4 - non parametric hype tests Flashcards
single-sample sign test
H0 median =
H1 median isnt
- based on H0 youd expect half the data to be above and half below
- count number of observed above median (x)
X~B(n,1/2)
- find the probability that of it being x or more extreme
if p<sig level
reject H0
single sample Wilcoxon signed rank
H0 median =
H1 median isnt
- find different from median
- assign ranks from smallest to biggest
- W+ is sum of pos ranks W- is sum of neg
- T is the smaller of W+ or W-
- use the table to determine the result
if T <= sig level
reject H0
matched pairs test
H0: same distribution
H1: different distributions
find the difference between pairs
test that using sign test or Wilcoxon signed rank
additional assumption in matched pairs
reject H0 means that the 2 pops are different
but normally also assume
- shapes of both distributions are the same
- if this is the case then any difference between 2 populations is due to a difference in the median
wilcoxon rank sum
- take two samples of size m and n where m<=n
- rank all values from lowest to highest
- Rm is sum of the ranks of m
- W is either Rm or m(m+n+1) - Rm
- use the table to conduct the test
( m(m+n+1) - Rm is the value if the values had be ranked in order of decreasing size)
Normal approximation
for Wilcoxon signed rank or Wilcoxon rank sum
if the sample is very large
you need to use the fact T and W approximately follow a normal distribution
- you can then use normal distribution to calc how liley you are to see the value or more extreme
- use this to conduct the test
normal approximation - Wilcoxon signed rank
if H0 is true both W+ and W- can be approximated by normal distribution
mean = 1/4 n(n+1)
variance = 1/24 n(n+1)(2n+1)
normal approximation - Wilcoxon rank sum
if H0 is true Rm can be approximated by normal distribution
mean = 1/2 m(m+n+1)
variance = 1/12 mn(m+n+1)
normal approximation - wilcoxon signed rank - continuity correction
W+/- is an integer but for normal uses continuous
if W is less than mean you do W + 0.5
if its above the mean do W - 0.5
normal approximation - wilcoxon rank sum - continuity correction
if Rm is below mean use Rm + 0.5
if Rm is above use Rm - 0.5