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| Main Author: | |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2511.20308 |
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| _version_ | 1866912753824825344 |
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| author | Grendar, Marian |
| author_facet | Grendar, Marian |
| contents | The traditional WMW null hypothesis $H_0: F = G$ is erroneously too broad. WMW actually tests narrower $H_0: AUC = 0.5$. Asymptotic distribution of the standardized $U$ statistic (i.e., the empirical AUC) under the correct $H_0$ is derived along with finite sample bias corrections. The traditional alternative hypothesis of stochastic dominance is too narrow. WMW is consistent against $H_1: AUC \neq 0.5$, as established by Van Dantzig in 1951. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2511_20308 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Wilcoxon-Mann-Whitney Test of No Group Discrimination Grendar, Marian Methodology 62G10 The traditional WMW null hypothesis $H_0: F = G$ is erroneously too broad. WMW actually tests narrower $H_0: AUC = 0.5$. Asymptotic distribution of the standardized $U$ statistic (i.e., the empirical AUC) under the correct $H_0$ is derived along with finite sample bias corrections. The traditional alternative hypothesis of stochastic dominance is too narrow. WMW is consistent against $H_1: AUC \neq 0.5$, as established by Van Dantzig in 1951. |
| title | Wilcoxon-Mann-Whitney Test of No Group Discrimination |
| topic | Methodology 62G10 |
| url | https://arxiv.org/abs/2511.20308 |