Feature/wilcoxon mann whitney sample size squashed

[yangwu1227]

• [x] related to #8382 and #9389
• [x] tests added / passed.
• [x] code/documentation is well formatted.
• [x] properly formatted commit message. See NumPy's guide.

Notes:

• It is essential that you add a test when making code changes. Tests are not needed for doc changes.
• When adding a new function, test values should usually be verified in another package (e.g., R/SAS/Stata).
• When fixing a bug, you must add a test that would produce the bug in main and then show that it is fixed with the new code.
• New code additions must be well formatted. Changes should pass flake8. If on Linux or OSX, you can verify you changes are well formatted by running

  git diff upstream/main -u -- "*.py" | flake8 --diff --isolated
  

  assuming flake8 is installed. This command is also available on Windows using the Windows System for Linux once flake8 is installed in the local Linux environment. While passing this test is not required, it is good practice and it help improve code quality in statsmodels.
• Docstring additions must render correctly, including escapes and LaTeX.