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Week 8 - 9

Non- parametric Test

Non-parametric test
One that makes no assumptions
about the specific shape of the
population from which a sample is
drawn.

How to differentia the parametric
test vs non-parametric test??

Parametric test
Ho : µ1 = µ2 = µ3
H1 : Not all µ are equal
vs
Non – parametric test
Ho : M1 = M2 = M3
H1 : Not all median are equal

One-way two Independent one sample paired sample ANOVA samples . t-test. t-test.nonparametric: One Sample Two Samples More Than Two Samples Dependent Independent Wilcoxon Wilcoxon Wilcoxon Kruskal-Wallis Signed Rank Signed Rank Rank Sum Test Test Test Test parametric counterpart: t-test.

A non-parametric test should be used instead of its parametric counterpart whenever: 1)Data are of the nominal or ordinal scale of measurement 2)Data are of the interval or ratio scale of measurement but one or more other assumptions. such as the normality of the underlying population distribution. are not met. .

The techniques can be applied when sample sizes are very small 3. Advantages 1. Samples with data of the nominal or ordinal scales of measurement can be tested . Fewer assumptions about the population 2.

a parametric test is preferable whenever its assumptions have been met. Compared to a parametric test. the information in the data is used less efficiently. and the power of the test will be lower. . 2. For this reason. Disadvantages 1. Non-parametric testing places greater reliance on statistical tables.

First section: Wilcoxon Signed Rank Test (0ne sample) .

. • Assumptions: – Data are assumed to be continuous and of the interval or ratio scales of measurement. the Wilcoxon signed rank method tests whether the sample could have been drawn from a population having a hypothesized value as its median.• For one sample.

>. Hypothesis and Decision Rule • The Research Question (H1): Test the value of a single population median. <} m0 • Test statistic /Critical Value/Decision Rule: W. Wilcoxon signed rank test Two-Tail Test Left-Tail Test Right-Tail Test H0: M = M0 H0: M ≥ M0 H0: M ≤ M0 H1: M ≠ M0 H1: M < M0 H1: M > M0 Reject Do Not Reject Reject Do Not Reject Do Not Reject Reject Reject WL WU WL WU Reject H0 if W < WL Reject H0 if W < WL Reject H0 if W > WU or if W > WU . m { ≠.

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. At the 0.05 level of significance.Uncle Chuah have 9 grandchildren. is there evidence to prove Uncle Chuah’s claim. He believed that each of his grandchildren could get the Ang Pow at least RM250.

5 4.5 . Grandchildren Money.5 5 285 35 35 7 7 6 238 -12 12 3 3 7 259 9 9 2 2 8 275 25 25 6 6 9 210 -40 40 8 8 19.5 Test statistics = ∑R+ = 19.5 2 250 0 0 ~ 3 246 -4 4 1 1 4 270 20 20 4.5 4. x x-m │d│ Rank Rank + Rank - 1 230 -20 20 4.5 16.

5 <30. 4. n = 8 (The total of d which are not equal to “0”). 6. 5. do not reject Ho.5.Test statistics = ∑R+ = 19.Do not reject Ho since ∑R+ = 19. if the test statistics > 30. Otherwise.Ho : M ≤ RM250 2. 7. .There is not enough evidence to conclude that the median is greater than RM250.H1 : M > RM250 3.05.1. critical value = 30.Reject Ho.α = 0.

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a z-test will be a close approximation to the Wilcoxon signed rank test. W (The Normal Approximation) • When the number of observation for which di = 0 is n > 20. . • W distribution approaches a normal curves as n becomes larger.

W = sum of the R+ ranks w− z= 4 n = number of observations n(n + 1)(2n + 1) for which di = 0 24 . W (The Normal Approximation) (continued) • Z-test approximation to the Wilcoxon signed rank test: • Test Statistics: n(n + 1) Where.

2nd section: Wilcoxon Signed Rank Test (paired- (paired-test) .

nonparametric: One Sample Two Samples More Than Two Samples Dependent Independent Wilcoxon Wilcoxon Wilcoxon Kruskal-Wallis Signed Rank Signed Rank Rank Sum Test Test Test Test parametric counterpart: t-test. t-test. One-way two Independent one sample paired sample ANOVA samples . t-test.

. – The observations must be related or dependent. • Assumptions: – Data are assumed to be continuous and of the interval or ratio scales of measurement. Wilcoxon Signed Rank Test for Comparing Paired Samples • The Wilcoxon Signed Rank test can also be used for paired samples • Use if assumption of normality is violated for the paired-t test.

>.yi Reject Do Not Reject Reject Do Not Reject Do Not Reject Reject Reject WL WU WL WU Reject H0 if W < WL Reject H0 if W < WL Reject H0 if W > WU or if W > WU . <} 0 Two-Tail Test Left-Tail Test Right-Tail Test H0: Md = 0 H0: Md ≥ 0 H0: Md ≤ 0 H1: Md ≠ 0 H1: Md < 0 H1: Md > 0 Where md = population median of di = xi . paired samples. md {≠. Hypothesis and Decision Rule • The Research Question (H1): Test the difference in two population medians.

observations. ranks.Wilcoxon Signed-Rank Test Continued Compute the Rank the absolute differences between differences from related low to high. . Return the signs to Compare the sum of the ranks and sum positive rank with the positive and negative W value.

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Are they paid equally? .

5 -5.5 57.7 7 7 14.5 2.6 8 8 8.9 10 10 37.7 3 3 2.9 6.1 -4.5 2.5 42. x Husband.1 -4.7 4.5 37.7 3.1 0.000) (RM10.5 15.6 5.8 -6.9 0.5 Test statistics = ∑R+ = 8.4 6.7 20.9 5 5 23.y │d│ Rank Rank+ Rank- 24 23. y (RM10.5 17.4 -3.5 .4 9 9 19.3 40.9 3.1 8.7 4 4 21.6 4.7 20.4 36.7 3.9 26 -8.1 11 11 15.9 25.6 6 6 31.9 21.9 1 1 16. Wife.000) d = x .6 17.4 -6.5 0 0 ~ 29 35.3 -3 3 2.

4.5.1.10.Reject Ho. if the test statistics <14 or if the test statistics >52. 5.α = 0. 6. lower critical value = 14.There is enough evidence to conclude that wife and husband are not paid equally. n = 11. Otherwise.5 < 14. upper critical value = 52.Test statistics = ∑ R+ = 8. 7. . do not reject Ho.H1 : Md ≠ 0 3.Reject Ho since the test statistics =8.Ho : Md = 0 2.

W (The Normal Approximation) • The z-test described in the preceding section can be used for paired samples. . a z-test will be a close approximation to the Wilcoxon signed rank test. • When the number of observation for which di = 0 is n > 20.

W = sum of the R+ ranks w− z= 4 n = number of observations n(n + 1)(2n + 1) for which di = 0 24 . W (The Normal Approximation) (continued) • Z-test approximation to the Wilcoxon signed rank test: • Test Statistics: n(n + 1) Where.