||
|
│ (9,0.04042779918503192) │
|
|||
|
└────────────────────────────────────────────────────────┘
|
|||
|
```
|
|||
|
|
|||
|
**See Also**
|
|||
|
|
|||
|
- [Mann–Whitney U test](https://en.wikipedia.org/wiki/Mann%E2%80%93Whitney_U_test)
|
|||
|
- [Stochastic ordering](https://en.wikipedia.org/wiki/Stochastic_ordering)
|
|||
|
|
|||
|
[Original article](https://clickhouse.tech/docs/en/sql-reference/aggregate-functions/reference/mannwhitneyutest/) <!--hide-->
|