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Non Parametric Test

Non-parametric tests are statistical methods that do not assume a specific frequency distribution, making them suitable for skewed data or ordinal measurements. Key tests include the Wilcoxon matched-pairs test, which assesses differences between paired samples, and the Wilcoxon-Mann-Whitney test, used for comparing two independent samples. The Kruskal-Wallis test serves as a non-parametric alternative to ANOVA for comparing multiple groups without the assumption of normal distribution.

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6 views

Non Parametric Test

Non-parametric tests are statistical methods that do not assume a specific frequency distribution, making them suitable for skewed data or ordinal measurements. Key tests include the Wilcoxon matched-pairs test, which assesses differences between paired samples, and the Wilcoxon-Mann-Whitney test, used for comparing two independent samples. The Kruskal-Wallis test serves as a non-parametric alternative to ANOVA for comparing multiple groups without the assumption of normal distribution.

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mabroork153
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© © All Rights Reserved
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Download as PPTX, PDF, TXT or read online on Scribd
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Non-parametric Test

Non-parametric tests are the mathematical methods used in statistical


hypothesis testing, which do not make assumptions about the
frequency distribution of variables that are to be evaluated. The non-
parametric experiment is used when there are skewed data, and it
comprises techniques that do not depend on data pertaining to any
particular distribution.
When data are not distributed normally or when they are on an ordinal
level of measurement, we have to use non-parametric tests for
analysis. The basic rule is to use a parametric t-test for normally
distributed data and a non-parametric test for skewed data.
IMPORTANT NONPARAMETRIC
• Test of a hypothesis concerning some single value for the given data
(such as one-sample sign test).
• Test of a hypothesis concerning no difference among two or more sets
of data (such as two-sample sign test, Fisher-Irwin test, Rank sum test,
etc.).
• Test of a hypothesis of a relationship between variables (such as Rank
correlation, Kendall’s coefficient of concordance and other tests for
dependence.
• Test of a hypothesis concerning variation in the given data i.e., test
analogous to ANOVA viz., Kruskal-Wallis test.
• Tests of randomness of a sample based on the theory of runs viz., one
sample runs test.
Wilcoxon Matched-pairs Test (or
Signed Rank Test)
• when we can determine both direction and magnitude of difference
between matched values, we can use an important non-parametric
test viz., Wilcoxon matched-paires test. While applying this test, we
first find the differences (di ) between each pair of values and assign
rank to the differences from the smallest to the largest without regard
to sign. The actual signs of each difference are then put to
corresponding ranks and the test statistic T is calculated which
happens to be the smaller of the two sums viz., the sum of the
negative ranks and the sum of the positive ranks.
• An experiment is conducted to judge the effect of brand name on quality
perception. 16 subjects are recruited for the purpose and are asked to taste and
compare two samples of product on a set of scale items judged to be ordinal. The
following data are obtained, Test the hypothesis, using Wilcoxon matched-pairs
test, that there is no difference between the perceived quality of the two
samples. Use 5% level of significance.
• Let us first write the null and alternative hypotheses as under: H0 : There is no
difference between the perceived quality of two samples. Ha : There is difference
between the perceived quality of the two samples. Using Wilcoxon matched-pairs
test, we work out the value of the test statistic T as under:
We drop out pair 8 as ‘d’ value for this is zero and as such our n = (16 – 1) = 15 in the given problem.
The table value of T at five percent level of significance when n = 15 is 25 (using a two-tailed test
because our alternative hypothesis is that there is difference between the perceived quality of the two
samples). The calculated value of T is 18.5 which is less than the table value of 25. As such we reject
the null hypothesis and conclude that there is difference between the perceived quality of the two
samples
Rank Sum Tests
• Rank sum tests are a whole family of test, but we shall describe only two such tests
commonly used viz., the U test and the H test. U test is popularly known as Wilcoxon-
Mann-Whitney test, whereas H test is also known as Kruskal-Wallis test. A brief
description of the said two tests is given below:
• Wilcoxon-Mann-Whitney test (or U-test): This is a very popular test amongst the rank
sum tests. This test is used to determine whether two independent samples have
been drawn from the same population.
• To perform this test, we first of all rank the data jointly, taking them as belonging to a
single sample in either an increasing or decreasing order of magnitude. We usually
adopt low to high ranking process which means we assign rank 1 to an item with
lowest value, rank 2 to the next higher item and so on.
• For example, if sixth, seventh and eighth values are identical, we would assign each
the rank (6 + 7 + 8)/3 = 7. After this we find the sum of the ranks assigned to the 294
Research Methodology values of the first sample (and call it R1 ) and also the sum of
the ranks assigned to the values of the second sample (and call it R2 ).
• Then we work out the test statistic i.e., U, which is a measurement of the
difference between the ranked observations of the two samples as under:
If the null hypothesis that the n1 + n2 observations came from identical populations is
true, the said ‘U’ statistic has a sampling distribution with
and Standard deviation (or the standard error)

The values in one sample are 53, 38, 69, 57, 46, 39, 73, 48, 73, 74, 60 and 78. In another sample they are
44, 40, 61, 52, 32, 44, 70, 41, 67, 72, 53 and 72. Test at the 10% level the hypothesis that they come
from populations with the same mean. Apply U-test
Two samples with values 90, 94, 36 and 44 in one case and the other with values
53, 39, 6, 24, and 33 are given. Test applying Wilcoxon test whether the two
samples come from populations with the same mean at 10% level against the
alternative hypothesis that these samples come from populations with different
means.
Sum of ranks assigned to items of sample one = 4 + 6 + 8 + 9 =
27
No. of items in this sample = 4
Sum of ranks assigned to items of sample two = 1 + 2 + 3 + 5 + 7
= 18, No. of items in this sample = 5

The value of Ws is 18 for sample two which has five items and
as such s = 5. We now find the difference between Ws and the
minimum value it might have taken, given the value of s. The
minimum value that Ws could have taken, given that s = 5, is
the sum of ranks 1 through 5 and this comes as equal to 1 + 2 +
3 + 4 + 5 = 15. Thus, (Ws – Minimum Ws ) = 18 – 15 = 3.
The Kruskal-Wallis test (or H test):
• This test is conducted in a way similar to the U test described above. This test is
used to test the null hypothesis that ‘k’ independent random samples come from
identical universes against the alternative hypothesis that the means of these
universes are not equal. This test is analogous to the one-way analysis of
variance, but unlike the latter it does not require the assumption that the
samples come from approximately normal populations or the universes having
the same standard deviation. In this test, like the U test, the data are ranked
jointly from low to high or high to low as if they constituted a single sample. The
test statistic is H for this test which is worked out as under:
Bowling Results with Different Balls and Corresponding Rank
• Now we calculate H statistic as under:
Probability

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