1 4

14.1








( )
8
8

8,000
3,000 8
8
8 SPSS
3,000 (
)
15

12
14.2

2 8
1.



Normal Probability Plot

(Stem and Leaf)

Detrended Normal Plot

Boxplot

2

Kolmogorov Smirnov, Shapiro Wilk LillieforTest

: . 8

Levene Test
14.3
14.3.1 Histogram

() case
8
14.1
13 8 0-5 8
0 65 50 8
39 37
32
40
40
37
39 35 42
43
40 41
31
38
38
37
24 34 42
47
40 51
33
37
36
29 39
44 49
37
34
37 39
38
35
36
43 45 38
42
41
41 59
40 42
48
37
42 39
41
TEST 4.SAV 1 rating
row 8 39 40 40 34 41 51 37 41 ,.,37 42 41 TEST
4.SAV 1 50 row 50 case
Name
Type
Width
Decimal
Label
Measure
Rating
Numeric 2
0
Rating of Employee
 SPSS Histogram
Histogram 2
1. Analyze Descriptive Statistics
Frequencies
2. Analyze Descriptive Statistics
Explore
8 Frequencies Explore 14.4
14.1 8 8
1. Analyze
Descriptive Statistics
Frequencies
14.1

 14.1 Frequencies 14.2 Statistics

2. Rating Box Variable
3.
Display frequencies table
4. Statistic 14.2
Histogram
8 Mean , Median, Mode ,
Percentiles, Skewness Kurtosis
Continue 14.1
5. Charts... chart
6.
14 .1 14.4
OK
 14.1










































 14.3 Histogram rating

14.3 Rating 5
25.0, 30.0,,60.0
Histogram
rating 8
8 14.1 = 39.36 median = 39
(mean>median
)
14.3.2 Stem and Leaf ( )
Histogram














































1. 2
2. 8
3.
( . 1)
 14.2 14.1

2
49
3
1234456777777778888899999
4
000000111122223345789
5
19


:  0
14.3.3 Boxplot
8 histogram stem and left
( )
Boxplot
stem and left Boxplot
plot 25,75
(outlier) 14.4 Boxplot
Boxplot 5
1.
2. 1 (Q1)
3. 2 (Q2)
4. 3(Q3)
5.
= 25 1 (Q1)
= 75 3 (Q3)
= 50 2 (Q2)

 box =Q3-Q1=IQR (Interqrarile Rang) 50%

box

8
Q1 + 1.5(IQR)

8
Q1 1.5 (IQR)

Q3+3IQR Extreme
Q3+1.5IQR Outlier

box = Q 3

Q1 1.5IQR Outlier

Q1 3IQR Extreme

14.4 boxplot
8 boxplot 2
1. 3 box
Q3-3(IQR) Q1-3(IQR) 8 extremes
( * )

2. 1.5 3 box

Q3-1.5(IQR) Q3-3(IQR) Q1-1.5(IQR)

Q3-3(IQR) 8 outlier ( )
Boxplot
1. 8

box
14.5 ()

box
14.5()

box
14.5()
 14.5

( )
() /
() /
2.
. box
- box
- box
. Outlier Extremes
- outlier extremes

- outlier extremes 8

8 SPSS boxplot
boxplot
14.6

14.3.4 Noemal Probability Plot

Noemal Probability Plot

Noemal Probability Plot 8
(Expected Value)
8
8 14.6
rating 14.1



































































 14.6
Normal Probability Plot Rating
14.6 rating ( )
 
 rating  
14.6 2  (22) (59)()
rating rating  
 (rating 30-40)
(rating 40-50)
rating
14.3.5 Detrended Normal Plot
 
 Detrended Normal Plot  


 = = 


















































 
































14.7 Detrended Probability Plot rating

 14.7  
 <
<
 < 1
 1 
rating
14.4
Histogram, boxplot, stamand-leaf, Normal Probability Detrended Normal Plot


Kolmogorov-Smirnov
Test Shapiro- will Test
14.4.1 Kolmogorov-Smirnov Test (K-S Test)

8
/
(
: .  8)


H 0 : 
H 1 : 
: Kolmogorov
H 0 : H 0 Sig. (Significance)

14.4.2 Shapiro-Wilk Test



H 0 : 
H 1 : 
: Shaptro-Wilk
H 0 : H 0 Sig. (Significance)

:
1. SPSS for Windows Shapiro-Wilks Test
Kolmogorow Smirnov Test Kolmogorow Smirnov Test

Shapiro-Wilks Test
50

2. 15
3. Kolmogorow Smirnov Test 21 21.4
14.5
Levenes Test
 
   15 2
 16  2  Levenes Test
H 0 : 12 = 22 = ... = k2 ; k = , k 2
H 1 : i2 2j 1 ; i j
: Levenes Test

 H 0 :


H0

Sig. (Significance)

14.6  SPSS 

 14.8
Analyze Descriptive Statistics Expiore
Expiore outlier
8
8
Explore
14.8
Dependent List: Dependent
( )

Factor List :
Label Cases by: Label outlier boxplot
 14.3 TEST14.SAV 14.1
rating

1. TEST14.SAV
2. Analyze  Descriptive Statistics  Explore 14.8
2.1 rating box dependent list Factor List
rating
2.2 Display
Both 8
Statistics
Plot

 < Both
2.3 Statistic 14.9

3. 1 8
Descriptive: 5% trimmed mean

Confidence Interval for Mean:

% descriptive
95%
M-estimators: Robust maximum likelihood estimator
Outliers: 5 5
Percentiles: 5,10,25,50,75,90 95
8 Descriptive Confidence Interval for Mean = 99%
Outliers Percentiles Continue  14.8
4.  14.8 Plots  histogram, normality plot, boxplot
14.10 14.10 4 8
4.1 BoxPlot
Factor level together 8
14.9 Dependent
Dependent Factor Variable boxplot
(factor list) boxplot 8
8 boxplot
Dependents together 8
14.10 Factor variable Dependents
8

None boxplot
4.2 Descriptive
Stem-and-leaf
Histogram
4.3 Normality plots with tests
normal probability plotsdetrended probability plot
Significance Shapiro-Wilks Kolmogorov-smirnov
50 Shapiro-Wilkss statistic

4.4 Spread vs. Level with Levene Test

Levene Test Levene
(Transformed data)
8
None Levene Test
Power estimation: log log
(IQR)
Transformed: 8
Power Power 8
Natural log
: log
1/square root : 1/
Reciprocal
: 1/
Square root
:
Square
: () 2
Cube
: () 3
Untransformed
8
Boxplot Factor levels together
Descriptive Stem and leaf histogram
Normality plots with test
Continue 14.8
14.8 Options.. Explore: Options 14.11
.

14.11 8
- Exclude cases listwise : cases missing value
dependent list Factor
- Exclude cases pairwise : cases cell
cases 8 missing value
- Report values : missing value Factor list ()

8 Exclude cases lis wise Continue 14.9

5. 14.8 ok
14.2-14.6

 8

(Nonparametric Test)

 4 5 

  
  ( )
( 2 ) 
( p )
  ( )   ( ) ( 2 )
( P ) 
(Parametric Tests)  5 6  

Z t F 
 
Z

 


(Nonparametric
Test
or
Distribution free Test)
  


 
  
  5 6

  
 
 
 

   

8.1 
 
1.  
 () 
2.

3.

   

  

 
   
(Rank)
 

 

 
 
  
   ( )


8.2 


1. 


2.   
3 A ,B C 
 3   1
  3   
1, 2, 3
3. 
  

1.  

 

1)
2)  (Nonparametric
Test or Distribution free Test)
Non Parametric Test 
1)
2)

1) (Ordinal Scale)
2)
3)
Note
Non Parametric
Test  () TypeII eror

1. Run Test Wald Wolfowitz Test

2. Wilcoxon Signed Rank Test 

Non Parametric Test

3.
3.1

 Wilcoxon Rank
Sum Test
Mann Whitney U Test
Wald Wolfowitz Test
3.2

Wilcoxon Signed Rank Test for Matched Paired

Difference , Sign Test ,
McNemar Test
4. k (k 3)
4.1
kruskal Wallis H Test ,
Median Test
4.2
Friedman Fr Test for a
Randomized Block Design Cochrans Q Test
5.
Spearmans Rank Correlation Coefficient
6.
Chi square Test
Kolmogorov smirnov Test
Lilliefor Test
8.3
(Random Sample)
Runtest
Run Test

H 0 :
H 1 :
R = of Rans

B A A B B B A
N = 8  7, 25, 29, 10, 5, 18, 19 32

5, 7, 10, 18, 19, 25, 29, 32

xn + xn +1

Median =

18 + 19
2

= 18.5 Md

A Md (18.5)
B Md (18.5)
7
25
29
10
5
B
A
A
B
B
1

18
B

19
A

32
A

R = 4
n1 = A , n2 = B , n = n1 + n2
. ( n1 20, n2 20 )
H 0 : H 0 R lower tail
R Upper tail
19.1 , 19.2 


. (n > 40 n1 n2  20)
 CLT R ~ Norminal ( R , R2 )
Z=
R =

R R
~ N (0,1)
R

2n1 n2
+1
n

Z = R

H0

R =

2n1 n2 (2n1 n2 n )
n 2 (n 1)

2n1 n2

+ 1

2n1 n2 (2n1 n2 n )
n 2 (n 1)

H0

Z >Z

 2542 34
 = 0.05
n = 34 (%)
( stem)
median =

x17 x18
2

4.6 a
4.6 b

(%)
B 1
3.8
A 2
4.6
B 3
4.0
B
4.0
B
3.7
B
3.3
B
2.9
B
3.1
B
3.0
B
3.0
B
4.0

4 .6 + 4 .6
2

(%)
A 4
4.8
A
4.7
B 5
4.2
A 6
4.6
A
6.6
A
6.4
A
5.9
A
4.9
A
4.6
A
5.3
A
5.7

= 4.6
(%)
A
7.0
A
6.4
A
5.1
A
4.9
A
4.7
B 7
4.2
B
3.9
B
3.9
B
4.1
A 8
5.0
A
5.7
A
5.1

H 1 :
R = 8, n1 = A = 19
n2 = B = 15
19.1 19.2 Lower Tail = 11
Upper Tail = 24  = 0.05
H 0 R 11 R 24
R = 8 < 11 H 0 
H0 :


1. aflatoxin  
= 0.05
n = 30

0 5
6 9 4 2
1 5
6 9 8 9 8 3 0 4 2 8 8 2 7 0
2 1
3 9 1 0 6 1 0
3 0
2

0 2 4 5
1 0 0 2
2 0 0 1
3 0 2
Median =

6
2
1

x15 x16
2

9
3 4
1 3

18 + 18
2

5
6

6
9

8 8

= 18

18 A
18 B
Aflatoxin

21 A 1
23 A
15 B 2
29 A 3
30 A
21 A
16 B 4
19 A 5
18 A
20 A

7 8

Aflatoxin

19 A
18 A
13 B 6
10 B
14 B
5 B
12 B
6 B
18 A 7
18 A

Aflatoxin

12 B 8
26 A 9
32 A
21 A
17 B

20 A 11
9 B 12
4 B
10 B
2 B

Aflatoxin 
H 1 : Aflatoxin 
H0 :

A = 16
n2 = B = 14
19.1 19.2 Lower Tail = 10
Upper Tail = 22
 = 0.05
H 0 R 10 R 22
R = 12 > 10 H 0  Aflatoxin 

R = 12 ,

n1 =


 

 (Median : M )  
2 50 %  50 %

 X 
P (x < M ) = P (x > M ) = 0 . 5
 M M 0 

  ( Wilcoxol signel Rand test )
1. 
H 0 : M = M 0 ( M 0  )
H1 : M M 0 , M > M 0 , M < M 0

2. (D) 
 Di = xi M 0 ; i = 1,2 ,3,..., n
3.  ( Rand X) 1,2,3,....,n Di  =  1 ,  2
. 
. Di = 0
4.   . 3  Di
5. 
+ =  
=  
6.
. (n) (H 1 ) .
a. n < 30 ( )

6.1  (n < 30)

7. H 0
7.1 2
H0 : M = M 0
H1 : M M 0

= T = min (T+ , T )

H0

T T n,  
2

7.2
7.2.1

H0 : M M0
H1 : M < M 0

= T+
7.2.2

H0 : M M0
H1 : M > M 0

1. H 1 : M

= T

M0

2. H 1 : M < M 0
3. H 1 : M > M 0

= Min (T + + T )

T T(n , )

n 30

7. H 0
7.1 2
H0 : M = M0
H1 : M M 0

: T *

T T n,
2

T+ T (n, )

T+

6.2 

T n (n + 1 ) / 4

n (n + 1 )(2n + 1 ) / 24

 T * ( normal (0,1) )
: H 0 T * > Z 1 / 2 T * < Z 1 / 2
(  H 0 T * > Z 1 / 2 )
7.3
 8.2  n 30

H0 : M M0

H0 : M M0

:
T n(n + 1) / 4
T* =
n(n + 1)(2n + 1) / 24
: H 0

H1 : M < M 0

H1 : M > M 0

T * > Z 1

T* =

T+ n(n + 1) / 4

n(n + 1)(2n + 1) / 24

H0

T * < Z 1

 IQ 

16 107  16 15 IQ
. 99,100,90,94,135,108,107,111,119,104,127,109,117,105125
IQ  16 . 107
=0.05
 (IQ)(n=15X

 1 
M= IQ  16
H 0 : 107 VS. H 1 : M 107
. 2 - . 4  1
 1

IQ

 Di
Di =Xi-107
Di
i
Xi
 Di
1
99
-8
7
-7
2
100
-7
6
-6
3
90
-17
11
-11
4
94
-13
10
-10
5
135
+28
14
+14
6
108
+1
1
+1
7
107
0
8
111
+4
5
+5
9
119
+12
9
+9
10
104
-3
4
-4
11
127
+20
13
+13
12
109
+2
2.5
+2.5
13
117
+10
8
+8
14
105
-2
2.5
-2.5
15
125
+18
12
+12

 X 12 107 = X 14 107 D12 = D14 = 2

.  (2+3)/2 =2.5
D7 = 0  D7 . 15-1=14
. 5 : . 5    . .
T + = 14 + 1 + 5 + 9 + 13 + 2 . 5 + 8 + 12 = 64 . 5
T = 7 6 11 10 4 2 . 5 = 40 . 5

. 6 : 2 n<30
T = min (T + , T ) = min (64 . 5 , 40 . 5 ) = 40 . 5

. 7 : H 0
H 0  T T (n , / 2 )  / 2 = . 025 n=14  9
T (14 ,. 025 ) = 21  T = 40 . 5  21
IQ  16 107
 0.05

 2
1.
Parametric
t test

z test

2.
t test

Nonparametric Test
Wilcoxson Rank Test Sum Test
Mann-Whitney U Test
Wald-Wolfowitz Test

Nonparametric Test

(1) Wilcoxson Signed

Rank Test Sum

Test for Matched Paired paired
Differend

(2) Sign Test

(3) Mcnema Test
2

ni i = 1,2,3

 (Wilcoxson Rank Test Sum Test)
OR (Mann-Whitney U Test)
OR Wald-Wolfowitz Test
# (Wilcoxson Rank Test Sum Test)
1. ni  i = 1,2,3
2. %

 

1
0
3.  i, i = 1,2,3
4.
% ()
Rank

T1 + T2 =

n(n + 1)
2

; n = n1 + n2

 T1 T2 T1
TA ni = min (n j , ni )
ni = 6, n2 = 8, T A = t1
n1 = 10, n2 = 6 TA = t 2

n1 = n2 T A t1 or t 2
T1 + T2

T2

n1 < 10, n2 < 10

T A =  T A  10

Wilcoxson Rank Test Sum Test

Independent Sample

Tu

TL

% n1 & n2

2 = 0.05, n = 51, n2 = 7 T2 = 20, T2 = 45 TA

 
Tu

TL

 ()
 

H 0 : M A M B ( H 1 : M A > M B ) 

M A = 
M B = 

TA


T A =  

OR

(1)

H 0 : M A M B

(2)

H 0 : M A M B

H1 : M A > M B

H1 : M A < M B

H 0 TA Tu 
H 0 TA TL 

P (Tn Tu = )
P (Tn TL = )

TL  10  n1 n2

H 0 : % 2
Note.

Tu

H0 : M A = M B

H 1 : M A M B , M A = 
M B = 

TA TB
H 0
TB = 
H 0 T A < TL T A > Tu  TL =  

 n A nB P(TA TL ) = P(TA Tu ) =

8.3 1 2
< 2 n1 = 6, n2 = 7
1 1
2 2
 < 
= 0.05

 Nonparametric Test
< 


Wilcoxon Rank sum Test

 0 : 1 2

OR 0 : 1 = 2

1 : 1 2

OR 1 : 1 2

 1 2  1 2 <
A = 1 Q n1 = 6, n2 = 7(n1 < n2 )
1 () 
2 () 
1.96
4
2.11
6
2.24
7
2.43
9
1.71
2
2.07
5
2.41
8
2.71
11
1.62
1
2.50
10
1.93
3
2.84
12
2.88
13
A = 1 = 4 + 7 + 2 + 8 + 1 + 3 = 25
: 0 A L A u
10  = 0.05 2  n1 = 6, n2 = 7
L = 28, u = 56 A = 25 < L = 28
0  12  0.05
II (n1 > 10, n2 > 10)

A ~ ((A ), v(A ))
n (n + n 2 + 1) n A (n + 1)
(A ) = 1 1
=
 n = n1 + n2
2
2
n1n 2 (n1+ n 2 + 1) n A n B (n + 1)
V (A ) =
=
12
12
A (n A (n + 1)) / 2
=
; ~ N (0,1)
n A n B (n + 1) / 12

0 1 : A B

> 1

1 : A > B > 1

1 : A < B < 1


CC = 21
EE= 25
CC > EE  = 0.10
 CC= 585.5 EE=495.5
n1 = 21, n2 = 25 > 10 ()
 (Wilcoxon Rank Sum) Q % 2
Q n1 < n2 n A = n1 A = 1 = 585.5 (
CC  1(A)
( EE  2(B))
0 : A B ; A & B
CC
EE
1 : A > B

n A (n + 1) 21(46 + 1)
=
= 493.5
2
2
n n (n + 1) 21(25)(46 + 1)
V (A ) = A B
=
= 2,056.25, v(A ) = 45.33
12
12
(A ) 585.5 493.5
= A
=
= 2.03,Q .90 = 1.28
45.33
45.33
(A ) =

> 1.28 Reject 0  = 0.10

CC

> EE

- ( The mann Whitney U Test ) ( 2 ,

, )
1. 
2.  2 ( )

3. 
T1 =  1
T2 =  2
4. U = n n + n1 (n1 + 1) T
1

1 2

2
n (n + 1)
U 2 = n1 n 2 + 2 2
T2
2

2
I ( n1 10, n2 10 )

, U 1 + U 2 = n1n2

(n1 10, n2 10)

I ( n

10, n2 10 )

H 0 :  2 (M 1 M 2 )
H 1 :  1  2 (M 1 > M 2 )
: U 1 = U 2 = n1n2 + n1 (n1 + 1) T1 ( 1 )
1

H 0 T1  U 1  H 1 H 0
: U 1
: H 0 (U 1 U 2 )  U 0  13
 P[U 1 U 0 ] = n1 n2
H 0 : M 1 M 2
H1 : M 1 < M 2
( H 1 :  1  2)
U = U 1
H 1 T2 T1  U 2 H 1 H 0 U 2

 : H 0 U 2 U 0  P[U 2 U 0 = ]
2
H 0 :  2 H 0 : M 1 = M 2
H 1 :  2
H1 : M 1 M 2
U = min{U 1 ,U 2 }
: H 0 U U 0
 U 0  11  U 0  P[U U 0= 2]
n1 n2  11 P[U U 0 ]

( The mann Whitney U Test )

1. 
H 0 :  1 2 (M 1 = M 2 )

H 1 :  1 
 2 (M 1 >M 2 )
 H 1 :  1 
 2 (M 1 < M 2 )
 H 1 :  (M 1 M 2 )
2.
2.1 U 1 (
)
2.2 U 2 ( )
2.3 U = min (U 1 ,U 2 ) ( )
3.
3.1 H 0 U 1 U 0 (
)
3.2 H 0 U 2 U 0 ( )
3.3 HO U U 0 ()
 U 0  11 P[ U 1 U 0 ] = P[ U 2 U 0 ] = P[ U U 0 ]
= /2

  8.5 2 (A,B) 2
 4 10

A
121
143 135 151 139 117 148 142 129 140
B
149
137 167 150 131 129 152 137 144 153
 B A  
 = .05
 2 (n A = n B = 10)

H 0 : B A (M B M A )
H 1 : B A (M B >M A )
  20 

A
(Rank)
2
121
12
143
135
6
151
17
139
9
1
117
148
14
142
11
3.5
129
140
10
88.5
TA

 B
149
137
167
150
131
129
152
137
144
153
TB

3+ 4
2

 (Rank)
15
7.5
20
16
5
3.5
18
7.5
13
19
124.5

129 2   3 4 

= 3.5  137 2   7 8 

 137

7+8
= 7.5
2

 A= T A 
T A = 2+12+6+17+9+1+14+11+3.5+10 = 85.5
 B = T B = 15+7.5+20++13+19 = 124.5 n A = n B = 10
:  H 1 : M B >M A  U B 
UB =nAnB +nB
: H 0 U B U 0  U 0 Mann-Whitney  11
 n A = n B = 10 = .05 U 0 = 28  P[U B 28] = .0526
P[U B 27] = .0446
 H 0    

  8.6 Good Perfume   GP 

C D Good Perfume 
 C D  C D
9 

(:)
C
2.75 2.14 3.23 2.07 2.49 2.18 3.16 2.93 2.2
D
0.89 1.43 1.06 1.01 0.94 1.79 1.12 2.01 1.12
= .05
  C D n C = n D = 10
  C D
-
" 1 H 0 :  C D (M C =M D )
H 1 :  C D (M C M D )
" 2  C D 
C
2.75
2.14
3.23
2.07
2.49
2.18
3.16
2.93
2.2

TC = 126

 C
15
11
18
10
14
12
17
16
13

 D
0.89
1.43
1.06
1.01
0.94
1.79
1.12
2.01
1.12

 D
1
7
4
3
2
8
5.5
9
5.5
TD = 45

" 3
" 4

 nc = n D = 9
n (n + 1)
9(9 )
+ c c
T 9(9 ) +
126 = 0

T3 = 126, TD = 45
U c = nc n D

n D (n D + 1)
9(10 )
TD = 9(9 ) +
45 = 81
2
2

:   = U
U = min (U c , U D ) = min (0,81) = 0
: H 0 U U 0
U D = nc n D +

 11  n1 = n2 = 9

P[U 18] = .0252

= .025

P [U 17] = .02( 2)

U 0 = 18 U=0 H 0 
 C D C D 
.05
( n1 > 10 n2 > 10 )
 Mann-Whitney n1 > 10
U Z
 U=E(U)= n1n2

2
U=V(U)= n1n2 (n1 + n2 + n3 )
12

n2 > 10


H 0 :  1 2 (M 1 = M 2 )
H 1 :  ( M 1 M 2 )
 : Z U E (U )
V (U )
: H 0 Z > Z1 Z < Z1
2

 8.7  A  B
 12  
( : 100 )
A
84 128 168 92 184 92 76 104 72 180 144 120
B
140 184 368 96 480 188 180 244 480 380 480 196
 .05

n A = nB = 12 ( 30)
: H 0 : M A = M B
H 1 : M A M B
;  n A = nB = 12  10 Z 
()  
A
84 128 168 92 184 92 76 104 72 180 144 120
 3
9 12 4.5 14.5 4.5 2 7 1 13 11 8 TA = 89.5
B


140 184 368 96 480 188 480 244 440 380 480 196
10 14.5 19 6 23 16 23 18 21 20 23 17

n A (n A + 1)
12(13)
T A = 12(12 ) +
89.5 = 132.5
2
2
n (n + 1)
12(13)
U B = n A nB + B B
TB = 12(12 ) +
210.5 = 11.5
2
2
U A = n A nB +

U = min(U A ,U B ) = min(132.5,11.5) = 11.5

TB = 210.5

Z=

U E (U )
V (U )
11.5 72
300

U n A nB / 2

n A n B (n A + n B + 1) 12

= 3.493

: H 0 Z < -Z .975 = 1.96  -1.96 H 0 

 A  B (
 A  B)  .05
8.5.1.3 - (The Wald-Wofowtz Runs Tests)
 Run Test Wald-Wofowtz One-Sample Runs
Test for Randomness   2
 
1.  1 n1 (X 1 , X 2 ,.... X n )  1  2
n 2 (Y1 , Y2 ,....Yn )  2  2
2. 
1

. ( n1 20, n2 20 )
 
" 1 : 
H 0 : 2  
H 1 : 2  
H 0 :  2 (M X = M Y )
H 1 :  2 (M X M Y )
" 2 : 
" 3 : R 2
3.1  1  2
 1 : X (n1 = 5) : 3 2 9 .5
5
 2 : Y (n1 = 6) : 7 9 1 .4
2.5 1
(  1  1  2 )


.4 .5 1
Y X
Y
1 2 3

1
Y

2
X
4

2.5
3
Y
X
5 6

5
X

6
Y
7

7
Y

9
X
8

 R  X Y Y X
R =   R=8
H 0 : H 0 R Lower Tail  19.1 
n1 20, n2 20  = .05 ( 2 2 )
 X , s Y , s 
 2 R   2
 R

 (The Wald wolfowitz Runs Test)

2
. (n1 20, n2 20)
1. H 0 : 2 
H 1 : 2 
2. 2
3. R 2
3.1  1 2
Ex.  1 : x(n1 = 5) : 3 2 9 .5 5
 2 : y(n2 = 6) : 7 6 1 .4 2.5 1
.4 .5 1 1 2 2.5 3 5 6 7 9
y x y y x y x x y y x
1 2 3
4 5 6
7
8
R = 
R=8
: H 0 R Lower tail 19.
3
2 
3.2  1 2
xs = y s Run 2
R1 R2  R1 < R2
R1 =    2
(n1 + n2 )  

R2 =    2
(n1 + n2 )  

R = 8 > 3 Aec H 0

R1 + R2
2
H 0 : R
R=

Lower Tail 19.1

. ( n1 > 20 n2 > 20 )
CLT : R
Z=

2n n

R 1 2 + 1
n

2 n1n2 2 n1n2 n

n 2 (n 1)

H 0

>

n = n1 + n2

8.8 n1 = a, n2 = 10
0 : 2 
1 : 2 
Q n1 , n2 < 20 R
 2 1.28 1 2 R1 R2
R1 : 2

0 0.08 0.1 .16 .26 .8 1 1.28 1.28 1.28 1.6 2 2.5 5 5.1 8 8 10 11
Y Y Y Y X Y X X Y Y X Y Y X Y X X X X


  
  

R2
Y X Y
   
11 12
R2  Runs
R1 + R2 10 + 12
=
= 11
2
2
0 0 R Lower tail 19.1

R=

n1 = 9n2 = 10, = 0.05 Lower tail = 5

Q R = 11 > 5

Acc 0


8.1 4
 
(Recommendation)
  
3 8
1-20   0.05

Recommendation

1 2
18 14
20 13

3
19
16

4
13
9

5
16
14

6
11
18

7
20
15

8
8
12

0 : =

1 :

R
Recommendation

Q n1, n 2 < 20

R2

8 9 11 12 13 13 14 14 15 16 16 18 18 19 20 20
xyx y y x x y y y x x y x x y
1234 5 6 7 8 9

xy
xy
yx
5 678 9
11 12 13 14 15

R1 = 10, R2 = 15

R1 + R2 10 + 15
=
= 12.5
2
2
0 R Lower tail 19.1
R=

n1 = n2 = 8, = 0.05

Lower tail = 4

Acc 0 =

0.05

Q R = 12.5 > 4

8.5.2.1  (Sign Test)

 2

1. n
 (X 1 ,Y 1 ),......(X n ,Y n )
2. 0 n
3. (Ordinal Scale )
4. 
  D i = X 1 -Y 1 ; i = 1,...n 
 (+) X i > Y i  (-) X i < Y i X i = Y i
0 
r + =  +
r =  M D = Median D i

 8.2
1 2
2
3
H0: MD= 0

H0: MD 0

H0: MD 0

H1 : M D 0

H1 : M D > 0

H1 : M D < 0

M X = M Y 0 2 
M D = 0 0 r + r n/2  H 0 : M D = 0
H 0 : P(+) = P(-) = .5   r + r
  +    +
   (
.  5 5.3 ) 0  8.2
 8.3
 8.3
1 2
2
3
H 0 : P(+) = P(-)

H 0 : P(+) P(-)

H 0 : P(+) P(-)

H 1 : P(+) P(-)

H 1 : P(+) > P(-)

H 1 : P(+) < P(-)

 8.4 : H 0
H 1

H 0
r = (min r + , r )
1. H 1 : P(+) P(-)
P(X r n , p = .5) / 2

r
P(X r n , p = .5)
2. H 1 : P(+) > P(-)
r+
3. H 1 : P(+) < P(-)
P(X r + n , p = .5)
P(X r n , p = .5),P(X r n , p = .5) P(X r + n , p = .5)  20
 ( Binomial probability
distribution) r, r ,r +  8.9 8.10
 (Sign Test) 
 8.10 00  Sign Test
  X i - Y i
 8.9 
0 21
 X i = 
 i , Y i =  i , i ,
= .05
= 1,..,21
0  0 2 

 0 2
0 Sign Test X i - Y i ; I = 1,..,21 0

 (i)

(Y i )

Xi - Yi

 X i -Y i

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21

85
87
84
89
81
90
88
89
81
73
79
78
70
81
80
85
95
99
80
77
89

80
73
83
74
85
95
81
83
87
78
80
75
68
75
80
85
90
93
85
75
93

5
14
1
15
-4
-5
7
6
-6
-5
-1
3
2
6
-10
0
5
6
-5
2
-4

+
+
+
+
+
+
+
+
+
-

(X i )

+
+
+
-

0  D > 0 P(+) > .5

  

H0: MD 0
H 0 : P(+) P(-) H 0 : P(+) .5

H1: M D > 0

H 1 : P(+)>P(-)

H 1 : P(+) > .5

 P(+) + P(-) = 1
0   16 0 2
X 16 = Y 16 = 85 21-1 =20 n = 20
:
r= 8
H 0 : H 0 P (X r n = 20 ,p = .5) (0.5) 0 r = 8
H 0 P (X 8 n = 20 ,p = .5) 0.5  P (X = x n = 20 ,p = .5) ;
x = 0,1,2,...,8  20

P (X

n = 20 ,p = .5)

P (X = x

x =0

= P (X = 0

n = 20 ,p = .5)

n = 20 ,p = .5) + P (X = 1

n = 20 ,p = .5) +

......... + P (X = 8 n = 20 ,p = .5)
= 0+0+.0002+.0011+.0046+.0148+.0370+.0739+.1201 = .2517
P (X 8 n = 20 ,p = .5) = .2517 > .05 H 0 
 .05
8.10 0 
0 0 2 (A,B) 20 
0 2  1 
2  = .05
H 1 : M D 0 H 1 : P(+) P(-) 0

1 2 3 4 5 6 7 8 9 10
(A)
1 1 1 1 1 2 1 1 2 2
(B)
1 2 2 2 2 1 2 2 1 1

- - - - + - - + +
A-B

(A)
(B)

A-B

11 12 13
1 1 1
2 1 2
-

14
1
2
-

15
1
2
-

16
2
1
+

17
1
2
-

18
2
1
+

19
1
2
-

20
2
1
+

 : r = (min r + , r ) = min(6,12) = 6;
n = r + + r =6+12=18
H 0 : H 0 P (X 6 n = 18 ,p = .5) .025( /2)  20
P (X 6

n = 18 ,p = .5) =

P(X=x n =18,p=5)
6

x =0

=0+.0001+.0006+.0031+.0117+.0327+.0708=..119

 .025 ( /2)
H 0
 0  .05
8.5.2.2  (The Wilcoxon
Singed Rank Sum Test for the Matched Paired Difference)  0
1.
2.
2 (A,B) n
 
X Ai Y Bi  i 1 (A)  2
(B) ;i = 1,2,..n
 The Wilcoxon Singed Rank Sum Test for the Matched
Paired Difference
 1 : 0
 2 : X A X B
D i = X Ai - X Bi
 3 :  D D i   1 D i 
  2 ,...., D i   n 
0 D i = 0 
n = 10 D i = 0 2 (n)
8
 4 :  0 3  D i
 5 :  (0 4)
T + :  D i 
T :  D i 

0 0 0
 H0 : M A MB
H1 : M A > M B

T + T  T + + T = 1+2+...+ n 
0 M A > M B T +  T + T 0
T H 0 T T L  T L
 12  0 n P (T T L ) =
 H0 : M A MB
H1 : M A < M B

H 1 T + T 0 T + H 0
( H 1 ) T + T L
 H 0 : 0 (M A = M B )
H 1 : 0 (M A M B )
T = min (T + , T )
H 0 T T L P(T T L ) = / 2
Wilcoxon Singed Rank Test for the Matched Paired
Difference  n 50
1. 
H 0 : 0 (M A = M B )
B (M A > M B )
 A
B (M A < M B )
 A
 0 (M A M B )
2.
2.1 T 
2.2 T + 
2.3 T = min (T + , T ) 
3.
3.1 H 0 T T L 
3.2 H 0 T + T L 
3.3 H 0 T T L 

 T L 12 P(T

T L ) = P(T + T L ) =

TL) = /2

P(T

 (n > 50) Z

T 

E(T) =

n(n + 1)
4

V(T) =

H 0 : 0 2

H 1 : 0 2

T n(n + 1) / 4
: Z = n(n + 1)(2n + 1) / 24

H 0

n(n + 1)(2n + 1)
24
(M A = M B )

(M A

MB)

Z > Z 1 / 2

8.11 2  (A,B)
10 0 2
 1-10 ()
0
 1
2
3
4
5
6
7
8
9
10
 A

6
8
4
9
4
9
6
5
6
8
 B
4
5
5
8
1
7
2
3
7
2
= . 05
 0 2 
0 2 n = 10
Wilcoxon Singed Rank Sum Test for
the Matched Paired Difference

0
H 0 :
 A B (M A = M B )
H 1 :
 A B (M A M B )
 A B 
0


1
2
3
4
5
6
7
8
9
10

A-B

A B

6
8
4
9
4
9
6
5
6
8

4
5
5
8
1
7
2
3
7
2

2
3
-1
1
3
2
4
2
-1
6

2
3
1
1
3
2
4
2
1
6

 A B
5
7.5
2
2
7.5
5
9
5
2
10

 = 5+7.5+2+7.5+5+9+5+10 = 51
 = 2+2 = 4
T = min (T + , T ) = min (51, 4)
H 0 T T L ( = .05 , n = 10)
T L  12  n = 10 , = .05
P(T 8) = .05 T L = 8
 8.12 0 2  (A,B) 
  B  A
10 0   0 ()
  0
 A 20 29 16
19
31
44
29
14 12 35
 B 18 29 18
23
38
48
34
15 16 36
 .05

X Ai X Bi
  A B

n = 10 Wilcoxon Singed Rank Sum Test for the Matched

Paired Difference 0
H0 : M A > MB
H1 : M A M B

XA

XB

Di = X Ai X Bi

Di

20
29
16
19
31
44
29
14
12
35

18
29
18
23
38
48
34
15
16
36

2
0
-2
-4
-7
-4
-5
-1
-4
-1

2
2
4
7
4
5
1
4
1

 Di
3.5
6
9
6
8
1.5
6
1.5

T = 41.5

+
3.5

T + = 3 .5

T = 41.5
H 0 T = T l  12  n = 10 1 = 9
( D2 = 0 ) 0.05 TL = 8  T = 41.5 >8
H 0   A  B
 8.13  ()  B  A 0
2  88 T + 1,764 T = 2,152 
.10 
  
0  
0 2  n = 88  50 
Z

H0 : M A = M B
H1 : M A M B

Z=

T = Min T + , T = Min(1764,2152 ) = 1,764

T n(n + 1) / 4

n(n + 1)(2n + 1)24

1764 1958
= .81
240.3

: H 0 Z > Z1 / 2  Z > Z1 / 2 = Z .95  4

Z .95 = 1.65  H 0 Z > 1.65  Z = 0.81 
1.65 H 0 0  A B 
.10
 8.13 2
A B A B
 10
 1-10 ()
0
1
2
3
4
5
6
7
8
9
10

4
8
9
3
6
8 10
9
5
A 7
5
8
8
6
10
9
8
4
9
B 9
 B A  
0.05
 0
  Wilcoxon Signed Rank Test For
Paired Difference

(M B M A ) H 0 : M A M B
(M B > M A ) H 0 : M A < M B

H 0 : B A

H 1 : B A

 A B 0

1
2
3
4
5
6
7
8
9
10

7
4
8
9
3
6
8
10
9
5

D = AB

9
5
8
8
6
10
9
8
4
9

D = A B


A B

-2
-1
0
1
-3
-4
-1
2
3
-4

2
1
0
1
3
4
1
2
3
4

4.5
2
2
6
7.5
2
4.5
9
7.5


Rank
-4.5
-2
2
-6
-7.5
-2
4.5
9
-7.5

0 T +
T + = 2 + 4.5 + 9 = 15.5

: H 0 T + TL
TL  12  = n 1 = 10 1 = 9
 D3 = 8 8 = 0  3 1 9
 .05  12 TL = 8  T + = 15.5 > 8
H 0  B A  = 0.05

McNemar Test
  2 
 (Norminal Scale) , ,
2
(Yes) (No) 1 0
 Manemar Test  2 2
2 . .
. . 
, . . N  . . 
.

.
1 ( )
A
C
A +C

1 ( )
0 ( )

0 ( )
B
D
B +D

  . A + B
  . A+C
p1 =

,  . 

p2 =

,  . 

 8.5

A+B
C+D
N

A+ B
N

A+C
p2 =
N

p1 =

1. n ( X i ,Yi ) ; I = 1,,n ; X i =1,0 ; Yi = 1,0

2.  2
3.
p1 =   1 = P (X = 1)

  2 = P(Y = 1)

p1 =

H 0 : P1 = P2
H 0 : P1 P2

H 0 : P1 P2
H 0 : P1 > P2

H 0 : P1 P2
H 0 : P1 < P2

 (n = B+C 20)
 n = B+C 20
= B
H 0  20
,
 8.6
 8.6
H1

H 0 : P1 P2

H0

 n = B+C 20

H0

P( X B n, p = .5) / 2

H 0 : P1 > P2

P( X B n, p = .5)

H 0 : P1 < P2

P( X B n, p = .5)

P ( X B n, p = .5) =

P( X = x n, p = .5)
B

P( X x n, p = .5)

 20
.  (n = B + C > 20)
 n = B + C > 20 Z () (
.
 4 6.2.1)


X =0

Z=

B C
B+C

H 0
 8.7 :

H 0 : P1 P2

H0

H0

 n = B+C 20

H0

Z > Z1 / 2

H 0 : P1 > P2

Z > Z1

H 0 : P1 > P2

Z < Z1

 2
 X = ( B C )
B+C
2
2
 Z = X

H1 : P1 P2

H0

 n = B+C 20


X 2 > X 12 

1 , ,

 8.15 2 (M,N)
, 2
,
N

26
7
33




15
37
52

: , 2
H1 : , 2

H0

41
44
45
PM = PN
PM PN

 M
PN =  N
Z  B+C =15+7=22>20
PM =

Z=

BC
15 7
=
= 1.71
B+C
15 + 7

H 0 : H 0 Z > Z1 / 2 Z > Z.975 = 1.96( = .05)  ,

Z=1.71<1.96 H 0 , , 2 
.05
 2
X 2 = Z 2 = (1.71) 2 = 2.924  6 X .295,1 = 3.84  2.924
<3.84 H 0

8.6 k  k 3
k  k 3 ,
  
 , 3 ,

 6 

1. (CRD)  k
F
2. (RCB)
 
F
 k  

  k
 

1. (CRD)  k
(Kruskal - Wallis H Test)
2. (RCB)  , k
(The Friedman Fr test for
Randomized Block Design)
8.6.1 k ( k 3 )
 CRD
  k
, k

   , k k
Median Test - (Kruskal Wallis H Test)

8.6.1.1 Median Test

, k 
,
1. k  M 1 , M 2 ,..., M k

2.
, Median Test ,
,  1 , k ( ,

n = n1 ,
k

ni =

i =1

 i)  = m
  m
m  8.8
>m
m

 8.8

...

O11

O12

O21

O22

n1

n2

...

O1k

a1

O2 k

a2

nk

 i 
=  i 
= ,
= ,

O1 j =
O2 j

a1
a2

n = a1 + a 2 =

n
k

=0

i =1

, k M a1 a2

=
2

i =1 j =1

(Oij Eij )
Eij

............................. (8.1)

; I = 1,2, ; j = 1,2,.., k

E ij = a i n j

0 0 2 > 1 2  k-1
2 (8.1) n 20

ni

 8.16 4 (A, B, C, D) 4
12 
 ,
A
B
C
D

7.1
6.9
7.8
6.4

7.2
7.0
7.9
6.6

7.4
7.1
8.1
6.7

7.6
7.2
8.3
7.1

.05

0 : M A = M B
1 :

()
7.7 7.7
7.3 7.4
8.4 8.4
7.8 8.2

7.6
7.3
8.4
7.6

7.9
7.6
8.4
8.4

8.1
7.8
8.6
8.6

8.4
8.1
8.9
8.7

8.5
8.3
9.2
8.8

8.8
8.5
9.4
8.9

= MC = M D

Mi M j

; i j ; i, j =

A, B, C, D

, n = 12 + 12 + 12 + 12 = 48 
m = 8.1 8.1 ,
A
3
9
12

>m
m

E ij

=
2

B
2
10
12

i =1 j = A

E1 A =

(Oij E ij )
E ij

C
9
3
12

20(12)
= 5,
48

D
6
6
12

E 2C =

20
28
48

28(12)
=7
48

(3 5)
(2 5)
(3 7)
(6 7 )
+
+ ... +
+
5
5
7
7
2

 0 : 0 > ..95 2  4 1 = 3  6
2 .95;3 = 7.81 0  2
 .05
8.6.1.2 - (Kruskal - Wallis H Test)
,
1. k
2. ni 5; i = 1,2,..., k  ni =  i
, ,
 1 , ,
0 : , k 
1 : , k
 2  (Rank) , (1, 2, ..., n) 
= 10.286

  1  n 
  
 i ; i = 1, ,k

2
k
i
12
=

n(n + 1) i =1 ni

n = ni
k

i =1

3(n + 1)

 H  k - 1

(k 1) 2 ;
0 :
 6

2 ( k 1);1

2 (k 1);1

 8.17 3 (A, B, C)
, 5 ,

A
B
C
.05

14
8.4
6.9

( / )
12.1
9.6
8.2
5.1
5.5
6.6
7.3
5.8
4.1

10.2
6.3
5.4

 ,
3 , n A = n B = nC = 5

0 : , 3 M A = M B = M C
1 : , 3 2
M i M j 1 ; i j
, = n = n A = n B = nC = 5 + 5 + 5 = 15
, ( 1, 2, ,15)
,

14
12.1
9.6
8.2
10.2


15
14
12
10
13
A = 64

8.4
5.1
5.5
6.6
6.3

2
k
i
12

n(n + 1) i =1 ni


11
2
4
7
6
B = 30

6.9
7.3
5.8
4.1
5.4


8
9
5
1
3
C = 26

3(n + 1)

12 (64) 2 (30) 2 (26) 2

+
+

3(16)
15(16) 5
5
5

0 :

= 8.72

> 2 ( k 1);1

: 0  2 
.05
> 2 2;.95 = 5.99

8.6.2 (Multiple Comparisons)

 k 
 0 : M 1 = M 2 = ... = M k
  
Wilcoxon Rank Sum Test Mann Whitney U Test Wald Wolfowitz

i = j

k

2

 Kruskal - Wallis H Test k

0 ,
i j q k , SE 
SE =

n(nk )(nk + 1)
12

 i j i j > q k , SE  q k , SE
 8 
 8.18  8.17 
= 0.05

SE =

n(nk )(nk + 1)
12

5(15)(15 + 1)
= 10
12

 8 q3 ,  = 0.05 3.31
i j i j > 3.31(10) = 33.1
i-j
AB
AC
BC

i j

q k , SE

64 30 = 34
64 26 = 38
30 26 = 4

33.1
33.1
33.1

A B

A C
B = C

A
B
C
 A B C  0.05

8.6.3 k (k 3 ) 
 RBD
 , k
, k
b
b 
   
(Randomized Block Design : RBD)
1.  (The Friedman Fr Test for a
Randomized Block Design)
2. Cochrns Test
8.6.3.1  (The Friedman Fr Test for a
Randomized Block Design)
,
1.
2. 5 max (b , k) > 5
- 1 -
0 : , x
1 : , x 2
- 2  
 1  k
  (Treatment) , k
() b  k
, = bk
- 3   i = 
 i; i= 1, 2, ,k

Fr =

( )

k
12
2
i 3b(k + 1)

bk (k + 1) i =1

 6

Fr > 2 ( k 1);1

2 ( k 1);1

  8.19 3  (D, E, F)
 6 3 ( )
  1
3 , 3  ,

 D
 E
 F

1
1
3
2

2
2
3
1

3
1
2
3

4
1
3
2

5
2
3
1

6
1
3
2

.05
,  , 3  , 
3  k=3 b=6 

, 3 

0 : , 3

1 : , 3
 2 
  ,
 ,
D = 1 + 2 + 1 + 1 + 2 + 1 = 8
E = 3 + 3 + 2 + 3 + 3 + 3 =17
F = 2 + 1 + 3 + 2 + 1 + 2 = 11

Fr =

12
2
2
2
(D + E + F ) 3b(k + 1)
bk (k + 1)

12
[82 + 172 + 112] (3)(6)(3 + 1) = 7.0
6(3 + 1)

0 Fr > 2 (31);.95 Fr > 5.99 ,

0  , 3   .05

Fr = 7

  8.20 J 3 (A, B, C)
  8 , 3
3 1 , , 1
1-10 ,

A
B
C

1
6
5
3

2
9
8
4

3
6
9
3

4
5
8
6

5
7
8
9

6
5
7
6

7
6
7
5

8
6
5
7

.01

,   
, 3
, = b = 8 = k = 3
,
1. ,
0 : , 3
1 : , 3 2
2.  
,

1
2
3
4
5
6
7
8

A
6
9
6
5
7
5
6
6


3
3
2
1
1
1
2
2
A = 15

B
5
8
9
8
8
7
7
5


2
2
3
3
2
3
3
1
B = 19

C
3
4
3
6
9
6
5
7


1
1
1
2
3
2
1
3

C = 14

Fr =

12
15 2 + 19 2 + 14 2 (3)(8)(3 + 1) = 1.15
8(3)(3 + 1)

0 Fr > 2 2;..99  2 2;..99

Fr = 1.15 < 9.21 0 
, 3 (A, B, C)  0.01

8.6.3.2 Cochrans Test

Cochrans Test cochrans Q Test
k (k 3)

 (RBD)sinv9y;vpjkc9j]t=6f,u8;k,ly,ryoTNdyo
Cochrans Q Test  McNemar 
2 (1) (0)
# k #
1.  b
k
2. 1 0 ( X ij = 0,1 )
 Cochrans Q Test #

1
2
.
.
B

X 11

X 12

X 21

X 22

.
.

X 13

X 23

X b1

X b2

X b3

T1

T2

T3

k
X 1K

B1

X 2K

B2

.
.

k (k 1) T j (k 1)n 2

Q=

Bb

TK

j =1

kn Bi
b

i =1

.
.

X bk

; i = 1,,b
; j = 1,,k
 X ij = 0 , 1

0 :  k
1 :  k 2

....... (8.2)

 T j Bi  (8.2)  0 #
 1 #
0 : 0 Q > 1 2  k-1 21 ; k 1
 6 :
 8.21 4  (A,B,C,D)
 11 # 4 ( )
1 0 #
 1
2
3 4
5 6 7 8 9 10 11
 A
1
1
0 0
1 1 1 1 1 1
1
 B
0
1
0 1
1
0 0 0 0 0
1
 C
0
1
0 1
1
0 1 0 0 0
1
 D
0
1
0 1
1
1 1 1 0 0
1
.05
#   b = 11 4
 k = 4 0 1 Cochrans Q Test

0 : # 4

1 : # 4
 2 
# # 4  0 
 3 # 4   1
 2, 5 11  b = 7 #


1
4
6
7
8
9
10

A
1
0
1
1
1
1
1
6

B
0
1
0
0
0
0
0
1

C
0
1
0
1
0
0
0
2

D
0
1
1
1
1
0
0
4

1
3
2
3
2
1
1
13

# TA = 6, TB = 1, TC = 2, TD = 4; B1 = B9 = B10 = 1, B4 = B7
:

= 3, B5 = B8 = 2; n = 13

k (k 1) T 2 j (k 1)n 2
D

Q=

j= A

kn B 2
b

i =1

4(4 1)(6 2 + 12 + 2 2 + 4 2 ) (4 1)(13) 2

4(13) (12 + 3 2 + 2 2 + 3 2 + 2 2 + 12 + 12 )

= 7.70
0 : 0 Q > 2 3,.95  6
=7.815  Q = 7.70 < 7.815
: 0  # 4 
 . 05
8.7 2 / 

2

2 


 
  9 10

  $
 (Spearmans Rank Correlation Coefficient)  # #
1. #
2. # 2 
n
#  1,2,,n

  1 R1i  2 R2i ;i =1,..,n

 
#
3. # 2
= d1 = R1i R2i

6 d i
n

# # #
r3 = 1

i =1
2

n(n 1)

* 2
3 = 8 #
# r3 = 8#
0 : 3 = 0

: r3
0 r3 r3, / 2 r3 r3, / 2
 r3, / 2  Spearmans Rank Test   13  #
n
1 : 3 0

0 : 3 0

0 : 3 0

1 : 3 0

1 : 3 0

r3

r3

r3 r3,

r3 r3,

  8.22 # #
 # 15  
# #


 

(.)

12
3.7

15
4.1

35
2.9

21
4.2

20
4.6

17
4.3

19
5.4

46
3.8

20
4.3

10

25
0.2

11

39
2.4

12

25
3.9

13

30
4.0

14

27
2.1

15

29
4.6

 0.05
# 2 ()  
# # 2 #
#
8  
= 8  
#
#
H 0 = 3 = 0
H1< 0
 d i
d i2
#  R2


d = R1 R2 d
()
 / R1
1
3.7
5
-4
16
1
12
-7
49
4.1
9
2
15
2
13
2.9
4
9
81
3
35
10
-3
9
4
21
7
4.2
4.6
13.5
-8
64
5
20
5.5
11.5
-8.5
72.25
6
17
3
4.3
5.4
15
-11
121
7
19
4
9
81
8
46
15
3.8
6
36
4.3
11.5
-6
9
20
5.5
8.5
1.2
1
7.5
56.25
10
25
2.4
3
11
121
11
39
14


12
13
14
15

 /
25
30
27
29

#
()
3.9
4.0
2.1
4.6

R1

8.5
12
10
11
6 d i
n

r3 = 1

i =1
2

n n 1

6(795)
= 0.42
15 15 2 1

7
8
2
13.5

R2

d = R1 R2

1.5
4
8
-2.5

2.25
16
64
6.25
795

0 r3 r3,0.05 = .441  13  n
=15, =.05 r3;.05 = .441 # r3 = .42 .441  0
  #
# .05
8.7
 5-6  9-10
# # 
#


 7 7.2.3  ( 2 )
# 
2
1. Kolmogorov- Smirnov Test 

2 - Test
2. lilliefor Test 
#
8.8.1 Kolmogorov-Smirnov Test

 Kolmogorov-Smirnov Test
(S(x))
0 (F(x))
0 : 
1 : 
0 (S(x)) (F(x)) x 0
 (S(x)) (F(x))
x
 F(x) = P(X x)

P( X x)
x

F(x) = f ( x)dx
x

D = max F ( x) S ( x)
D F(x) S(x) 0 
D > 0   D
<  14 0 

 8.23  8 #
10,14,6,5,11,6,5,6 #
 = 8  = 2  .05

X = ( : )
0 : = 8
 ( ) = 2
1 : = 8
 ( ) 2
# = 0 = 8 , = 0 = 2
X H 0  X normal (8,4) #

F (x ) = P( X x )

=
=

0
P
0

x

2

x 8

P Z
= P (Z z )
2

10 8

F (10 ) = P Z <

68

F (6 ) = P Z <

P(Z < 1)

P(Z < 1)

= .8413

P(Z < 1)

= 1- P(Z < 1)
= 1- .8413 = .1587
S ( X ) # n = 8
S(X) #
5
5
6
6
6
10
11
14
S (x ) = P (Z < 1) = 1- .8413 = .1587

S (5) = 2 / 8 = 0.25

S (6 ) = (2 + 3) / 8 = 5 / 8 = 0.625

S (10) = (2 + 3 + 1) / 8 = 6 / 8 = 0.75

S (11) = (2 + 3 + 1 + 1) / 8 = 7 / 8 = 0.9332

S (x )

5
6
10
11
14

0.25
0.625
0.75
0.9332
1.0

S (10) = (2 + 3 + 1 + 1) / 8 = 8 / 8 = 1.0
( x 8) F ( x ) = P ( X x )
Z=
2

-1.5
-1.0
1.0
1.5
3.0

= P (Z z )

0.0668
0.1587
0.8413
0.9332
0.9987

F (x ) S (x )

0.1832
0.4663 =D
0.0913
0.582
0.0013

D = max F (x ) S (x ) = 0.4663

H 0 D >  14 
# # = 0.05, n = 8
= 0.454 H 0  # 
= 8 = 2

8.8.2 Lilliefors Test

Lilliefors Test
Kolmogorov-Smirnov Test Kolmogorov-Smirnov Test
 = 0  = 0 H 0 Lilliefors
Test  X
S
H 0 :
H 1 :

: D = max F ( x ) S ( x )

F (x ) = P( X

xx

x ) = P Z <

: H 0 D >  Lilliefors Test   15

 8.24 10 # 15,16,6,15,8,12,16,3,14,15
 0.05
X =
, n = 10
H 0 : X
H 1 : X

x
S2

15 + 16 + ... + 14 + 15
= 12.0
10

(X
=

n 1

= 21.81

S = 4.67

# 3,6,8,12,14,15,15,16,16

S (x )

3
6
8
12
14
15
16

1/10 =0.10
2/10 =0.20
3/10 =0.30
4/10 =0.40
5/10 =0.50
8/10 =0.8
10/10 =1.0

Z=

( x 8)

-1.93
-1.28
-0.86
0
0.43
0.64
0.86

F (x ) = P( X x )

= P (Z z )

0.0268
0.1003
0.1949
0.50
0.6664
0.7389
0.8051

F (x ) S (x )

0.732
0.0997
0.1051
0.10
0.1664
0.0611
0.1949=D

D = max F (x ) S (x ) = 0.1949 Lilliefors  15

 n = 10, = 0.05 = 0.258
D # H 0 
D = 0.1949 <

8.8.3 
 7 8  
3 2 Test , Kolmogorov-Smirnov Test Lilliefors Test #
1. 2 Test 

2 Test # (n )
 7.8 7.9
2. Kolmogorov-Smirnov Test 


Kolmogorov-Smirnov Test 

3. Lilliefors Test  Kolmogorov-Smirnov
Test Lilliefors Test # 

8.9 
  ( 5) 
 

 8.11  
F test 1 WAY ANOVA

Kruskal Wallis  F test   2
( ) F test  Kruskal Wallis 
Kruskal Wallis 
# 
  2 

8.10 


1.  1. 
: Z t

:Wilcoxon Signed- Rank Test

2.  2 2. 2

2.1
2.1

: Wilcoxon Rank Sum Test

: Z t
Mann-Whitney U Test
Wald-Wolfowitz Runs Test
2.3
2.2
()

:Signed Test
: t
Wilcoxon Signed- Rank Test for Matched Paired
Difference Method McNemar Test


3.  k

3.1 # k
(CRD)
: F
3.2 (RBD)
: F


3.  k
3.1 # k (CRD)
: Median Test
Kruskal-Wallis H Test
3.2 (RBD)
: Friedman For Test for a
Randomized Block Design Cochran s Test