This test is used in place of a two sample t test when
the populations being compared are not normal. It requires independent
random samples of sizes 
and 
. The test is very simple
and consists of combining the two samples into one sample of
size 
, sorting the result, assigning ranks to the sorted
values (giving the average rank to any `tied' observations), and then
letting T be the sum of the ranks for the observations in the
first sample. If the two populations have the same distribution
then the sum of the ranks of the first sample and those in the second sample
should be close to the same value. Stataquest returns a p value for
the null hypothesis that the two distributions are the same.