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158 ArchivesofDiseaseinChildhood1994;70: 158-163 STATISTICS FROM THE INSIDE 12. Non-Normal data MJ R Healy The Normality assumption
158
ArchivesofDiseaseinChildhood1994;70: 158-163
STATISTICS FROM THE INSIDE
12. Non-Normal data
MJ R Healy
The Normality assumption
datasets, at least in a medical context, exhibit
When we consider the analysis ofcontinuous
data (measurements rather than counts), we
may think first of describing our samples by
way of means and standard deviations and
then of calculating significance levels and
confidence intervals by way of Student's t
distribution. These lattermanoeuvres, mathe-
matically speaking, are based on the assump-
one of two types of pattern. First, we often
encounter distributions which are not sym-
metricbutskew, with alongtailofhighvalues.
Such distributionsusuallystartatornearzero;
they are characteristic of a wide variety of
physiological measurements, ranging from
skinfoldthicknessesto enzyme concentrations.
In clinical and laboratory research, these skew
tion that the data are drawn from Normal
distributions are if anything more common
distributions. This assumption can itself be
testedstatistically. The numerous teststhatare
available are not particularly powerful (they
will often give 'non-significant' results when
than theNormal distributionofthe textbooks.
The other type ofnon-Normal data which
commonly occurs in practice consists of a
central part coinciding fairly closely with
applied to samples ofmoderate sizefrom defi-
Normality,plusone orafewextremevalueson
nitely non-Normal distributions), and forthis
thehighorlowside. Such outlyingvaluesarea
veryreasonthetruthoftheNormalityassump-
tionmay frequentlybe questioned.Many users
of statistical methods consequently feel the
need for analytical techniques which do not
depend upon theNormality ofthe data.
source of considerable difficulty in statistical
analysis. Itisorthodoxto taketheviewthatall
data values obtained should be presented and
includedinthestatisticalanalysis.Yetoutlying
values, by definition, are different from the
It may certainly be doubted whether a
genuinely Normal distribution ever existed in
therealworld. Ithasbeenwellsaidthatpracti-
main body of the data and it may simply
obscure themessage thatthe data aretryingto
impart to analyse them alltogether. In theory,
tioners believe in the Normal distribution
because they think that the mathematicians
have proved its existence, while the mathe-
maticians believe in itbecause they think that
such outlying values may be a source of new
discovery - ifone or two subjects out of40 or
so behave quite differently from the rest,
maybe they belong to an unrecognised sub-
the practitioners have discovered it in their
data. Nobody should pretend that exact
category and this finding could lead to new
scientific discoveries. Long and bitter experi-
Normality is the normal state ofaffairs. How
come then that methods based upon the
Normalityassumptionare so widelyused?
One reason (which I have emphasised in
previous articles in this series) is that the
Normality assumption isnot a very important
one. No doubt, the significance probabilities
ence, however, leads me to suggest that the
vast majority of outlying values represent no
more than errors ofrecordingor transcription.
Only professional statisticians, and experi-
enced ones at that, are fully aware ofhuman
frailty (including their own) in the practical
handlingofnumerical material.
found in the usual tables and computer
programs forttests and the likewillbe wrong
ifthedatatowhichtheyareappliedcome from
Checking on non-Normality
non-Normal distributions;buttheywillnot be
How should one decide whether one's sample
farwrong unless the degree ofnon-Normality
is extreme. The fact that these methods are
optimal for genuinely Normal data suggests
is non-Normal to an extent which requires
attention? It is tempting to suggest, as above,
that one of many possible significance tests
that they are unlikely
to be
greatly
improved
should be used. However, the use ofa signifi-
upon when the data
are only approximately
cance test in this context is logically inappro-
Normal, and the clarity and
flexibility
of
priate. In the first place, a non-significant
Normal-theory methods are enough to
justify
result can never be interpreted as proving the
theirwidespreaduse.
truthofthenullhypothesis;a testofNormality
which yields a result which is
non-significant
(atsome conventional levelor another) cannot
23 Coleridge Court,
Milton Road,
Non-Normality in practice
What departures from Normality actually
occur in practice? In principle there are
establishthe factthatthesamplecomes from a
Harpenden, Herts
Normal distribution. In fact, as mentioned
ALS SLD
un-
above,we can be fairlysure
inadvancethatthe
Correspondence to:
limited ways in which data distributions can
distributionfrom which
our sampleisdrawn is
Professor Healy.
depart from Normality, but most non-Normal
not rigorouslyNormal. Secondly, a significant
No reprints
available.
12. Non-Normaldata 159 result (again, at some conventional level) may betakentoestablishnon-Normality,butwitha sample of moderate size and
12. Non-Normaldata
159
result (again, at some conventional level) may
betakentoestablishnon-Normality,butwitha
sample of moderate size and an appropriate
test the degree of non-Normality established
Normality cannot be assumed - itisunsafe to
suppose that the mean is in the middle ofthe
sample, and more so toreckon thatthebulkof
the sample willliewithin 2SD on eithersideof
may be small enough to be safely ignored.
Many oftheavailabletestsareunsatisfactoryin
that they do not indicate whether or not steps
themean.
There are various alternatives which are
can be taken to counteract the non-Normality
inways which Idescribe later.
The most useful ways of investigating
possiblenon-Normalityaregraphical. Suppose
we take a sample of size 20 (say) from a
genuine Normal distribution and sort the
values into ascending order. It can be shown
mathematically that the smallest sample value
will lie on average 1 87 standard deviations
commonly used. The sample median is the
observation which divides the sample values
into equal halves when they are arranged in
ascending order. Itisby definition the central
value and itisless influenced than the sample
mean by a few extreme readings such as are
liable to occur in the longtailofa skew distri-
bution. Describingvariabilityismore difficult.
The extreme sample values (which define the
sample range) are easy to determine and their
below the mean, the second smallest 1P41
meaning is easy to appreciate. The principal
standard deviations below the mean, the third
smallest 113 standard deviations below the
mean, and so on. The numbers -1-87, -141,
defectoftherange asameasure ofvariabilityis
- 1-13,
...
are calledNormalscoresfora sample
thatitisnotindependentofsamplesize;alarge
sample is likely to have extreme values which
arefartherapartthanthoseofa smallersample
size of 20. They are available for any sample
size in several collections of tables and com-
puterprograms; thescoreforthei'thvalueina
from the same population. Rather than quot-
ingtheextremevalues,thereisacaseforgiving
the quartiles, the observations which divide the
sample of size n is well approximated by the
Normal equivalent deviate of the fraction
(i-'/2)/n.
Suppose now that we plot the observed
values in the sample against their Normal
scores. On average, thiswillproduce a straight
line whose slope is one over the standard
sortedsampleintofourequalparts,butitmust
be admitted that these are essentiallyless easy
to comprehend (in a Normal sample, the
expectedpositionsofthe quartilesare at0-675
standard deviations below and above the
mean). A skew sample of 28 values with its
median and quartiles is shown in fig 1A. A
deviation. Systematic departures from a
straight line are evidence ofnon-Normality -
skewness, for example, produces a quadratic-
likecurve- andoutliersshowup aconspicuous
departurefromthelinedeterminedbythebulk
graphicaldisplayofthe same sample known as
a boxplot is shown in fig lB. Here the box is
delimited by the quartiles, with the median
marked by an asterisk, and the more extreme
sample values are shown individually. The
ofthesample. Thisgraphicaldisplayiscalleda
Normal plot. Some experience is needed to
mean ofthesample and thepoints 1 SD below
and above it are also marked in fig 1A. Note
assess it judiciously, but it is an extremely
that the quantity (mean -2 SD), sometimes
useful and simple procedure and I strongly
recommend that it should routinely precede
taken as the 'lowerlimitofnormality', isnega-
tive. Figure 1C shows a Normal plot of the
most
statistical analyses. Some
examples
sample data;the curvature isobvious.
appearlateron inthisarticle.
Another Normal plot is shown
in fig 2A (a
boxplot(fig2B) providesthesame information
in a different form). This is based on a small
Data description
clinical trial of aspirin prophylaxis against
What problems, then, do non-Normal data
present?First,we shouldconsiderquestions of
migraine (B P Neill and J D Mann. Aspirin
prophylaxis in migraine. Lancet 1978; ii:
data description. It may need stating that
there is nothing wrong with calculating and
presentingthemean and standard deviationof
a non-Normal sample as descriptive proper-
ties. The trouble is that the two quantities
1178-81). The data are shown in table 1 and
the numbers plotted are the differences
between the two columns of the table. It is
fairly clear from the figure that one of the
patientshas behaved quitedifferentlyfrom the
describe the sample less effectively when
others,her 15 attacksperthreemonthshaving
A
B
C
12
12
0
x
1o0
10
-
C"
8
8
-
0
0
C')
6
6
-
Cu
x
0
4-
4
-
0
z
0
Mean and
Median and
oo
2-
1SD
a
quartiles -
2
-
X111.
*l j -
0
6
8
Observations
Figure I A samplefrom a skew distribution. (A) Data values, (B) boxplot, and (C) Normalplot.
160 Healy A B Table2 Paireddata Z 'JF 0 Before After Difference 11 97 +86 0
160
Healy
A
B
Table2 Paireddata
Z
'JF
0
Before
After
Difference
11
97
+86
0
-4
A
23
86
+43
0
47
5
-42
cn 1)
62
53
-9
0
81
21
-60
0
-0 o
0
44-8
48
4
+3-6
_ o
-8
Means
'E
0
Medians
47
53
-9
0
0
0
z
0
-1
-12
I
measurement due to treatment. Alternatively
0
we can form the (after-before) differences for
0
each subjectand takethemean ofthese differ-
x
-2l
-16
-12
-8
-4
0
Differences
ences. These two methods ofcalculation give
exactlythesame answer. Inaphrase,themean
Figure2 A samplecontainingan outlier. (A) Normalplotand (B) boxplot.
of the differences is equal to the difference
between the means. This isnot ingeneral true
forthemedian- themedianofthechangesdue
Table 1 Trialofaspirininmigraineprophylaxis; i
zumber
to treatment isnot necessarilyequalto the dif-
ofatacksperthreemonths
ference between the before and aftermedians.
This can lead to paradoxical results. Look at
Aspirin (A)
(A-P)
Placebo (P)
)
the miniature example in table 2. The median
5
4
has increased after treatment from 47 to 53,
-5
6
1
-4
but the median ofthe changes turns out to be
18
14
6
1
negative.
7
3
-5 -4
15
0
-15
9
3
-6
9
2
-7
Significance testing
7
2
-5
8
2
-6
If it is desired to draw conclusions from the
8
5
-3
data avoiding the assumption of Normality,
9
2
-7
what is to be done? In theory, one might
attemptto describethe distributionofthe data
been totally abolished. She may have been
by some different mathematical formula and
someone on whom aspirinhas a special effect
work out some equivalentofthe tdistribution,
and whose thrombotic and other mechanisms
deserve further study; alternatively, she may
have detected the activetreatment and triedto
be helpful, or she may simply have become
but the range ofpossibilitiesisfartoo wide for
this to be a practical proposition in general
terms. One very important possibility, though,
is that of transforming the data to a scale
bored reporting all those headaches. Either
way, itdoesnot make a lotofsense to report a
mean decrease of 5-7 headaches per three
on which they are more nearly Normally
distributed. Ihave discussed this in a previous
note; it is remarkable how often transforming
months (SD 3.4)based on all 12 patients. Itis
much more informative to summarise the
remaining 11 (mean 4-8, SD 1 8) along with
readings to logarithms, for example, produces
a set of figures which are a very plausible
the actualvalue ofthe outlier.
The median as a descriptivestatistichas one
drawback which is not commonly realised.
sample from a Normal distribution. Figure 3A
shows theresultsoftransformingthedatafrom
fig 1A in this way. Note that there is much
more graphical information about the lower
Consider a set ofpaired measurements taken
before and
after treatment. We can take the
values, and that the mean and SD are very
reasonable descriptive statisticsforthe sample.
mean ofthe before measurements and that of
Figure 3B is a Normal plot of the logged
the after measurements, and form the differ-
ence between these to assess the change in the
sample, showingthat,contrarytoappearances,
thelargestobservationcannotbeconsideredto
A
B
1
4
2-5
0
0
15
0
0
06
°o 005
3
0
±00
I
00
02
000
-Mean
and-
00
IMedian and
1SD
0000
--quartiles
o
0
-02
00000
z
_
-i
Do
-
00
00
0
-15
o
z
0
~~~0
-1-5
0
-1
-e--u
--1
.
-06
-02
^ o%
0-2
^ 1%
06
^-&
1
1-4
Logged observations
Figure3 Datafromfig 1 afterlogtransformation. (A) Data values and (B) Normal plot.
12. Non-Normaldata 161 be an outlier. When, as is so often the case, non-Normality takes the
12. Non-Normaldata
161
be an outlier. When, as is so often the case,
non-Normality takes the form ofmore or less
extreme skewness to the right, the bestway of
Thisis Wikoxon'ssignedranktest.Intable3the
significance level is 0-048, not too different
from thatgiven by the ttest.
handling the data will usually consist of a
logarithmic transformation, with its effective-
ness checked by means ofaNormal plot.
Ranking methods
How far can we get without making any
The same thing can be done in other cir-
cumstances. Take the data in table 4, consist-
ing of two independent samples. The values
look very skew (the standard deviations are
much the same size as the means) and one
standard deviation is almost twice the size of
the other, so thatthe usual assumptions ofthe
assumptions atallaboutthedistribution ofthe
population from which the data values are
unpaired ttest are rather dubious. For what it
isworth, thistestgivesa differenceinmeans of
sampled? Remarkably, the answer isa veryfair
distance. Consider again the differences in
7.57, SE 6-13, t=11235 on 9 degrees offree-
dom, p=0-25. As an alternative, we can rank
table 1. There are 12 ofthem and they are all
positive. On the null hypothesis of no treat-
ment effect, isthis 'significant' (thatissurpris-
ing)? Ifthe treatment has absolutely no effect,
presumably each difference isequally likelyto
the 11 data values taken all together as in the
table, add up the ranks in one ofthe samples
and again refer the result to suitable tables.
This is the Mann-Whitney test (it occurs in
other flavours and under other names, includ-
go eitherway, to be eitherpositiveor negative.
The signs ofthe 12 differences will thus be a
ingconfusinglythat ofWilcoxon). The signifi-
cance probability for the data in table 4 is
sample from a binomial distribution with
p=1/2, and the probability of getting 12
p=0-24. As a third possibility we can corivert
positives willbe (1/2)12=0.00024. This isa one
tailed probability; doubling it (the binomial
distribution is here symmetric), the signifi-
cance level using only the signs ofthe data is
0-00048. Thistechniqueiscalleda signtest. Its
null hypothesis is formally that the median of
the underlyingpopulationiszero.
the data values to logarithms. As the table
shows, the figures are now less skew and the
two standard deviations are nearly equal. The
difference in means is 0-380, SE 0-273 giving
t=1-393 on 9 degrees of freedom, p=0-20.
Much more to the point, the technique
provides a 95% confidence intervalforthe dif-
ference between the two mean logs of -0-996
to 0-237, corresponding to a ratio between
Table 3 Differencesandranks
-1
-4
5
10
-13
15
18
21
26
29
0 101 and 1 73 on the original scale.
Two otherrankbasedtestsofthiskindarein
common use. Ifwe have several independent
1
2
3
4
5
6
7
8
9
10
As mightbe expected, a pricehasto be paid
fornot using the Normality assumption when
it is in fact true. Consider the less extreme
situationin table 3. Here we have a sample of
differenceswhich donot appearto departfrom
samples we can again rank all the data values
togetherand do a one way analysis ofvariance
on theranks,obtainingan F testfordifferences
between the groups. This istheKruskal-Wallis
test.With two variatesx andy,we can rankthe
x'sand they'sseparatelyand calculatethecor-
relation coefficient between the ranks. This is
Normality to any marked extent, so that the
known asSpearman's rank correlationcoefficient.
significanceprobabilityprovidedbythetdistri-
bution will be very close to the truth. The
mean differenceis10-60, SE 4-34,t=2.44 on 9
degrees of freedom, p=0037, a reasonably
You will have noticed that these last two
tests are implemented by using the usual
statisticalarithmeticappliedtotheranks ofthe
data values. In fact, the Wilcoxon and Mann-
convincing level ofsignificance. But 7 +'s out
Whitney tests can be implemented in exactly
of10, usingthe signtest, corresponds to a sig-
nificancelevelofonly0 34,much lessextreme.
the same way, by doing appropriate ttests on
the ranks as ifthey were measurements. The
Ignoring the sizes of the differences has jetti-
soned a good deal ofusefulinformation.
usual tprobabilities will not be exact but will
be quiteagood approximation.
We can do a good deal better than this by
Tests of the kind which make no assump-
replacing the original data values, not simply
tions about the underlying distributions from
bytheirsigns,butbytheirranks.The trickisto
sort the data values ignoring their signs and
labelthem from 1to 10.Now addup theranks
of the negative differences and look up the
result (8in our example) inappropriate tables.
which the samples are drawn are called
distribution free. There being no reference to
distributions, the hypotheses tested cannot
involve parameters so that the tests are also
called non-parametric. It appears necessary to
say that the phrase 'non-parametric data' is
Table 4 Independentsamples
meaningless; 'non-Normal data' is what is
usuallyintended.
Controls
Treated
Data
Ranks Logs
Data
Ranks Logs
Non-parametric methods, forand against
1
0 000
3
3
0
477
2
2
0-301
5
5
0-699
Non-parametric methods cover the same
4
4
0-602
6
6
0-778
ground as the simpler statistical tests of
9
7
0-954
13
8
1-114
17
9
1-230
25
10
1-398
hypotheses using the t distribution and the
33
1-518
11
Normality assumption. They generate a warm
Means
6-60
0-617
14-17
0
997
SDs
6-58
0-492
12-24
0-413
glow of confidence in practitioners who are
nervous about assuming Normality, perhaps
162 Healy not realising the relative unimportance of the assumption in practice. Is there any reason
162
Healy
not realising the relative unimportance of the
assumption in practice. Is there any reason
why they should not be the usual methods of
data analysis?
One accusation that can certainly not be
raised against ranking tests is one of ineffi-
cion on a reading which differs by what may
seem to be an implausible amount from the
bulk of the data. Such readings must be
important, no matter what their origin; either
they are genuine, in which case they deserve
further investigation, or they are spurious (in
ciency, ofwasting the information in the data.
The relative efficiency oftwo alternative tests
ofsignificance can be measured by the ratio of
my experience, 95% or so of the time) and
have no business forming part ofthe analysis.
The non-parametric approach encourages the
the sample sizes needed to achieve the same
power foragiven significanceleveland agiven
departure from thenullhypothesis- ifone test
throw-it-at-the-computer-and-stand-back atti-
tude to statistical analysis which is no part of
good scientificpractice.
needs twice as many observations as another,
itsrelativeefficiencyis50%. When theNormal
assumption istrue, the usual tand F tests can
be shown to be the most efficient that can be
devised so that under these circumstances
usinganon-parametric testmustbe equivalent
to throwing away some of the observations.
But the most important case against the
widespread use ofnon-parametric methods is
that they do not lend themselves at all readily
to estimation. This isalmost true by definition
- ifno parameters are brought into considera-
tion, it is difficult to see how to describe and
assess the magnitude of a treatment effect,
However, the cost is remarkably small, no
more than around 5%. With non-Normal data
always so much more important than mere
statistical significance. It cannot be said often
non-parametric methods, apart from giving a
correct significance level, may be more effi-
cient than t tests. Many people feel that the
small price isworth paying forpeace ofmind.
enough that simply establishing that an effect
exists (at some conventional level of signifi-
cance) ishardly ever a satisfactory goal for an
illuminating statistical analysis.
Itisironicthatthehighefficiencyofranking
methods was not always realised by their
originators,who offeredthetestsasquick-and-
dirtyalternatives aimed atpeople who did not
possess the mechanical calculators ofthe day.
In actual fact they are a fiddly nuisance to
apply by hand and
they have only become
really popular since being incorporated into
It is actually possible to obtain confidence
intervals in a non-parametric framework. On
average just 50% of sample observations are
expected to fallbelow the population median,
so the number doing so in a particular sample
willfollowabinomial distributionwithp=0 5.
This fact can be used to obtain a confidence
interval for the population median (agreeable
computer packages.
Even so, there issomething a bit odd about
rankingtests. One may ask,iftheideaofdraw-
ing one's sample from a distribution is given
philosophical discussions can be had as to
whether or not the median is a population
up, how is the significance probability arrived
parameter). An extension of the argument
leads to confidence intervals for other quan-
tiles, such as the 2'/2% point which is com-
at?With no parent distribution, how can there
monly used as a lower normal limit or
be a sampling distribution? The answer is an
ingenious one. Take the Wilcoxon test as an
reference value. It is worth noting that the
price paid for abandoning the assumption of
example. In table 3 there were 10 differences
Normality (orlogNormality) when itisin fact
which were ranked, and on the nullhypothesis
justified is a heavy one in this context - to
each difference was equallylikelyto have been
achieve the same level ofprecision in estimat-
positive or negative. We could set out all the
ing the
2/2%
point without assuming
1024 possiblepatternsof+ and - signs,apply
Normality requires about between 2 and 3
them to the ranks and work out the Wilcoxon
times as many observations.
statisticfor each pattern. On the null hypothe-
sisallthepatternsare equallylikelyso thateach
Far more commonly, what is required is a
confidence interval for the difference between
valueofthestatistichasaprobabilityof1/1024,
and thisprovidesthe distributionwe require;if
the value actuallyobserved liesin one or other
ofthe tails, we say that itis significant. But it
two population medians, treated v control or
after v before. Here again, methods are avail-
able for obtaining such intervals without
assuming Normality of the populations (see
should be noted thatthe 10 differences remain
chapter 8 of Statistics with Confidence, M J
fixed throughout this argument - there is no
referencetowhatmighthavehappenedtoother
Gardner and D G Altman, eds. BMA, 1989).
patients
with other values ofthe difference. In
particular, the method does not permit us to
But these methods are by no means distribu-
tion free. They rest upon the assumption that
the two distributions are identicalin shapeand
assess the probability
of the treatment being
differonlyinlocation. This ispreciselythesort
effective on a new
patient - the significance
of assumption that users of non-parametric
probability is quite distinct from this. Exactly
the same istrue, mutatis mutandis,forthe other
methods are trying to avoid. It is almost cer-
tainly false when the distributions concerned
ranking tests. As a solutionto the fundamental
share a common start, as is the case for many
problem ofstatistics, that ofarguing
from the
particular to the general,
non-parametric
methods must be subjectto
question.
biochemical and endocrinological determina-
tions. Happily, the fact that the methods
concernedare notwidelyavailableincomputer
Ranking methods do not cope with the
packages has prevented them from being
problem of outliers, or only by sweeping it
extensivelyused.
under the rug.
Distribution free methods of
On balance,thewidespreaduse
ofnon-para-
theirvery nature do not allow us to cast suspi-
metric methods isin my view
pernicious.They
12. Non-Normaldata 163 encourage thetwo majorsources ofbadstatisti- calpractice: failureto lookcarefullyat the data values, and concentration upon
12. Non-Normaldata
163
encourage thetwo majorsources ofbadstatisti-
calpractice: failureto lookcarefullyat the data
values, and concentration upon significance
testing at the expense ofestimation. IfI were
askedto name ways inwhichpublishedmedical
statistical analyses might be improved, a
decrease in the frequency ofuse ofnon-para-
All sample data should be plotted and
examined before they are analysed - Normal
plotsandboxplotsare usefulgraphicaltoolsfor
this purpose. Outlying values call for special
investigation. Apartfrom these,ifthe assump-
tionofNormalityseems questionable,a simple
metric methods would come high on my list.
transformation of the data will very often
remedythe situation.