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Linear Rank Statistics and Some Nonparametric Tests PDF

The document discusses linear rank statistics, a non-parametric statistical method that uses ranks of data observations for analysis rather than actual values. It introduces various non-parametric tests such as the Wilcoxon rank-sum test, one-sample sign test, Kruskal-Wallis test, Kolmogorov-Smirnov test, and Runs test, highlighting their applications and differences from parametric tests. Additionally, it provides references for further reading on introductory statistics and business statistics.

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0% found this document useful (0 votes)
49 views17 pages

Linear Rank Statistics and Some Nonparametric Tests PDF

The document discusses linear rank statistics, a non-parametric statistical method that uses ranks of data observations for analysis rather than actual values. It introduces various non-parametric tests such as the Wilcoxon rank-sum test, one-sample sign test, Kruskal-Wallis test, Kolmogorov-Smirnov test, and Runs test, highlighting their applications and differences from parametric tests. Additionally, it provides references for further reading on introductory statistics and business statistics.

Uploaded by

klopienclaudia
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Introductory Statistics I

LINEAR RANK STATISTICS AND


SOME NONPARAMETRIC TESTS

Dr Patrick Osatohanmwen
PhD Industrial Mathematics (Mathematical Statistics)
University of Benin
Introductory Statistic Is I

introduction
● In the previous lesson, we saw that for non-parametric test, the
ranks of data observations are used to construct the test statistic
for testing rather than the actual observations.
● This reality has led to the concept of linear rank statistics.
Introductory Statistics I

Learning objective
● Explore the concept of linear rank statistics and examine some
non-parametric tests.
Introductory Statistic Is I

Linear rank statistics


● Linear rank statistics are non-parametric statistical method used
to analyse data that is measured on an ordinal scale.
Introductory Statistics I

Linear rank statistics


● In linear rank statistics, each observation in the data is assigned a
numerical rank based on its position in the ordered set of
observations.
Introductory Statistic Is I

Linear rank statistics


● The basic idea of linear rank statistics is to transform the data into
a new variable that has a more tractable distribution for statistical
analysis.

● The transformed variable is then used to test hypotheses or


estimate parameters of interest.
Introductory Statistics I

Linear rank statistics


● Non-parametric tests based on linear rank
statistics are generally considered to be more
robust than parametric tests, as they do not
make any assumptions about the distribution of
the data or the population parameters.

● However, non-parametric tests may be less


powerful than parametric tests.
Introductory Statistic Is I

Linear rank statistics


● Some examples of non-parametric tests include: the Wilcoxon
rank-sum test, the one-sample signed test, the Kruskal-Wallis
test, the Kolmogorov-Smirnov test and the Runs test.
Introductory Statistics I

WILCOXON RANK-SUM TEST


● The Wilcoxon rank-sum test is used to compare two
independent samples and test for their difference. The test is
the non-parametric version of the two-sample t-test in
parametric statistics.
Introductory Statistic Is I

ONE SAMPLE SIGN TEST


● The one sample sign test is used to determine whether a single
sample of data is significantly different from a hypothesized
median value. The test is the non-parametric version of the one-
sample t-test in parametric statistics.
Introductory Statistics I

KRUSKAL-WALLIS TEST
● Kruskal-Wallis test is used to determine if there are significant
differences between two or more independent groups in terms of
their medians. The test is the non-parametric version of the
ANOVA test in parametric statistics.
Introductory Statistic Is I

KOLMOGOROV-SMIRNOV TEST
● The Kolmogorov-Smirnov test is used to determine if a sample of
data comes from a specified distribution. The test is a goodness-
of-fit test.
Introductory Statistics I

RUNS TEST
● The runs test is used to determine whether a sequence of data is
random or not. Specifically, it tests whether the data is consistent
with a sequence of independent and identically distributed random
variables.
Introductory Statistic Is I

Summary
● We have taken a look at linear rank statistics in this lesson

● We have also discussed some examples of non-parametric tests.


Introductory Statistic Is I

Summary
● We have taken a look at linear rank statistics in this lesson

● We have also discussed some examples of non-parametric tests.


Introductory Statistic Is I

Further Reading

• Introductory Business Statistics, Ronald M. Weiers,


7th edition. Statistics for Business and Economics, P.
Newbold, W. L. Carlson, B. Thorne, 7th edition.

• College Mathematics for Business, Economics, Life


Science and Social Science, Barnett et. al., 13 th
edition.

• Business Statistics with solved examples, J. N.


Mojekwu, 4th Edition.

• Comprehensive statistical methods, P. Arora, S.


Arora, S. Arora, A. Arora.
Introductory Statistics I

Thank
You

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