In statistics, a rank test is any test involving ranks. Rank tests are related to permutation tests.
Motivation edit
The motivation to test differences between samples is that ranks are in some sense maximally invariant to monotone transformations. This may be important when there is outliers or when dealing with ordinal data.
Examples edit
Literature edit
- Boos, D.D., Stefanski, L.A. (2013). Permutation and Rank Tests. In: Essential Statistical Inference. Springer Texts in Statistics, vol 120. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-4818-1_12