For comparing two groups with regard to their central tendencies, the t-test is the standard procedure. In some situations, the parametric t-test is inappropriate, and a nonparametric procedure should be used instead. The default nonparametric procedure is Mann-Whitney's U test. Despite being a nonparametric test, Mann-Whitney's U test is associated with a strong assumption, known as exchangeability. I demonstrate that if exchangeability is violated, Mann-Whitney's U test can lead to wrong statistical inferences even for large samples. Additionally, I argue that in psychology, exchangeability is often not met. As a remedy, I introduce Brunner-Munzel's test and demonstrate that it provides good type I error rate control even if exchangeability is not met, and has almost equal power as Mann-Whitney's U test. Consequently, I recommend using Brunner-Munzel's test by default. To facilitate this, I provide advice on how to perform and report on Brunner-Munzel's test.