[R] wilcox.test test statistic

[Peter Dalgaard]

João Fadista wrote:
> Dear all,
>  
> When we perform a Wilcoxon rank sum test (on two samples with different sizes) we get a test statistic. My question is, as the value of test statistic increases the difference between the distributions of the two samples also increase, right?
>  
Wrong. It has a minimum value of zero and some maximum which increases 
with the sample size. Both extremes occur for nonoverlapping 
distributions, whereas the "middle" values  correspond to  similar 
distributions.

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
 (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)                  FAX: (+45) 35327907