Chapter 11

Nonparametric Tests

Larson/Farber 4th ed 1
 Chapter Outline

• 11.1 The Sign Test

• 11.2 The Wilcoxon Tests
• 11.3 The Kruskal-Wallis Test
• 11.4 Rank Correlation
• 11.5 The Runs Test

Larson/Farber 4th ed 2
 Section 11.1

The Sign Test

Larson/Farber 4th ed 3
 Section 11.1 Objectives

• Use the sign test to test a population median

• Use the paired-sample sign test to test the difference
between two population medians (dependent
samples)

Larson/Farber 4th ed 4
 Nonparametric Test
Nonparametric test
• A hypothesis test that does not require any specific
conditions concerning the shape of the population or
the value of any population parameters.
• Generally easier to perform than parametric tests.
• Usually less efficient than parametric tests (stronger
evidence is required to reject the null hypothesis).

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 Sign Test for a Population
Median
Sign Test
• A nonparametric test that can be used to test a
population median against a hypothesized value k.
• Left-tailed test:
H0: median  k and Ha: median < k
• Right-tailed test:
H0: median  k and Ha: median > k
• Two-tailed test:
H0: median = k and Ha: median  k

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 Sign Test for a Population
Median
• To use the sign test, each entry is compared with the
hypothesized median k.
 If the entry is below the median, a  sign is
assigned.
 If the entry is above the median, a + sign is
assigned.
 If the entry is equal to the median, 0 is assigned.
• Compare the number of + and – signs.

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 Sign Test for a Population
Median
Test Statistic for the Sign Test
• When n  25, the test statistic x for the sign test is the
smaller number of + or  signs.
• When n > 25, the test statistic for the sign test is
(x  0.5)  0.5n
z
n
2
where x is the smaller number of + or  signs and n is
the sample size (the total number of + or  signs).

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 Performing a Sign Test for a
Population Median
In Words In Symbols
1. State the claim. Identify the State H0 and Ha.
null and alternative hypotheses.
2. Specify the level of Identify .
significance.
3. Determine the sample size n by n = total number
assigning + signs and – signs to of + and – signs
the sample data.
4. Determine the critical value. If n  25, use Table 8.
If n > 25, use Table 4.
Larson/Farber 4th ed 9
 Performing a Sign Test for a
Population Median
In Words In Symbols
5. Calculate the test statistic. If n  25, use x.
If n > 25, use
(x  0.5)  0.5n
z
n
2
6. Make a decision to reject or If the test statistic is
fail to reject the null less than or equal to
hypothesis. the critical value,
reject H0. Otherwise,
7. Interpret the decision in the
fail to reject H0.
context of the original claim.
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 Example: Using the Sign Test
A bank manager claims that the median number of
customers per day is no more than 750. A teller doubts the
accuracy of this claim. The number of bank customers per
day for 16 randomly selected days are listed below. At α =
0.05, can the teller reject the bank manager’s claim?
775 765 801 742
754 753 739 751
745 750 777 769
756 760 782 789

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 Solution: Using the Sign Test

• H0: median ≤ 750

• Ha: median > 750
• Compare each data entry with the hypothesized median 750
775 765 801 742 + + + –
754 753 739 751 + + – +
745 750 777 769 – 0 + +
756 760 782 789 + + + +
• There are 3 – signs and 12 + signs
n = 12 + 3 = 15
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 Solution: Using the Sign Test
• α = 0.05
• Critical Value: Use Table 8 (n ≤ 25)

Critical value is 3
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 Solution: Using the Sign Test

• Test Statistic:
x = 3 (n ≤ 25; use smaller number of + or – signs)
• Decision: Reject H0
At the 5% level of significance, the teller can reject
the bank manager’s claim that the median number
of customers per day is no more than 750.

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 Example: Using the Sign Test
A car dealership claims to give customers a median
trade-in offer of at least $6000. A random sample of 103
transactions revealed that the trade-in offer for 60
automobiles was less than $6000 and the trade-in offer
for 40 automobiles was more than $6000. At α = 0.01,
can you reject the dealership’s claim?

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 Solution: Using the Sign Test
• H0: median ≥ 6000 • Test Statistic:
• Ha: median < 6000 There are 60 – signs
and 40 + signs.
• α = 0.01
n = 60 + 40 = 100
• Critical value: n > 25 x = 40
(40  0.5)  0.5(100)
z  1.9
0.01 100
2
z
-2.33 0 • Decision: Fail to Reject H0
-1.9 At the 1% level of
significance you cannot
reject the dealership’s claim.
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 The Paired-Sample Sign Test
Paired-sample sign test
• Used to test the difference between two population medians
when the populations are not normally distributed.
• For the paired-sample sign test to be used, the following
must be true.
1. A sample must be randomly selected from each
population.
2. The samples must be dependent (paired).
• The difference between corresponding data entries is found
and the sign of the difference is recorded.

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 Performing The Paired-Sample Sign Test

In Words In Symbols
1. State the claim. Identify the null State H0 and Ha.
and alternative hypotheses.
2. Specify the level of significance. Identify .
3. Determine the sample size n by n = total number
finding the difference for each of + and – signs
data pair. Assign a + sign for a
positive difference, a – sign for a
negative difference, and a 0 for
no difference.
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 Performing The Paired-Sample Sign Test

In Words In Symbols
4. Determine the critical value. Use Table 8 in
Appendix B.
5. Find the test statistic. x = lesser number
of + and – signs
6. Make a decision to reject or If the test statistic is
fail to reject the null less than or equal to
hypothesis. the critical value,
reject H0.
7. Interpret the decision in the
context of the original claim. Otherwise, fail to
reject H0.
Larson/Farber 4th ed 19
 Example: Paired-Sample Sign Test

A psychologist claims that the number of repeat

offenders will decrease if first-time offenders complete
a particular rehabilitation course. You randomly select
10 prisons and record the number of repeat offenders
during a two-year period. Then, after first-time
offenders complete the course, you record the number
of repeat offenders at each prison for another two-year
period. The results are shown on the next slide. At
α = 0.025, can you support the psychologist’s claim?

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 Example: Paired-Sample Sign Test

Prison 1 2 3 4 5 6 7 8 9 10
Before 21 34 9 45 30 54 37 36 33 40
After 19 22 16 31 21 30 22 18 17 21
Sign + + – + + + + + + +

Solution:
• H0: The number of repeat offenders will not
decrease.
• Ha: The number of repeat offenders will decrease.
• Determine the sign of the difference between the
“before” and “after” data.
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 Solution: Paired-Sample Sign Test

Sign + + – + + + + + + +
• α = 0.025 (one-tailed)
• n = 1 + 9 = 10
• Critical value:

Critical value is 1
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 Solution: Paired-Sample Sign Test

Sign + + – + + + + + + +
• Test Statistic:
x = 1 (the smaller number of + or – signs)

• Decision: Reject H0
At the 2.5% level of significance, you can support
the psychologist’s claim that the number of repeat
offenders will decrease.

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 Section 11.1 Summary

• Used the sign test to test a population median

• Used the paired-sample sign test to test the difference
between two population medians (dependent
samples)

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 Section 11.2

The Wilcoxon Tests

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 Section 11.2 Objectives

• Use the Wilcoxon signed-rank test to determine if two

dependent samples are selected from populations
having the same distribution
• Use the Wilcoxon rank sum test to determine if two
independent samples are selected from populations
having the same distribution.

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 The Wilcoxon Signed-Rank Test

Wilcoxon Signed-Rank Test

• A nonparametric test that can be used to determine
whether two dependent samples were selected from
populations having the same distribution.
• Unlike the sign test, it considers the magnitude, or
size, of the data entries.

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 Performing The Wilcoxon Signed-Rank
Test
In Words In Symbols
1. State the claim. Identify the null State H0 and Ha.
and alternative hypotheses.
2. Specify the level of significance. Identify .
3. Determine the sample size n,
which is the number of pairs of
data for which the difference is
not 0.
4. Determine the critical value. Use Table 9 in
Appendix B.
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 Performing The Wilcoxon Signed-Rank
Test
In Words In Symbols
5. Calculate the test statistic ws. Headers: Sample 1,
Sample 2,
a. Complete a table using the Difference,
headers listed at the right. Absolute value,
b. Find the sum of the positive Rank, and Signed
ranks and the sum of the rank. Signed rank
negative ranks. takes on the same
sign as its
c. Select the smaller of absolute corresponding
values of the sums. difference.
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 Performing The Wilcoxon Signed-Rank
Test
In Words In Symbols
6. Make a decision to reject or If ws is less than or
fail to reject the null equal to the critical
hypothesis. value, reject H0.
Otherwise, fail to
reject H0.
7. Interpret the decision in the
context of the original claim.

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 Example: Wilcoxon Signed-Rank Test

A sports psychologist believes that listening to music

affects the length of athletes’ workout sessions. The
length of time (in minutes) of 10 athletes’ workout
sessions, while listening to music and while not
listening to music, are shown in the table. At α = 0.05,
can you support the sports psychologist’s claim?
With 45 38 28 39 41 47 62 54 33 44
music
Withou 38 40 33 36 42 41 54 47 28 35
t music

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 Solution: Wilcoxon Signed-Rank Test
• H0: There is no difference in the length of the
athletes’ workout sessions.
• Ha: There is a difference in the length of the
athletes’ workout sessions.
0.05 (two-tailed test)
• α=
10 (the difference between each data pair is not 0)
• n=

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 Solution: Wilcoxon Signed-Rank Test
• Critical Value
Table 9

Critical value is 8
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 Solution: Wilcoxon Signed-Rank Test
• Test Statistic:
With Without Absolute Signed
Difference Rank
music music value rank
45 38 7 7 7.5 7
38 40 -2 2 2 -2
28 33 -5 5 4.5 -4.5
39 36 3 3 3 3
41 42 -1 1 1 -1
47 41 6 6 6 6
62 54 8 8 9 9
54 47 7 7 7.5 7.5
33 28 5 5 4.5 4.5
44 35 9 9 10 10
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 Solution: Wilcoxon Signed-Rank Test

• Test Statistic:
The sum of the negative ranks is:
-1 + (-2) + (-4.5) = -7.5
The sum of the positive ranks is:
(+3) + (+4.5) + (+6) + (+7.5) + (+7.5) + (+9) + (+10)
= 47.5
ws = 7.5 (the smaller of the absolute value of these
two sums: |-7.5| < |47.5|)

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 Solution: Wilcoxon Signed-Rank Test

• Decision: Reject H0
At the 5% level of significance, you have enough
evidence to support the claim that music makes a
difference in the length of athletes’ workout sessions.

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 The Wilcoxon Rank Sum Test
Wilcoxon Rank Sum Test
• A nonparametric test that can be used to determine
whether two independent samples were selected from
populations having the same distribution.
• A requirement for the Wilcoxon rank sum test is that the
sample size of both samples must be at least 10.
• n1 represents the size of the smaller sample and n2
represents the size of the larger sample.
• When calculating the sum of the ranks R, use the ranks
for the smaller of the two samples.

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 Test Statistic for The Wilcoxon Rank Sum
Test
• Given two independent samples, the test statistic z
for the Wilcoxon rank sum test is
R  R
z
R
where
R = sum of the ranks for the smaller sample,

n1  n1  n2  1 n1n2  n1  n2  1
R  and R 
2 12

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 Performing The Wilcoxon Rank Sum Test

In Words In Symbols
1. State the claim. Identify the null State H0 and Ha.
and alternative hypotheses.
2. Specify the level of significance. Identify .
3. Determine the critical value(s). Use Table 4 in
Appendix B.

4. Determine the sample sizes. n1 ≤ n2

Larson/Farber 4th ed 39
 Performing The Wilcoxon Rank Sum Test

In Words In Symbols
5. Find the sum of the ranks for the R
smaller sample.
a. List the combined data in
ascending order.
b. Rank the combined data.
c. Add the sum of the ranks for
the smaller sample.

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 Performing The Wilcoxon Rank Sum Test

In Words In Symbols
6. Calculate the test statistic. R  R
z
R

7. Make a decision to reject or If z is in the rejection

fail to reject the null region, reject H0.
hypothesis. Otherwise, fail to
reject H0.

8. Interpret the decision in the

context of the original claim.
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 Example: Wilcoxon Rank Sum Test

The table shows the earnings (in thousands of dollars)

of a random sample of 10 male and 12 female
pharmaceutical sales representatives. At α = 0.10, can
you conclude that there is a difference between the
males’ and females’ earnings?

Male 58 73 94 81 78 74 66 75 97 79
Female 66 57 81 73 65 78 71 67 64 77 80 70

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 Solution: Wilcoxon Rank Sum Test
• H0: There is no difference between the males’ and
the females’ earnings.
• Ha: There is a difference between the males’ and
the females’ earnings.
• α = 0.10 (two-tailed test)
• Rejection Region:

0.05 0.05
Z
-1. 645 0 1.645

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 Solution: Wilcoxon Rank Sum Test
To find the values of R, μR, andR, construct a table that
shows the combined data in ascending order and the
corresponding ranks.
Ordered Sample Rank Ordered Sample Rank
data data
57 F 1 74 M 12
58 M 2 75 M 13
64 F 3 77 F 14
65 F 4 78 M 15.5
66 M 5.5 78 F 15.5
66 F 5.5 79 M 17
67 F 7 80 F 18
70 F 8 81 M 19.5
71 F 9 81 F 19.5
73 F 10.5 94 M 21
73 F 10.5 97 M 22
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 Solution: Wilcoxon Rank Sum Test
• Because the smaller sample is the sample of males, R
is the sum of the male rankings.
R = 2 + 5.5 + 10.5 + 12 + 13 + 15.5 + 17 + 19.5 +21 + 22
= 138
• Using n1 = 10 and n2 = 12, we can find μR, andR.
n1  n1  n2  1 10 10  12  1
R    115
2 2
n1n2  n1  n2  1 (10)(12) 10  12  1
σR    15.17
12 12

Larson/Farber 4th ed 45
 Solution: Wilcoxon Rank Sum Test
• H0: no difference in • Test
earnings. Statistic
R   R 138  115
z 
• Ha: difference in R 15.17
earnings.
• α = 0.10  1.52

• Rejection Region: • Decision: Fail to reject H0

At the 10% level of
significance, you cannot
0.05 0.05 conclude that there is a
Z difference between the
-1. 645 0 1.645
males’ and females’ earnings.
1.52
Larson/Farber 4th ed 46
 Section 11.2 Summary

• Used the Wilcoxon signed-rank test to determine if

two dependent samples are selected from populations
having the same distribution
• Used the Wilcoxon rank sum test to determine if two
independent samples are selected from populations
having the same distribution.

Larson/Farber 4th ed 47
 Section 11.3

The Kruskal-Wallis Test

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 Section 11.3 Objectives

• Use the Kruskal-Wallis test to determine whether

three or more samples were selected from populations
having the same distribution.

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 The Kruskal-Wallis Test
Kruskal-Wallis test
• A nonparametric test that can be used to determine
whether three or more independent samples were
selected from populations having the same
distribution.
• The null and alternative hypotheses for the Kruskal-
Wallis test are as follows.
H0: There is no difference in the distribution of the
populations.
Ha: There is a difference in the distribution of the
populations.
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 The Kruskal-Wallis Test

• Two conditions for using the Kruskal-Wallis test are

• Each sample must be randomly selected
• The size of each sample must be at least 5.
• If these conditions are met, the test is approximated
by a chi-square distribution with k – 1 degrees of
freedom where k is the number of samples.

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 The Kruskal-Wallis Test

Test Statistic for the Kruskal-Wallis Test

• Given three or more independent samples, the test
statistic H for the Kruskal-Wallis test is
12  R 2
R 2
R 2

H 
1   ...    3(N  1)
2 k
N (N  1)  n1 n2 nk 
where
k represent the number of samples,
ni is the size of the ith sample,
N is the sum of the sample sizes,
Ri is the sum of the ranks of the ith sample.
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 Performing a Kruskal-Wallis Test

In Words In Symbols
1. State the claim. Identify the State H0 and Ha.
null and alternative
hypotheses.
2. Specify the level of Identify .
significance.
3. Identify the degrees of d.f. = k – 1
freedom
4. Determine the critical value Use Table 6 in
and the rejection region. Appendix B.
Larson/Farber 4th ed 53
 Performing a Kruskal-Wallis Test

In Words In Symbols
5. Find the sum of the ranks
for each sample.
a. List the combined data
in ascending order.
b. Rank the combined data.
12  R12 R22 Rk2 
6. Calculate the test statistic. H     ...  
N (N  1)  n1 n2 nk 
 3(N  1)

Larson/Farber 4th ed 54
 Performing a Kruskal-Wallis Test

In Words In Symbols
7. Make a decision to reject If H is in the
or fail to reject the null rejection region,
hypothesis. reject H0.
Otherwise, fail to
reject H0.
8. Interpret the decision in
the context of the original
claim.

Larson/Farber 4th ed 55
 Example: Kruskal-Wallis Test

You want to compare the hourly pay rates of actuaries

who work in California, Indiana, and Maryland. To do so,
you randomly select several actuaries in each state and
record their hourly pay rate. The hourly pay rates are
shown on the next slide. At α = 0.01, can you conclude
that the distributions of actuaries’ hourly pay rates in
these three states are different? (Adapted from U.S. Bureau of
Labor Statistics)

Larson/Farber 4th ed 56
 Example: Kruskal-Wallis Test
Sample Hourly Pay Rates
CA IN MD
(Sample 1) (Sample 2) (Sample 3)
40.50 33.45 49.68
44.98 40.12 44.94
47.78 38.65 48.80
43.20 35.98 49.20
37.10 35.97 40.37
49.88 4570 48.79
42.05 42.05 53.82
52.94 35.97 45.35
41.70 38.25 53.25
43.85 43.57

Larson/Farber 4th ed 57
 Solution: Kruskal-Wallis Test
• H0: There is no difference in the hourly pay rates in the
three states.
• Ha: There is a difference in the hourly pay rates in the
three states.
• α = 0.01
• d.f. = k – 1 = 3 – 1 = 2
• Rejection Region:

0.01

0 χ2
9.210
Larson/Farber 4th ed 58
 Solution: Kruskal-Wallis Test
The table shows the combined data listed in ascending
order and the corresponding ranks.
Ordered Ordered Ordered
Data Sample Rank Data Sample Rank Data Sample Rank
33.45 IN 1 41.70 CA 11 47.78 CA 21
35.97 IN 2.5 42.05 IN 12.5 48.79 MD 22
35.97 IN 2.5 42.05 CA 12.5 48.80 MD 23
35.98 IN 4 43.20 CA 14 49.20 MD 24
37.10 CA 5 43.57 MD 15 49.68 MD 25
38.25 IN 6 43,85 CA 16 49.88 CA 26
38.65 IN 7 44.94 MD 17 52.94 CA 27
40.12 IN 8 44.98 CA 18 53.25 MD 28
40.37 MD 9 45.35 MD 19 53.82 MD 29
40.50 CA 10 45.70 IN 20
Larson/Farber 4th ed 59
 Solution: Kruskal-Wallis Test
The sum of the ranks for each sample is as follows.
R1 = 5 + 10 + 11 + 12.5 + 14 + 16 + 18 + 21 + 26 + 27
= 160.5
R2 = 1 + 2.5 + 2.5 +4 + 6 + 7 + 8 + 12.5 + 20
= 63.5
R3 = 9 + 15 + 17 + 19 + 22 + 23 + 24 + 25 + 28 + 29
= 211
12  2
R1 R2 2
R 2

H    ...    3(N  1)
k
N (N  1)  n1 n2 nk 

12 160.52 63.52 2112 

      3(29  1)  13.12
29(29  1)  10 9 10 
Larson/Farber 4th ed 60
 Solution: Kruskal-Wallis Test
• H0: no difference in • Test
hourly pay rates Statistic
H ≈ 13.12
• Ha: difference in
hourly pay rates. • Decision: Reject H0
• α = 0.01 At the 1% level of
• d.f. = 3 – 1 = 2 significance, you can
conclude that there is a
• Rejection Region: difference in actuaries’
hourly pay rates in
0.01 California, Indiana, and
χ2
Maryland.
0 9.210
Larson/Farber 4th ed
13.12 61
 Section 11.3 Summary

• Used the Kruskal-Wallis test to determine whether

three or more samples were selected from populations
having the same distribution.

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 Section 11.4

Rank Correlation

Larson/Farber 4th ed 63
 Section 11.4 Objectives

• Use the Spearman rank correlation coefficient to

determine whether the correlation between two
variables is significant.

Larson/Farber 4th ed 64
 The Spearman Rank Correlation
Coefficient
Spearman Rank Correlation Coefficient
• A measure of the strength of the relationship between
two variables.
• Nonparametric equivalent to the Pearson correlation
coefficient.
• Calculated using the ranks of paired sample data
entries.
• Denoted rs

Larson/Farber 4th ed 65
 The Spearman Rank Correlation
Coefficient
Spearman rank correlation coefficient rs
• The formula for the Spearman rank correlation
coefficient is
6d2
rs  1 
n(n 2  1)
where n is the number of paired data entries
d is the difference between the ranks of a
paired data entry.

Larson/Farber 4th ed 66
 The Spearman Rank Correlation
Coefficient
• The values of rs range from -1 to 1, inclusive.
 If the ranks of corresponding data pairs are
identical, rs is equal to +1.
 If the ranks are in “reverse” order, rs is equal to -1.
 If there is no relationship, rs is equal to 0.
• To determine whether the correlation between
variables is significant, you can perform a hypothesis
test for the population correlation coefficient ρs.

Larson/Farber 4th ed 67
 The Spearman Rank Correlation
Coefficient
• The null and alternative hypotheses for this test are as
follows.
H0: ρs = 0 (There is no correlation between the
variables.)
Ha: ρs  0 (There is a significant correlation between
the variables.)

Larson/Farber 4th ed 68
 Testing the Significance of the Spearman
Rank Correlation Coefficient
In Words In Symbols
1. State the null and alternative State H0 and Ha.
hypotheses.
2. Specify the level of Identify .
significance.
3. Determine the critical value. Use Table 10 in
Appendix B.

6d2
4. Find the test statistic. rs  1 
n(n 2  1)
Larson/Farber 4th ed 69
 Testing the Significance of the Spearman
Rank Correlation Coefficient
In Words In Symbols
5. Make a decision to reject or If |rs| is greater
fail to reject the null than the critical
hypothesis. value, reject H0.
Otherwise, fail to
reject H0.
6. Interpret the decision in the
context of the original
claim.

Larson/Farber 4th ed 70
 Example: The Spearman Rank
Correlation Coefficient
The table shows the prices (in Year Beef Lamb
dollars per 100 pounds) received 1999 63.4 74.5
by U.S. farmers for beef and lamb
2000 68.6 79.8
from 1999 to 2005. At α = 0.05,
2001 71.3 66.9
can you conclude that there is a
2002 66.5 74.1
correlation between the beef and
lamb prices? (Source: U.S. 2003 79.7 94.4
Department of Agriculture) 2004 85.8 101.0
2005 89.7 110.0

Larson/Farber 4th ed 71
 Solution: The Spearman Rank
Correlation Coefficient
• H0: ρs = 0 (no correlation between beef and lamb prices)
• Ha: ρs ≠ 0 (correlation between beef and lamb prices)
• α = 0.05
• n=7
• Critical value:
Table 10

The critical value

is 0.786

Larson/Farber 4th ed 72
 Solution: The Spearman Rank
Correlation Coefficient

Beef Rank Lamb Rank d d2

63.4 1 74.5 3 -2 4
68.6 3 79.8 4 -1 1
71.3 4 66.9 1 3 9
66.5 2 74.1 2 0 0
79.7 5 94.4 5 0 0
85.8 6 101.0 6 0 0
89.7 7 110.0 7 0 0
Σd2 = 14

Larson/Farber 4th ed 73
 Solution: The Spearman Rank
Correlation Coefficient
• H0: ρs = 0 • Test
2
Statistic 6  d
• Ha: ρs ≠ 0 rs  1 
n(n 2  1)
• α = 0.05
6(14)
• n=7  1 2  0.75
7(7  1)
• Critical value:
• Decision: Fail to Reject H0
The critical value
At the 5% level of significance,
is 0.786
you cannot conclude that there
is a significant correlation
between beef and lamb prices
between 1999 and 2005.
Larson/Farber 4th ed 74
 Section 11.4 Summary

• Used the Spearman rank correlation coefficient to

determine whether the correlation between two
variables is significant.

Larson/Farber 4th ed 75
 Section 11.5

The Runs Test

Larson/Farber 4th ed 76
 Section 11.5 Objectives

• Use the runs test to determine whether a data set is

random.

Larson/Farber 4th ed 77
 The Runs Test for Randomness

• A run is a sequence of data having the same

characteristic.
• Each run is preceded by and followed by data with a
different characteristic or by no data at all.
• The number of data in a run is called the length of the
run.

Larson/Farber 4th ed 78
 Example: Finding the Number of Runs
A liquid-dispensing machine has been designed to fill
one-liter bottles. A quality control inspector decides
whether each bottle is filled to an acceptable level and
passes inspection (P) or fails inspection (F). Determine
the number of runs for the sequence and find the length
of each run.
PPFFFFPFFFPPPPPP
Solution: There are 5 runs.
Length PP FFFF P FFF PPPPPP
of run: 2 4 1 3 6
Larson/Farber 4th ed 79
 Runs Test for Randomness

Runs Test for Randomness

• A nonparametric test that can be used to determine whether a
sequence of sample data is random.
• The null and alternative hypotheses for this test are as follows.

H0: The sequence of data is random.

Ha: The sequence of data is not random.

Larson/Farber 4th ed 80
 Test Statistic for the Runs Test
• When n1  20 and n2  20, the test statistic for the runs test is G, the number of runs.

• When n1 > 20 or n2 > 20, the test statistic for the

runs test is
G  G
z
G
where
2n1n2 2n1n2(2n1n2  n1  n2)
G   1 and  G 
n1  n2 (n1  n2) 2(n1  n2  1)

Larson/Farber 4th ed 81
 Performing a Runs Test for Randomness

In Words In Symbols
1. State the claim. Identify null State H0 and Ha.
and alternative hypotheses.
2. Specify the level of Identify .
significance. (Use α = 0.05
for the runs test.)
3. Determine the number of Determine n1, n2, and
data that have each G.
characteristic and the
number of runs.
Larson/Farber 4th ed 82
 Performing a Runs Test for Randomness

In Words In Symbols
4. Determine the critical If n1  20 and n2  20,
values. use Table 12.
If n1 > 20 or n2 > 20, use
Table 4.
5. Calculate the test statistic. If n1  20 and n2  20,
use G.
If n1 > 20 or n2 > 20, use
G  G
z .
G
Larson/Farber 4th ed 83
 Performing a Runs Test for Randomness

In Words In Symbols
6. Make a decision to reject or If G  the lower
fail to reject the null critical value, or if
hypothesis. G  the upper critical
value, reject H0.
Otherwise, fail to
reject H0.
7. Interpret the decision in the
context of the original
claim.

Larson/Farber 4th ed 84
 Example: Using the Runs Test

A foreman for a construction company records injuries

reported by workers during his shift. The following
sequence shows whether any injuries were reported
during each month in a recent year. I represents a month
in which at least one injury was reported and N
represents a month in which no injuries were reported.
At α = 0.05, can you conclude that the occurrence of
injuries each month is not random?
I I N N N I N I I N N N

Larson/Farber 4th ed 85
 Solution: Using the Runs Test

• H0: The occurrence of injuries is random.

• Ha: The occurrence of injuries is not random.
I I N N N I N I I N N N
• n1 = number of Is = 5
• n2 = number of Ns = 7
• G = number of runs = 6
• α = 0.05
• Critical value: Because n1 ≤ 20, n2 ≤ 20, use Table 12

Larson/Farber 4th ed 86
 Solution: Using the Runs Test
• Critical value:
• n1 = 5 n2 = 7 G = 6

The lower
critical value is
3 and the upper
critical value is
11.

Larson/Farber 4th ed 87
 Solution: Using the Runs Test

• H0: random • Decision: Fail to Reject H0

• Ha: not random At the 5% level of
significance, you do not have
• n1 = 5 n2 = 7
enough evidence to support
• G= 6 the claim that the occurrence
• α = 0.05 of injuries is not random. So,
it appears that the injuries
• Critical value:
lower critical value = 3 reported by workers during
upper critical value =11 the foreman’s shift occur
randomly.
• Test Statistic:
G=6
Larson/Farber 4th ed 88
 Example: Using the Runs Test

You want to determine whether the selection of recently

hired employees in a large company is random with
respect to gender. The genders of 36 recently hired
employees are shown below. At α = 0.05, can you
conclude that the selection is not random?
MMFFFFMMMMMM
FFFFFMMMMMMM
FFFMMMMFMMFM

Larson/Farber 4th ed 89
 Solution: Using the Runs Test

• H0: The selection of employees is random.

• Ha: The selection of employees is not random.
MM FFFF MMMMMM
FFFFF MMMMMMM
FFF MMMM F MM F M

• n1 = number of Fs = 14
• n2 = number of Ms = 22
• G = number of runs = 11

Larson/Farber 4th ed 90
 Solution: Using the Runs Test
• H0: random • Test Statistic:
• Ha: not random
• n1 = 14 n2 = 22
• G = 11
• α = 0.05 • Decision:
• Critical value:
n2 > 20, use Table 4

0.025 0.025
Z
-1.96 0 1.96
Larson/Farber 4th ed 91
 Solution: Using the Runs Test

2n1n2
G   1 = 2(14)(22)  1  18.11
n1  n2 14  22

2n1n2(2n1n2  n1  n2) 1
G 
(n1  n2) 2(n1  n2  1) n
2(14)(22)[2(14)(22)  14  22)
 2  2.81
(14  22) (14  22  1)

G  G 11  18.11
z   2.53
G 2.81

Larson/Farber 4th ed 92
 Solution: Using the Runs Test
• H0: random • Test Statistic:
• Ha: not random z = -2.53
• n1 = 14 n2 = 22
• G = 11 • Decision: Reject H0
You have enough evidence at
• α = 0.05 the 5% level of significance
• Critical value: to support the claim that the
selection of employees with
respect to gender is not
0.025 0.025 random.
Z
-1.96 0 1.96
-2.53
Larson/Farber 4th ed 93
 Section 11.5 Summary

• Used the runs test to determine whether a data set is

random.

Larson/Farber 4th ed 94