BMTest: Brunner-Munzel Test for Two Independent Samples
Description
Performs the Brunner-Munzel nonparametric test for two independent groups,
which estimates the probability that a randomly selected value from one group
is less than a randomly selected value from the other group.
An object of class "comparacion" and "brunnermunzel", containing:
Resultados: A data frame with test statistics, p-value, and estimated effect size.
Promedios: A named numeric vector of group means.
Orden_Medias: Group names ordered by their mean values (descending).
Metodo: A character string describing the test and hypothesis.
p_hat: Estimated probability that a value from grupo1 is less than a value from grupo2 (plus 0.5 * ties).
Arguments
grupo1
Numeric vector of values from group 1.
grupo2
Numeric vector of values from group 2.
alpha
Significance level (default = 0.05).
alternative
Character string specifying the alternative hypothesis.
One of "two.sided" (default), "greater", or "less".
Details
This test is suitable when group variances are unequal and/or sample sizes differ.
It does not assume equal variances and is often used as a more robust alternative to the Wilcoxon test.
Advantages:
- Handles unequal variances and non-normality.
- Recommended when variance homogeneity is questionable.
Disadvantages:
- Less well-known and supported.
- Requires large sample sizes for accurate inference.
References
Brunner, E., & Munzel, U. (2000). "The nonparametric Behrens-Fisher problem: Asymptotic theory and a small-sample approximation." Biometrical Journal, 42(1), 17–25. <https://doi.org/10.1002/(SICI)1521-4036(200001)42:1