WILCOX - Wilcoxon distribution

The Wilcoxon distribution is a discrete distribution. It calculates the sum of ranks of objects in the Mann-Whitney-Wilcoxon rank-sum test where two samples from the same arbitrary distribution are compared.

When two variables, x and y, are measured for the same objects, the objects are split into two sets.
  • The first set contains objects where x > y.
  • The second set contains objects where x <= y.

For each object, the rank of |x-y| is calculated. The statistics is calculated as the sum of ranks of the objects that belong to the set with the lowest values.

The Wilcoxon distribution has one parameter, the number of items.