An Updated Wilcoxon–Mann–Whitney Test

The Wilcoxon–Mann–Whitney test, also known as the Wilcoxon rank–sum test and the Mann-Whitney U test, is a non–parametric method used to compare differences between two independent variables when the dependent variable is either ordinal or continuous. The associated test statistic follows a discrete distribution, the quantiles and corresponding p-values of which are traditionally determined using “traditional" definitions. We show that the utilisation of the mid–quantiles and mid p-values leads to a test with improved attainment rates and power.