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(wileyonlinelibrary.com) DOI: 10.1002/pst.1628

Published online in Wiley Online Library

Wilcoxons signed-rank statistic: what null


hypothesis and why it matters
Heng Li and Terri Johnson*
In statistical literature, the term signed-rank test (or Wilcoxon signed-rank test) has been used to refer to two distinct
tests: a test for symmetry of distribution and a test for the median of a symmetric distribution, sharing a common test
statistic. To avoid potential ambiguity, we propose to refer to those two tests by different names, as test for symmetry based
on signed-rank statistic and test for median based on signed-rank statistic, respectively. The utility of such terminological
differentiation should become evident through our discussion of how those tests connect and contrast with sign test and
one-sample t-test. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.
Keywords: matched-pairs design; one-sample t-test; sign test; pedagogy

1. INTRODUCTION
In a paper three pages in length published in Biometrics Bulletin,
Wilcoxon [1] proposed two rank-based statistical tests for
analyzing data from experiments comparing two treatments. The
one for the matched-pairs design has come to be known as
the Wilcoxon signed-rank test (WSR) (or simply signed-rank
test). According to David [2, p.213], this clever and helpful term
was coined by Tukey [3] in an unpublished but repeatedly cited
technical report [the simplest signed-rank tests]. Clever and
helpful indeed is the compound adjective signed-rank. However,
nowadays, it is not clear whether the same can be said about the
phrase signed-rank test as a statistical term, because it has been
used to refer to two different statistical tests having completely
different null hypotheses and thus can give rise to ambiguity.
To make matters more tangled, one of those tests assumes
symmetry of distribution, while the null hypothesis of the other
test is that the distribution is symmetric. This intricate case of
terminological ambiguity (cf. Becker [4]) has practical ramifications: misconceptions, misinterpretations, and misapplications
can often trace their origins to it. As part of this short note, we
put forward a simple solution for this problem, namely, to avoid
using the phrase signed-rank test altogether and start a new terminological convention under which the adjective signed-rank
applies exclusively to the noun statistic. We believe that
the aforementioned convention would better serve statistical
practice and pedagogy.
The rest of the paper is organized as follows. Section 2 provides
background material taken from Lehmann and Romano [5].
Section 3 contains formulation of the two distinct statistical tests
that have both been called signed-rank test. Sections 4 and 5 deal
with the familiar topic of competition among tests based on the
signed-rank statistic, one-sample t-test, and sign test (Dixon and
Mood [6]), partly to illustrate the advantage of the proposed new
terminological convention, whose rationale will have been made
clear in Section 3. Section 6 provides some summary remarks. For
the purpose of this paper, absolutely continuous distribution is
assumed for all random variables and random vectors.

Pharmaceut. Statist. 2014

2. SYMMETRY AS HYPOTHESIS IN THE


RANDOMIZED MATCHED-PAIRS DESIGN
Wilcoxons [1] idea of testing the null hypothesis of no (differences
in) treatment effect (in the sense given in the succeeding texts) in
a randomized experiment with matched-pairs design seems to be
based on the following rationale. Let A and B be two treatments,
experimental units be arranged in pairs, and randomization be
such that the two possible allocations of units to treatments are
equally likely. Let Ui and Vi be, respectively, the outcome of
the unit assigned to treatment A, and the outcome of the unit
assigned to treatment B in the ith of n independent pairs (which
may be considered as n sampling units). If (difference in) treatment effect does not exist on the outcome variable, in that the
outcome of any unit under treatment A is the same as under treatment B, then the joint distributions F.U, U/ of the random vector
.Ui , Vi / and F.V, U/ of the random vector .Vi , Ui / are the same:
F.U, V/ D F.V, U/.
If F.U, V/ D F.V, U/ holds, then the distribution of Xi D Ui  Vi
is symmetric about 0. Retracing those steps, if the null hypothesis of symmetry about 0 is rejected for the parent distribution
of X1 , : : : , Xn , then F.U, V/ D F.V, U/ can logically be considered as rejected as a nested hypothesis, which in turn logically
leads to the rejection of the null hypothesis of no treatment effect.
Thus, the null hypothesis of no treatment effect can be tested
via a test for the hypothesis of symmetry about 0 for X1 , : : : , Xn ,
which is essentially what was constructed in [1] (van Eeden and
Bernard [7], Hjek, Sidk, and Sen [8]). More generally, performed
on X1  m0 , : : : , Xn  m0 , it tests the null hypothesis for any set
of independent random variables X1 , : : : , Xn that each of them is
Center for Devices and Radiological Health, US Food and Drug Administration,
Silver Spring, MD 20993, USA
*Correspondence to: Terri Johnson, Center for Devices and Radiological Health, US
Food and Drug Administration, Silver Spring, MD 20993, USA.
E-mail: terri.johnson@fda.hhs.gov

Published 2014. This article is a U.S. Government work and is in the public domain in the USA.

H. Li and T. Johnson
symmetric about a known constant m0 (Lehmann and Romano
[5]). For the test procedure including test statistic and rejection
region, see Wilcoxon [1] and Lehmann and Romano [5].

4.1. Randomized matched-pairs design for testing no


treatment effect and other equivalent settings

3. SYMMETRY AS ASSUMPTION VERSUS


SYMMETRY AS HYPOTHESIS
In statistical literature the term signed-rank test (or WSR test) has
been widely used to refer to a test of the following hypotheses:
H 0 : m D m0
H a : m m0

4. ONE-SAMPLE T-TEST AS COMPETITOR OF


TESTS BASED ON SIGNED-RANK STATISTIC

(1)

using the test procedure in Wilcoxon [1], where m0 denotes a


known constant and m denotes the median of a distribution
assumed to be symmetric. This test, with null hypothesis being
considered as all symmetric distributions centered at m0 and
alternative hypothesis all other symmetric distributions, is distinct from the one in the previous section. The test in Section 2
addresses the symmetry of a distribution, while the test in this
section concerns the median of a symmetric distribution. Two
tests so different from each other sharing the same name certainly cannot be a situation that anyone could have desired and in
this particular case has been engendering incorrect understanding and usage of both. A terminological distinction between them
is therefore in order. One way to accomplish this is to refer to
the test in this section as test for median based on (Wilcoxon)
signed-rank statistic and the test in Section 2 as test for symmetry based on (Wilcoxon) signed-rank statistic. This approach
involves no new nomenclature and only minimal adjustment to
the current one, hence seems to be reasonable. Indeed, some
authors are already going in that direction (e.g., Thas et al. [9]).
In any event, there should not be any difficulty in adopting
the proposed terminology right away for ones own convenience. Henceforth, the aforementioned tests for symmetry and
for median will be denoted by the symbols TS and TM , respectively (Figure 1). The import of not referring to those two tests by
the same name will be illustrated in the following two sections,
through the systematic discussions therein. As will become
evident, it would be utterly difficult to conduct those basic
discussions without dealing with TS and TM separately. We end
this section by providing some early references related to the test
TM (Walsh [10], Walsh [11], Walsh [12]).

Consider the randomized matched-pairs design for testing the


null hypothesis of no treatment effect. Following the reasoning
in Section 2, we realize that TS can be used as an exact test for
the null hypothesis of no treatment effect by virtue of being an
exact test for the null hypothesis of symmetry about 0 for each
Xi D Ui  Vi . On the other hand, if the one-sample t-test (as specified in (2) in Section 4.2) with 0 D 0 is performed on those
difference scores to test the same null hypothesis of no treatment
effect, then accurate type 1 error rate is guaranteed only under
the distributional assumption of normality. With respect to power,
there have been empirical studies comparing the two tests. For
example, summarizing their simulations, Blair and Higgins [13]
reported that power advantages of the t under normal theory
were small; in non-normal situations, the t test never attained
more than modest advantages. The WSR was more often the more
powerful test, and the magnitude of the WSRs power advantage
often increased with sample size. Given the intense interest in the
control of type 1 error rate, TS has salient advantages over the
one-sample t-test for testing the null hypothesis of no treatment
effect (as defined in Section 2) in a randomized matched-pairs
design, in the absence of findings contrary to assertions like that
quoted in the previous texts from Blair and Higgins [13].
4.2. All other situations
Outside the context of randomized matched-pairs design, TS has
also been applied to test the null hypothesis of symmetry (e.g.,
Lindfors et al. [14]). As such, it is not as much in competition
with the one-sample t-test (but see Laska et al. [15]) as with
other tests of symmetry, like those in Conover [16], McKean and
Hettmansperger [17], and Hollander, Wolfe, and Chicken [18]. So
it only remains to compare TM with the one-sample t-test for the
following hypotheses:
H0 :  D 0
Ha :  0 ,

(2)

Figure 1. Hypotheses tested by TS and TM .

Published 2014. This article is a U.S. Government work and is in the public domain in the USA.

Pharmaceut. Statist. 2014

H. Li and T. Johnson
where  denotes the mean of the distribution and 0 denotes
a known constant, with the assumption that the distribution
is normal. Because all normal distributions are symmetric, the
assumption of symmetry for TM is weaker than the assumption of
normality for the one-sample t-test. Thus, we have the following
ranking of assumptions from the strongest to the weakest: (i) (for
the one-sample t-test) the distribution is normal (and hence symmetric); (ii) (for TM ) the distribution may or may not be normal but
is symmetric; and (iii) the shape of the distribution is unknown.
Under condition (i), where the normality assumption holds,
the one-sample t-test would be the test of choice, as it controls
type 1 error rate accurately and has various optimality properties and overall reasonable performance with regard to power
(e.g., Neyman [19] and King [20]). Under condition (ii), where
the symmetry assumption holds but normality assumption is in
doubt, TM is more attractive than the one-sample t-test given
the exactitude and efficiency of the former (e.g., Hodges and
Lehmann [21], Chernoff and Savage [22]) and possible unsatisfactory control of type 1 error rate of the latter (e.g., Bahadur and
Savage [23], Romano [24]), especially when sample size is small.
Arguably, however, in practice, it is rarely the case that
the normality assumption is not accepted but the symmetry
assumption is acceptable (note that only situations other than
those in Section 4.1 are under discussion here). Although there
is a wide selection of parametric families of non-normal symmetric distributions, situations in which their use is fully justified are
relatively few. It seems to be far more often the case that when
normality assumption is not accepted the symmetry assumption
cannot be accepted either. Without the assumption of symmetry
for the distribution, the mean and the median are not necessarily the same, so TM and the one-sample t-test do not necessarily
test the same hypotheses. Nevertheless, with the aforementioned
caveat in mind, to illustrate what happens when the assumption
of symmetry is violated, we conduct a small simulation to contrast
their operating characteristics, in particular, type 1 error rates.
For the aforementioned simulation, we decided to choose a
bounded distribution, considering that in the real world, all data
generating distributions are bounded; otherwise, our choice of
distribution is mostly arbitrary. It turns out that the asymmetric beta distribution beta (2, 5) (see Gupta and Nadarajah [25]
for comprehensive coverage of beta distribution in theory and
practice) serves the objectives of our illustrative simulation quite
well. Note that the simulation results are applicable not only
to a distribution with the interval [0,1] as its range but also
to a family of distributions with a range of any magnitude, via
location-scale transformations.
Table I contains the results of a simulation of 10,000 runs with
various sample sizes generated from beta (2, 5) (for its shape, see
the asymmetric distributions displayed in Figure 1). Examine the
type 1 error rate inflation for TM in Table I and how it goes up with
sample size. This phenomenon makes perfect sense. For an asymmetric distribution, even if the median equals the value specified
in the null hypothesis for TM (1), the whole distribution is still
in the territory of alternative hypothesis for TS (Figure 1), so the
probability of rejection is expected to trend up for TS as sample
size increases and therefore also for TM because it has the same
test statistic and rejection region as TS . For the same reason, when
the distribution does not satisfy the assumption of symmetry, the
type 1 error rate for TM (1) is practically always inflated and grossly
so when the sample size is large. On the other hand, the type 1
error rate for the one-sample t-test (2) is relatively well contained
and tends to be closer to the nominal 5% as sample size increases,

Pharmaceut. Statist. 2014

Table I. Type I error rate at two-sided of 0.05: beta (2, 5)


on 10,000 runs.
Sample size

t-test (%)

TM (%)

Test for median H0 : m D medianofbeta.2, 5/ D 0.26445


10
30
50
100
1000

5.4
8.7
13.0
24.8
98.8

5.3
6.8
8.0
10.8
63.2

Test for mean H0 :  D meanofbeta.2, 5/ D 0.2857145


10
30
50
100
1000

5.6
5.8
5.7
5.1
4.8

5.1
6.5
7.4
8.4
37.3

which is not surprising given the central limit theorem. The issue
of ties does not arise in this paper as absolutely continuous distribution is assumed; where it does, TM (1) would in all likelihood
compare even less favorably to one-sample t-test (2).
Some textbooks and tutorials do not mention the assumption
of symmetry in their introduction of TM to the reader. Some contain remarks from which the reader may get the wrong impression
of TM being in general preferable to one-sample t-test when the
normality assumption is in doubt. The illustrative aforementioned
simulation should serve as a warning of the perils of handling the
assumption of symmetry casually. Considering the serious consequence of its violation, the assumption of symmetry ought to
be emphasized, rather than glossed over or brushed aside, at the
point where TM is introduced to the reader in elementary textbooks. If TM is covered in a first course in statistics, it should be
instructive to describe its behavior under asymmetric distribution, in particular, the runaway type 1 error inflation as sample size
increases, and contrast it with that of t-test under the same distribution. After such an exercise (as the simulation performed in
this paper), it should be clear that TM does not possess the kind
of robustness that t-test does. Therefore, while the one-sample
t-test (2) (for mean) enjoys wide applicability, routine use of TM (1)
(for median) is not advisable. Finally, the shaded regions of Table I
remind us that TM should never be used as a test for mean, and
t-test should never be used as a test for median.

5. SIGN TEST AS COMPETITOR OF TESTS


BASED ON SIGNED-RANK STATISTIC
5.1. Randomized matched-pairs design for testing no
treatment effect and other equivalent settings
If a distribution is symmetric about 0, then its median is 0.
Therefore, under the situation described in Section 4.1, the sign
test for the null hypothesis of median being 0 can be used to test
the null hypothesis of no treatment effect: If the median of difference score is not 0, then its distribution is not symmetric about 0,
which implies non-null treatment effect in the sense of Section 2.
The null hypothesis of TS is contained in that of the sign test,
which means that there are non-null treatment effects within the
null hypothesis of sign test but potentially detectable by TS . For

Published 2014. This article is a U.S. Government work and is in the public domain in the USA.

H. Li and T. Johnson
treatment effects outside the null hypothesis of sign test, often,
the power of TS is higher than that of sign test but not always
(Section 5.2). All in all, there do not seem to be many reasons to
prefer sign test over TS unless one has absolutely no interest in
detecting those non-null treatment effects that happen to have a
median difference of 0.

Table III. Power: null distribution uniform (0, 1), 10,000


runs, H0 : m D 0.5, two-sided D 0.05.
n

Shift

TM (%)

Sign test (%)

10

0.00
0.05
0.10
0.15
0.20

4.6
7.2
14.0
25.9
42.0

2.0
2.6
5.0
8.6
15.1

30

0.00
0.05
0.10
0.15
0.20

4.9
14.6
39.6
71.1
92.0

4.1
7.9
17.7
35.5
58.7

50

0.00
0.05
0.10
0.15
0.20

5.1
20.6
61.5
91.4
99.2

3.3
7.7
24.2
50.2
78.7

100

0.00
0.05
0.10
0.15
0.20

5.1
37.1
89.1
99.7
>99.9

3.8
13.4
46.6
81.9
97.8

1000

0.00
0.05
0.10
0.15
0.20

5.1
99.9
>99.9
>99.9
>99.9

4.5
88.3
>99.9
>99.9
>99.9

5.2. All other situations


As pointed out and illustrated in Section 4.2, when the
assumption of symmetry is not accepted, routine use of TM is
not advisable; the sign test for median is much to be preferred
(Bradley [26, p.104]) because of its exactitude. Under the assumption of symmetry, TM is a competitor of sign test. Simulation
studies have been conducted to compare the power of the two
tests (e.g., Bning and Qari [27]).
We simulated the power of TM and sign test for the beta
(4, 4) distribution (for its shape, see the symmetric distributions
displayed in Figure 1), the uniform distribution and the Cauchy
distribution (extremely long tailed) when the distribution under
alternative hypothesis is a shift of the distribution under null
hypothesis. The results as displayed in Tables IIIV show that the
power of TM greatly exceeds that of the sign test for the beta
(4, 4) distribution and the uniform distribution (note, however,
that sometimes, the actual type 1 error rate for the sign test is
lower than the nominal 0.05, which may contribute to low power).
For Cauchy distribution, on the other hand, the power of the sign

Table II. Power: null distribution beta (4, 4), 10,000 runs,
H0 : m D 0.5, two-sided D 0.05.
n

Shift

TM (%)

Sign test (%)

10

0.00
0.025
0.05
0.075
0.10

5.0
6.4
12.6
22.3
35.7

2.2
3.0
5.2
9.8
16.7

30

0.00
0.025
0.05
0.075
0.10

4.7
10.7
31.2
60.4
85.1

4.1
8.0
19.3
39.6
63.4

50

0.00
0.025
0.05
0.075
0.10

5.0
16.1
49.4
83.2
97.4

3.3
8.9
27.9
56.6
82.5

100

0.00
0.025
0.05
0.075
0.10

4.7
28.5
79.3
98.8
>99.9

3.6
15.5
52.5
88.0
98.9

1000

0.00
0.025
0.05
0.075
0.10

5.2
99.3
>99.9
>99.9
>99.9

4.5
88.3
>99.9
>99.9
>99.9

test is greater than that of TM at all selected values of shift larger


than or equal to 0.5. More extensive simulations would result in
better understanding of their operating characteristics (cf. Freidlin
and Gastwirth [28]).

6. SUMMARY
A statistical test procedure proposed in Wilcoxon [1] has been
used for two different purposes: to test whether a distribution
is symmetric about a known constant and to test whether the
median of a symmetric distribution equals a known constant.
In the current literature, those two tests share the same name
(Section 1), which can be a source of confusion for students
and practitioners alike. To distinguish between those two tests,
we propose to refer to them as test for symmetry based on
signed-rank statistic (denoted by TS ) and test for median based on
signed-rank statistic (denoted by TM ), respectively. Note that the
proposed nomenclature does not introduce any new terms into
the statistical lexicon.
Equipped with our terminological improvement, we embarked
on a discussion of two topics of general interest: those of comparisons with one-sample t-test and sign test. We hope we
have demonstrated that informative discussion on those topics is challenging without making clear distinction between TS
and TM . Here is a short recapitulation of our discussion. We
first considered the randomized matched-pairs design. In this
setting, TS is distribution-free as a test of the null hypothesis
of no treatment effect (Section 2). Its power does not go much
less than that of the t-test and seems to be higher than the sign

Published 2014. This article is a U.S. Government work and is in the public domain in the USA.

Pharmaceut. Statist. 2014

H. Li and T. Johnson

REFERENCES
Table IV. Power: null distribution standard cauchy, 10,000
runs, H0 : m D 0, two-sided D 0.05.
n

Shift

TM (%)

Sign test (%)

10

0
0.2
0.5
1.0
1.5
2.0

4.8
6.7
12.6
28.6
41.8
50.8

2.2
3.7
8.1
24.8
41.8
54.7

30

0
0.2
0.5
1.0
1.5
2.0

4.8
9.2
29.4
69.6
89.2
95.8

4.4
9.5
34.3
80.7
96.1
99.2

50

0
0.2
0.5
1.0
1.5
2.0

4.7
12.7
44.5
89.4
98.5
99.7

3.0
10.9
49.1
94.5
99.7
>99.9

100

0
0.2
0.5
1.0
1.5
2.0

5.0
19.0
73.4
99.5
>99.9
>99.9

3.5
18.6
81.4
>99.9
>99.9
>99.9

test most of the time. On balance, it seems reasonable to say that


TS compares favorably with t-test and sign test as a test of the null
hypothesis of no treatment effect in a randomized matched-pairs
design (and other equivalent structures). It should be noted that
various tests for symmetry can be found in the literature, but comparison of TS with those tests is beyond the scope of our paper.
As for TM , its type 1 error rate will be inflated, and the inflation
tends to go up rapidly with sample size when the assumption of
symmetry of distribution is violated, as illustrated by our simulation. The aforementioned behavior of TM for median contrasts
sharply to the robustness of the t-test for mean when the assumption of normality is violated, a contrast that we believe should be
emphasized in introductory statistical texts. The sign test does not
assume symmetry of distribution and thus compares favorably
with TM , which relies on the assumption of symmetry.

Acknowledgements
The authors would like to thank Ted Peterson for his assistance with generating the figure for the manuscript. In addition,
the authors would like to express their appreciation to two
colleagues, Drs. Vandana Mukhi and Jessica Kim, for providing
helpful comments.

Pharmaceut. Statist. 2014

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Published 2014. This article is a U.S. Government work and is in the public domain in the USA.

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