[Feature Request] Wilcoxon signed ranked test

[bvenn]

A Wilcoxon test compares two samples deriving from non-parametric distributions. While a test for multiple samples exists in FSharp.Stats (H-test), a test for two samples is missing.

• [x] Wilcoxon test
• [ ] Mann–Whitney U test
• [x] documentation
• [x] unit tests

[bvenn]

I have to clarify myself since I noticed there are two versions that easily get mixed up.

1. Mann–Whitney U test that tests two independent samples
2. Wilcoxon signed-rank test that tests dependent samples

None of these are implemented in FSharp.Stats at the moment.

[omaus]

I'm working atm. on the implementation of the Mann-Whitney U test.

[zieglerSe]

I'm working on the wilcoxon signed-rank test.

[bvenn]

Wilcoxon test is implemented with documentation and unit tests. @omaus, what is the status of the Mann-Whitney U test?