In a normal approximation to the Wilcoxon rank sum test, the standardized test statistic is calculated as z = 1.96. For a two-tail test, the p-value of the test is 0.025.

Normal Approximation

The process of using the normal distribution to approximate the distribution of a sample statistic.

Standardized Test Statistic

A statistic that has been transformed to have a mean of zero and a standard deviation of one, used in hypothesis testing.

P-value

A statistical measure that helps scientists and researchers determine the significance of their results, representing the probability of observing the collected data, or something more extreme, if the null hypothesis were true.