Parametric and non parametric
Parametric and non parametric
tests
Prajkta Bhide, PhD
Parametric tests
• A non parametric test (sometimes called a distribution free test) does not assume
anything about the underlying distribution (for example, that the data comes from
a normal distribution).
• It doesn’t quite mean that you know nothing about the population. It usually
means that you know the population data does not have a normal distribution. So
you cannot assume normal distribution.
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Parametric vs non parametric tests
• When possible, you should us parametric tests, as they tend to be more accurate.
• Parametric tests have greater statistical power, which means they are likely to find
a true significant effect.
• Use non parametric tests only if you have to (i.e. you know that assumptions like
normality are being violated).
• Non parametric tests are used when your data isn’t normal.
• Nonparametric tests can perform well with non-normal continuous data if even for
small sample sizes (generally 15-20 items in each group).
• If your data is approximately normal, then you can use parametric statistical tests.
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The rule of thumb for deciding
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Some non parametric Tests
• 1-sample sign test. Use this test to estimate the median of a population and compare it to a
reference value or target value.
• Mood’s Median test. Use this test instead of the sign test when you have two independent
samples.
• 1-sample Wilcoxon signed rank test. With this test, you also estimate the population median
and compare it to a reference/target value. However, the test assumes your data comes from
a symmetric distribution .
• Friedman test. This test is used to test for differences between groups with ordinal
dependent variables. It can also be used for continuous data if the one-way ANOVA
with repeated measures is inappropriate (i.e. some assumption has been violated).
• Kruskal-Wallis test. Use this test instead of a one-way ANOVA to find out if two or more
medians are different. Ranks of the data points are used for the calculations, rather than the
data points themselves.
• The Mann-Kendall Trend Test looks for trends in time-series data.
• Mann-Whitney test. Use this test to compare differences between two independent groups
when dependent variables are either ordinal or continuous.
• Spearman Rank Correlation. Use when you want to find a correlation between two sets of
data.
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Every parametric test has a nonparametric equivalent.
Chi-square goodness of fit and chi-square test of independence are also non-
parametric (distribution free) tests.
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Advantages and Disadvantages
Advantages:
• More statistical power when assumptions for the parametric tests have been
violated. When assumptions haven’t been violated, they can be almost as
powerful.
• Fewer assumptions (i.e. the assumption of normality doesn’t apply).
• Small sample sizes are acceptable.
• They can be used for all data types, including nominal variables, interval variables,
or data that has outliers or that has been measured imprecisely.
Disadvantages:
• Less powerful than parametric tests if assumptions haven’t been violated.
• More labor-intensive to calculate by hand (for computer calculations, this isn’t an
issue).
• Critical value tables for many tests aren’t included in many computer software
packages. This is compared to tables for parametric tests (like the z-table or t-
table) which usually are included.
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Thank you!