None of them.

 - mood.test() looks promising until you read the help page and see that it 
does not do Mood's test for equality of quantiles, it does Mood's test for 
equality of scale parameters.
 - wilcox.test() is not a test for equal medians
 - ks.test() is not a test for equal medians.


Mood's test for the median involves dichotomizing the data at the pooled median 
and then doing Fisher's exact test to see if the binary variable has the same 
mean in the two samples.

median.test<-function(x,y){
   z<-c(x,y)
   g <- rep(1:2, c(length(x),length(y)))
   m<-median(z)
   fisher.test(z<m,g)$p.value
}

Like most exact tests, it is quite conservative at small sample sizes.

     -thomas

On Tue, 6 Apr 2010, cheba meier wrote:

Dear all,

What is the right test to test whether the median of two groups are
statistically significant? Is it the wilcox.test, mood.test or the ks.test?
In the text book I have got there is explanation for the Wilcoxon (Mann
Whitney) test which tests ob the two variable are from the same population
and also ks.test!

Regards,
Cheba

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Thomas Lumley                   Assoc. Professor, Biostatistics
tlum...@u.washington.edu        University of Washington, Seattle

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