Chapter13 Statistika Nonparametrik

Lecture Slides
Elementary Statistics
Eleventh Edition
and the Triola Statistics Series
by Mario F. Triola
Copyright © 2010, 2007, 2004 Pearson Education, Inc. All Rights Reserved. 13.1 - 1
Chapter 13
Nonparametric Statistics
13-1 Review and Preview
13-2 Sign Test
13-3 Wilcoxon Signed-Ranks Test for
Matched Pairs
13-4 Wilcoxon Rank-Sum Test for Two
Independent Samples
13-5 Kruskal-Wallis Test
13-6 Rank Correction
13-7 Runs Test for Randomness
Section 13-1
Review and Preview
Review
In the preceding chapters, we presented a
variety of different methods of inferential
statistics. Many of those methods require
normally distributed populations and are
based on sampling from a population with
specific parameters, such as the mean ,
standard deviation , or population
proportion p.
Preview
Definitions
Parametric tests have requirements about the
nature or shape of the populations involved.
Nonparametric tests do not require that
samples come from populations with normal
distributions or have any other particular
distributions. Consequently, nonparametric
tests are called distribution-free tests.
Advantages of Nonparametric Methods
1. Nonparametric methods can be applied to a
wide variety of situations because they do not
have the more rigid requirements of the
corresponding parametric methods. In
particular, nonparametric methods do not
require normally distributed populations.
2. Unlike parametric methods, nonparametric

methods can often be applied to categorical
data, such as the genders of survey
respondents.
Disadvantages of
Nonparametric Methods
1. Nonparametric methods tend to waste
information because exact numerical data are
often reduced to a qualitative form.
2. Nonparametric tests are not as efficient as

parametric tests, so with a nonparametric test
we generally need stronger evidence (such as
a larger sample or greater differences) in
order to reject a null hypothesis.
Efficiency of Nonparametric Methods
Definitions
Data are sorted when they are arranged

according to some criterion, such as smallest
to the largest or best to worst.
A rank is a number assigned to an individual
sample item according to its order in the sorted
list. The first item is assigned a rank of 1, the
second is assigned a rank of 2, and so on.
Handling Ties in Ranks
Find the mean of the ranks involved and assign
this mean rank to each of the tied items.
Sorted Data Preliminary Ranking Rank
4 1 1
5 2  3
 
5 3  Mean is 3. 3
 
5 4  3
10 5 5
11 6 6
12 7  7.5
 
  Mean is 7.5.
12 8  7.5
 
Section 13-2
Sign Test
Key Concept
The main objective of this section is

to understand the sign test
procedure, which involves converting
data values to plus and minus signs,
then testing for disproportionately
more of either sign.
Definition
The sign test is a nonparametric (distribution
free) test that uses plus and minus signs to test
different claims, including:
1) Claims involving matched pairs of

sample data;
2) Claims involving nominal data;
3) Claims about the median of a single

population.
Basic Concept of the
Sign Test
The basic idea underlying the sign

test is to analyze the frequencies
of the plus and minus signs to
determine whether they are
significantly different.
Figure 13-1 Sign Test Procedure
Requirements
The sample data have been randomly

selected.
Note: There is no requirement that the

sample data come from a population
with a particular distribution, such as a
normal distribution.
Notation for Sign Test
x = the number of times

the less frequent sign
occurs
n = the total number of

positive and negative
signs combined
Test Statistic
For n  25: x (the number of times the less

frequent sign occurs)
n
(x + 0.5) – 2
For n > 25: z =
n
2
Critical Values
For n  25, critical x values are in Table A-7.
For n > 25, critical z values are in Table A-2.
Caution
When applying the sign test in a one-tailed

test, we need to be very careful to avoid
making the wrong conclusion when one sign
occurs significantly more often than the
other, but the sample data contradict the
alternative hypothesis. See the following
example.
Claims Involving Matched Pairs
When using the sign test with data that are
matched pairs, we convert the raw data to
plus and minus signs as follows:
1. Subtract each value of the second variable

from the corresponding value of the first
variable.
2. Record only the sign of the difference found
in step 1.
Exclude ties: that is, any matched pairs in
which both values are equal.
Key Concept Underlying This
Use of the Sign Test
If the two sets of data have equal

medians, the number of positive
signs should be approximately equal
to the number of negative signs.
Example:
Table 13-3 includes some of the weights listed
in Data Set 3 in Appendix B. Those weights
were measured from college students in
September and April of their freshman year.
Use the sample data in Table 13-3 with a 0.05
significance level to test the claim that there is
no difference between the September weights
and the April weights. Use the sign test.
Example:
H0: The median of the differences is equal to 0.

H1: The median of the differences is not equal
to 0.
 = 0.05 (in two tails)
x = minimum (7, 2) = 2 (From Table 13-3, there
are 7 negative signs and 2 positive signs.)
Critical value = 1 (From Table A-7 where n = 9
and  = 0.05)
Example:
H0: The median of the differences is equal to 0.

H1: The median of the differences is not equal
to 0.
With a test statistic of x = 4 and a critical value
of 1, we fail to reject the null hypothesis of no
difference.
There is not sufficient evidence to warrant

rejection of the claim that the median of the
differences is equal to 0.
Example:
We conclude that the September and April
weights appear to be about the same. (If we
use the parametric t test for matched pairs
(Section 9-4), we conclude that the mean
difference is not zero, so the September
weights and April weights appear to be
different.)
The conclusion should be qualified with the
limitations noted in the article about the study.
Only Rutgers students were used, and study
subjects were volunteers instead of being a
simple random sample.
Claims Involving
Nominal Data
The nature of nominal data limits the

calculations that are possible, but we can
identify the proportion of the sample data
that belong to a particular category.
Then we can test claims about the

corresponding population proportion p.
Example:
The Genetics and IVF Institute conducted a clinical
trial of its methods for gender selection. As of this
writing, 668 of 726 babies born to parents using the
XSORT method of gender selection were girls. Use
the sign test and a 0.05 significance level to test the
claim that this method of gender selection is
effective in increasing the likelihood of a baby girl.
The procedures are for cases in which n > 25.
Note that the only requirement is that the sample
data are randomly selected.
H0: p = 0.5 (the proportion of girls is 0.5)

H1: p > 0.5 (girls are more likely)
Example:
Denoting girls by the positive sign (+) and boys

by the negative sign (–), we have 668 positive
signs and 58 negative signs.
Test statistic x = minimum(668, 58) = 58
Test whether 58 boys is low enough to be
significant so it is a left-tailed test.
Example:
Since n = 726 (> 25), the test statistic x = 58 is
converted to the test statistic x as follows:
n
(x + 0.5) – 2
z=
n
2
726
(58 + 0.5) – 2 = –22.60
z=
726
2
Example:
With  = 0.05 in a left-tailed test, the critical
value is z = – 1.645.
The test statistic z = –22.60 is in the critical
region bounded by z = –1.645.
Example:
We reject the null hypothesis that the

proportion of girls is equal to 0.5.
There is sufficient evidence to support the

claim that girls are more likely with the XSORT
method.
The XSORT method of gender selection does

appear to be effective in increasing the
likelihood of a girl.
Claims About the Median
of a Single Population
The negative and positive signs

are based on the claimed value of
the median.
Example: Body Temperature
Data Set 2 in Appendix B includes measured
body temperatures of adults. Use the 106
temperatures listed for 12 A.M. on Day 2 with
the sign test to test the claim that the median is
less than 98.6ºF. Of the 106 subjects, 68 had
temperatures below 98.6ºF, 23 had
temperatures above 98.6ºF, and 15 had
temperatures equal to 98.6ºF.
H0: Median is equal to 98.6°F.
H1: Median is less than 98.6°F.
Since the claim is that the median is less than
98.6°F, the test involves only the left tail.
Discard the 15 zeros.
Use ( – ) to denote the 68 temperatures below

98.6°F, and use ( + ) to denote the 23
temperatures above 98.6°F.
So n = 91 and x = 23
n
(x + 0.5) – 2
z=
n
2
91
(23 + 0.5) – 2 = – 4.61
z=
91
2
We use Table A-2 to get the critical z value of –

1.645.
The test statistic of z = –4.61 falls into the

critical region.
We reject the null hypothesis.
We support the claim that the median body

temperature of healthy adults is less than
98.6°F.
Recap
In this section we have discussed:
Sign tests where data are assigned plus or
minus signs and then tested to see if the
number of plus and minus signs is equal.
Sign tests can be performed on claims
involving:
Matched pairs
Nominal data
The median of a single population
Section 13-3
Wilcoxon Signed-Ranks
Test for Matched Pairs
Key Concept
The Wilcoxon signed-ranks test

involves the conversion of the
sample data ranks.
This test can be used for two
different applications.
Definition
The Wilcoxon signed-ranks test is a
nonparametric test that uses ranks for these
applications:
1. Test a null hypothesis that the population

of matched pairs has differences with a
median equal to zero.
2. Test a null hypothesis that a single
population has a claimed value of the
median.
Objective
Use the Wilcoxon signed-ranks test with
matched pairs for the following null and
alternative hypotheses:
H0: The matched pairs have differences that

come from a population with a median
equal to zero.
H1: The matched pairs have differences that
come from a population with a nonzero
median.
Wilcoxon Signed-Ranks Test
Requirements
1. The data consist of matched pairs that have
been randomly selected.
2. The population of differences (found from the
pairs of data) has a distribution that is
approximately symmetric, meaning that the
left half of its histogram is roughly a mirror
image of its right half. (There is no
requirement that the data have a normal
distribution.)
Notation
T = the smaller of the following two
sums:
1. The sum of the positive ranks of the
nonzero differences d
2. The absolute value of the sum of the
negative ranks of the nonzero
differences d
Test Statistic for the
for Matched Pairs
For n  30, the test statistic is T.
T – n(n + 1)
4
For n > 30, the test statistic is z =
n(n +1) (2n +1)
24
Critical Values for the
for Matched Pairs
For n  30, the critical T value is found in

Table A-8.
For n > 30, the critical z values are found in

Table A-2.
Procedure for Finding the
Value of the Test Statistic
Step 1: For each pair of data, find the difference
d by subtracting the second value from
the first. Keep the signs, but discard any
pairs for which d = 0.
Step 2: Ignore the signs of the differences, then

sort the differences from lowest to
highest and replace the differences by
the corresponding rank value. When
differences have the same numerical
value, assign to them the mean of the
ranks involved in the tie.
Step 3: Attach to each rank the sign difference
from which it came. That is, insert those
signs that were ignored in step 2.
Step 4: Find the sum of the absolute values of
the negative ranks. Also find the sum of
the positive ranks.
Step 5: Let T be the smaller of the two sums
found in Step 4. Either sum could be
used, but for a simplified procedure we
arbitrarily select the smaller of the two
sums.
Step 6: Let n be the number of pairs of data for
which the difference d is not 0.
Step 7: Determine the test statistic and critical
values based on the sample size, as
shown above.
Step 8: When forming the conclusion, reject the
null hypothesis if the sample data lead
to a test statistic that is in the critical
region that is, the test statistic is less
than or equal to the critical value(s).
Otherwise, fail to reject the null
hypothesis.
Example:
The first two rows of Table 13-4 include some of

the weights from Data Set 3 in Appendix B.
Those weights were measured from college
students in September and April of their
freshman year. Use the sample data in the first
two rows of Table 13-4 to test the claim that
there is no difference between the September
weights and the April weights. Use the Wilcoxon
signed-ranks test with a 0.05 significance level.
Example:
Requirements are satisfied: subjects

volunteered, but proceed as if simple random
sample; STATDISK-generated histogram of the
differences (3rd row) does not appear
symmetric (next slide), but with only 9
differences it is not extreme so consider this
requirement to be satisfied
Example:
Example:
H0: There is no difference between the times of

the first and second trials.
H1: There is a difference between the times of

the first and second trials.
Example: Freshman Weight Gain
The ranks of differences in row four of the

table are found by ranking the absolute
differences, handling ties by assigning the
mean of the ranks.
The signed ranks in row five of the table are

found by attaching the sign of the differences
to the ranks.
The differences in row three of the table are
found by computing the September weight –
April weight.
Calculate the Test Statistic

Step 1: In Table 13-4, the row of differences is
obtained by computing this difference
for each pair of data:
d = September weight – April weight
Step 2: Ignoring their signs, we rank the
absolute differences from lowest to
highest.
Step 3: The bottom row of Table 13-4 is created
by attaching to each rank the sign of the
corresponding differences.

If there really is no difference between
the weights (as in the null hypothesis),
we expect the sum of the positive
ranks to be approximately equal to the
sum of the absolute values of the
negative ranks.
Step 4: We now find the absolute of the sum
values of the negative ranks, and we
also find the sum of the positive ranks.

Step 4 (cont.):
Absolute value of sum of negative ranks: 40
(–7 + –5.5 + –2.5 + –8 + –9 + –5.5 + –2.5)
Sum of positive ranks: 5 (2.5 + 2.5)
Step 5: Let T be the smaller of the two sums
found in Step 4, we find that T = 5.
Step 6: Let n be the number of pairs of data for
which the difference d is not 0, we have
n = 9.

Step 7: n = 9 (n ≤ 30) test statistic T = 5. From
Table A- 8, using n = 9 and  = 0.05 in two
tails, critical value is 6
Step 8: The test statistic T = 5 is less than or
equal to the critical value of 6, so we
reject the null hypothesis.
We conclude that the September and April
weights do not appear to be about the same.
Recap
The Wilcoxon signed-ranks test which

uses matched pairs.
The hypothesis is that the matched

pairs have differences that come from a
population with a median equal to zero.
Section 13-4
Wilcoxon Rank-Sum Test
for Two Independent
Samples
Key Concept
The Wilcoxon rank-sum test uses

ranks of values from two independent
samples to test the null hypothesis
that the two populations have equal
medians.
Key Concept
The basic idea underlying the Wilcoxon

rank-sum test is this: If two samples are
drawn from identical populations and the
individual values are all ranked as one
combined collection of values, then the
high and low ranks should fall evenly
between the two samples. If the low ranks
are found predominantly in one sample and
the high ranks are found predominantly in
the other sample, we suspect that the two
populations have different medians.
Basic Concept
If two samples are drawn from

identical populations and the
individual values are all ranked as
one combined collection of values,
then the high and low ranks should
fall evenly between the two samples.
Caution
Don’t confuse the Wilcoxon rank-sum

test for two independent samples with
the Wilcoxon signed-ranks test for
matched pairs. Use Internal Revenue
Service as the mnemonic for IRS to
remind us of “Independent: Rank
Sum.”
Definition
The Wilcoxon rank-sum test is a nonparametric
test that uses ranks of sample data from two
independent populations. It is used to test the
null hypothesis that the two independent
samples come from populations with equal
medians.
H0: The two samples come from populations

with equal medians.
H1: The two samples come from populations
with different medians.
Notation
n1 = size of Sample 1
n2 = size of Sample 2
R1 = sum of ranks for Sample 1
R2 = sum of ranks for Sample 2
R = same as R1 (sum of ranks for Sample 1)
R = mean of the sample R values that is
expected when the two populations have
equal medians
R = standard deviation of the sample R values
that is expected when the two populations
have equal medians
Requirements
1. There are two independent simple random

samples.
2. Each of the two samples has more than 10

values.
Note: There is no requirement that the two

populations have a normal distribution or
any other particular distribution.
Test Statistic
R – R
z= R
n1 (n1 + n2 + 1)
where  R
=
2
R = n1 n2 (n1 + n2 + 1)
12
n1 = size of the sample from which the rank
sum R is found
n2 = size of the other sample
R = sum of ranks of the sample with size n1
Critical and P-Values for the
Wilcoxon Rank-Sum Test
Critical values can be found in Table

A-2 (because the test statistic is
based on the normal distribution).
P-Values can be found using the z

test statistic and Table A-2.
1. Temporarily combine the two samples into
one big sample, then replace each sample
value with its rank.
2. Find the sum of the ranks for either one of

the two samples.
3. Calculate the value of the z test statistic,

where either sample can be used as
‘Sample 1’.
Example:
Table 13-5 lists the braking
distances (in ft) of samples of
4-cylinder cars and 6-cylinder
cars Use a 0.05 significance
level to test the claim that 4-
cylinder cars and 6-cylinder
cars have the same median
braking distance.
The numbers in parentheses
are their ranks beginning with
a rank of 1 assigned to the
lowest value of 122.
R1 and R2 at the bottom
denote the sum of ranks.
Example:
The requirements of having two independent

and random samples and each having more
than 10 values are met.
H0: The braking distances of 4-cylinder cars and

6-cylinder cars have the same median.
H1: The braking distances of 4-cylinder cars and
6-cylinder cars have different medians.
Example:
Procedure
1. Rank all 25 BMI measurements combined.
This is done in Table 13-5.
2. Find the sum of the ranks of either one of the

samples. For 4-cylinder cars it is
R = 12.5 + 23 + … + 11 = 180.5
Example:
Procedure (cont.)
3. Calculate the value of the z test statistic.
n1 (n1  n2  1) 13(13  12  1)
R    169
2 2
n1n2 (n1  n2  1) (13)(12)(13  12  1)

R    18.385
12 12
R  R 180.5  169
z   0.63
R 18.385
Example:
The test is two-tailed because a large positive

value of z would indicate that the higher ranks
are found disproportionately in Sample 1, and a
large negative value of z would indicate that
disproportionately more lower ranks are found
in Sample 1.
In either case, we would have strong evidence
against the claim that the two samples come
from populations with equal medians.
Example:
We have a two tailed test (with  = 0.05), so

the critical values are 1.96 and –1.96.
The test statistic of z = 0.63 does not fall
within the critical region, so we fail to reject
the null hypothesis that the braking distance
of 4-cylinder cars and 6-cylinder cars have
the same median.
It appears that 4-cylinder cars and 6-cylinder
cars have braking distances with the same
median.
Recap
The Wilcoxon Rank-Sum Test for Two

Independent Samples.
It is used to test the null hypothesis that

the two independent samples come from
populations with equal medians.
Section 13-5
Kruskal-Wallis Test
Key Concept
This section introduces the

Kruskal-Wallis test, which uses
ranks of data from three or more
independent samples to test the
null hypothesis that the samples
come from populations with equal
medians.
Kruskal-Wallis Test
• We compute the test statistic H, which has a

distribution that can be approximated by the
chi-square (2 ) distribution as long as each
sample has at least 5 observations.
• When we use the chi-square distribution in

this context, the number of degrees of
freedom is k – 1, where k is the number of
samples.
Definition
The Kruskal-Wallis test (also called the H test) is
a nonparametric test that uses ranks of simple
random samples from three or more independent
populations.
It is used to test the null hypothesis that the
independent samples come from populations
with the equal medians.
H0: The samples come from populations with

equal medians.
H1: The samples come from populations with
medians that are not all equal.
Kruskal-Wallis Test Notation
• N = total number of observations in all

observations combined
• k = number of samples
• R1 = sum of ranks for Sample 1
• n1 = number of observations in Sample 1
• For Sample 2, the sum of ranks is R2 and the
number of observations is n2 , and similar
notation is used for the other samples.
Kruskal-Wallis Test
Requirements
1. We have at least three independent
random samples.
2. Each sample has at least 5 observations.
Note: There is no requirement that the

populations have a normal distribution or
any other particular distribution.
Kruskal-Wallis Test
Test Statistic
12  2
R1 R22
Rk 
2
H    ...   3( N  1)
N ( N  1)  n1 n2 nk 
Critical Values
1. Test is right-tailed.
2. df = k – 1 (Because the test statistic H can be
approximated by the 2 distribution, use
Table A-4).
Value of the Test Statistic H
1 Temporarily combine all samples into
one big sample and assign a rank to
each sample value.
2. For each sample, find the sum of the
ranks and find the sample size.
3. Calculate H by using the results of Step
2 and the notation and test statistic.
Value of the Test Statistic H
The test statistic H is basically a measure of
the variance of the rank sums R1 , R2 , … , R k.
If the ranks are distributed evenly among the
sample groups, then H should be a relatively
small number.
If the samples are very different, then the
ranks will be excessively low in some groups
and high in others, with the net effect that H
will be large.
Example:
The chest deceleration measurements

resulting from car crash tests are listed in
Table 13-6. The data are from the Chapter
Problem in Chapter 12. Test the claim that the
three samples come from populations with
medians that are all equal. Use a 0.05
significance level.
Example:
Example:
Are requirements met?

Each of the three samples is a simple random
independent and sample.
Each sample size at least 5.
H0: The populations of chest deceleration

measurements from the three categories
have the same median.
H1: The populations of chest deceleration
measurements from the three categories
have medians that are not all the same.
Example:
The following statistics come from Table 13-6:
n1 = 10, n2 = 10, n3 = 10
N = 30
R1 = 203.5, R2 = 152.5, R3 = 109
Example:
Evaluate the test statistic.

12  R12 R22 Rk2 
H    ...    3( N  1)
N ( N  1)  n1 n2 nk 
12  203.52 152.52 1092 

      3(30  1)
30(30  1)  10 10 10 
 5.774
Example:
Find the critical value. .
Because each sample has at least five

observations, the distribution of H is
approximately a chi-square distribution.
df = k – 1 = 3 – 1 = 2
α = 0.05 (right-tail)
From Table A-4 the critical value = 5.991.

Example:
Example:
The test statistic 5.774 is NOT in the

critical region bounded by 5.991, so we fail
to reject the null hypothesis of equal
medians.
There is not sufficient evidence to reject
the claim that chest deceleration
measurements from small cars, medium
cars, and large cars all have equal
medians. The medians do not appear to be
different.
Recap
The Kruskal-Wallis Test is the non-

parametric equivalent of ANOVA.
It tests the hypothesis that three or

more populations have equal means.
The populations do not have to be

normally distributed.
Section 13-6
Rank Correlation
Key Concept
This section describes the nonparametric

method of the rank correlation test, which
uses paired data to test for an association
between two variables.
In Chapter 10 we used paired sample data

to compute values for the linear correlation
coefficient r, but in this section we use
ranks as a the basis for computing the rank
correlation coefficient rs .
Definition
The rank correlation test (or Spearman’s rank
correlation test) is a non-parametric test that
uses ranks of sample data consisting of
matched pairs.
It is used to test for an association between
two variables.
Advantages
Rank correlation has these advantages
over the parametric methods discussed
in Chapter 10:
1. The nonparametric method of rank

correlation can be used in a wider variety of
circumstances than the parametric method
of linear correlation. With rank correlation,
we can analyze paired data that are ranks or
can be converted to ranks.
2. Rank correlation can be used to detect some
(not all) relationships that are not linear.
Objective
Compute the rank correlation coefficient r1
and use it to test for an association between
two variables.
H0: ρs = 0 (There is no correlation between

the two variables.)
H1: ρs  0 (There is a correlation between the
two variables.)
Notation
rs = rank correlation coefficient for sample paired
data
(rs is a sample statistic)
s = rank correlation coefficient for all the
population data
(s is a population parameter)
n = number of pairs of sample data
d = difference between ranks for the two values
within a pair
Requirements
1. The sample paired data have been

randomly selected.
Note: Unlike the parametric methods of

Section 10-2, there is no requirement
that the sample pairs of data have a
bivariate normal distribution. There is
no requirement of a normal distribution
for any population.
Rank Correlation
Test Statistic
No ties: After converting the data in each

sample to ranks, if there are no ties among
ranks for either variable, the exact value of the
test statistic can be calculated using this
formula:
6 d 2
rs  1 
n(n  1)
2
Rank Correlation
Test Statistic
Ties: After converting the data in each sample
to ranks, if either variable has ties among its
ranks, the exact value of the test statistic rs can
be found by using Formula 10-1 with the ranks:
nxy  (x)(y )
rs 
n ( x )  ( x )2 2
n ( y )  ( y )
2 2
Rank Correlation
Critical values:
If n ≤ 30, critical values are found in Table A-9.
If n > 30, use Formula 13-1.

z
rs 
n 1
where the value of z corresponds to the
significance level. (For example, if  = 0.05,
z = 1.96.)
Disadvantages
A disadvantage of rank correlation is its
efficiency rating of 0.91, as described in
Section 13-1.
This efficiency rating shows that with all other
circumstances being equal, the nonparametric
approach of rank correlation requires 100 pairs
of sample data to achieve the same results as
only 91 pairs of sample observations analyzed
through parametric methods, assuming that
the stricter requirements of the parametric
approach are met.
Figure 13-4 Rank Correlation for Testing H0: s = 0
Figure 13-4 Rank Correlation for Testing H0: s = 0
Example:
Table 13-1 lists overall quality scores and
selectivity rankings of a sample of national
universities (based on data from U.S. News and
World Report). Find the value of the rank
correlation coefficient and use it to determine
whether there is a correlation between the overall
quality scores and the selectivity rankings. Use a
0.05 significance level. Based on the result, does it
appear that national universities with higher
overall quality scores are more difficult to get into?
Example:
Requirement is satisfied: paired data are a
simple random sample
The selectivity data consist of ranks that

are not normally distributed. So, we use the
rank correlation coefficient to test for a
relationship between overall quality score
and selectivity rank. The null and
alternative hypotheses are as follows:
H 0:  s = 0 H 1:  s  0
Example:
Since neither variable has ties in the ranks:
6d 2 6(156)
rs  1   1
n(n  1)
2
8(8  1)
2
936
 1  0.857
504
Example:
From Table A-9, using  = 0.05 and n = 8, the

critical values are 0.738.
Because the test statistic of rs = –0.857 is not
between the critical values of –0.738 and 0.738,
we reject the null hypothesis.
There is sufficient evidence to support a claim
of a correlation between overall quality score
and selectivity ranking. It appears that
Universities with higher quality scores are
more selective and are more difficult to get
into.
Example: Detecting a Nonlinear
Pattern
An experiment involves a growing population of
bacteria. Table 13-8 lists randomly selected
times (in hr) after the experiment is begun, and
the number of bacteria present. Use a 0.05
significance level to test the claim that there is a
correlation between time and population size.
Pattern
Requirement is satisfied: date are from a simple
random sample
The hypotheses are:
H 0:  s = 0 H 1:  s  0
We follow the rank correlation procedure

summarized in Figure 13-5. The original
values are not ranks, so we convert them to
ranks and enter the results in Table 13-9.
Pattern
There are no ties among ranks of either list.

2
6d 6(0)
rs  1   1
n(n  1)
2
10(102  1)
0
 1 1
990
Pattern
Since n = 10 is less than 30, use Table A-9
Critical values are ± 0.648
The test statistic rs = 1 is not between –0.648

and 0.648, so we reject the null hypothesis of
s = 0 (no correlation).
There is sufficient evidence to conclude there
is a correlation between time and population
size.
Pattern
If this example is done using the methods of Section
10-2, the linear correlation coefficient is r = 0.0621 and
critical values of –0.632 and 0.632.
This leads to the conclusion that there is not enough

evidence to support the claim of a significant linear
correlation, whereas the nonlinear test found that
there was enough evidence.
The Minitab scatter diagram

shows that there is a
non-linear relationship
that the parametric method
would not have detected.
Recap
Rank correlation which is the non-

parametric equivalent of testing for
correlation described in Chapter 10.
It uses ranks of matched pairs to test for

association.
Sometimes rank correlation can detect

non-linear correlation that the parametric
test will not recognize.
Section 13-7
Runs Test for
Randomness
Key Concept
This section introduces the runs test for
randomness, which can be used to
determine whether the sample data in a
sequence are in a random order.
This test is based on sample data that have
two characteristics, and it analyzes runs of
those characteristics to determine whether
the runs appear to result from some random
process, or whether the runs suggest that
the order of the data is not random.
Definition
A run is a sequence of data having the
same characteristic; the sequence is
preceded and followed by data with a
different characteristic or by no data at
all.
The runs test uses the number of runs in

a sequence of sample data to test for
randomness in the order of the data.
Fundamental Principles
of the Run Test
Reject randomness if the number of runs
is very low or very high.
Example: The sequence of genders FFFFFMMMMM is
not random because it has only 2 runs, so the number
of runs is very low.
Example: The sequence of genders FMFMFMFMFM is
not random because there are 10 runs, which is very
high.
It is important to note that the runs test for
randomness is based on the order in which the
data occur; it is not based on the frequency of
the data.
Caution
The runs test for randomness is based
on the order in which the data occur; it is
not based on the frequency of the data.
For example, a sequence of 3 men and
20 women might appear to be random,
but the issue of whether 3 men and 20
women constitute a biased sample (with
disproportionately more women) is not
addressed by the runs test.
Figure 13-6 Procedure for
Runs Test for Randomness
Figure 13-6
Procedure for Runs
Test for Randomness
Objective
Apply the runs test for randomness to a
sequence of sample data to test for
randomness in the order of the data.
Use the following null and alternative
hypotheses.
H0: The data are in a random sequence.
H1: The data are in a sequence that is not
random.
Notation
n1 = number of elements in the sequence that

have one particular characteristic (The
characteristic chosen for n1 is arbitrary.)
n2 = number of elements in the sequence that

have the other characteristic
G = number of runs
Requirements
1. The sample data are arranged according to

some ordering scheme, such as the order
in which the sample values were obtained.
2. Each data value can be categorized into

one of two separate categories (such as
male/female).
For Small Samples (n1 ≤ 20 and n2 ≤ 20)

and  = 0.05:
Test Statistic
Test statistic is the number of runs G
Critical Values
Critical values are found in Table A-10.
For Small Samples (n1 ≤ 20 and n2 ≤ 20)

and  = 0.05:
Decision criteria
Reject randomness if the number of runs G is:
• less than or equal to the smaller critical
value found in Table A-10.
• or greater than or equal to the larger
critical value found in Table A-10.
For Large Samples (n1 > 20 and n2 > 20)

and  = 0.05:
Test Statistic
G  G
z
G
2n1n2
where G  1
n1  n2
(2n1n2 )(2n1n2  n1  n2 )
and G 
(n1  n2 ) 2 (n1  n2  1)
For Large Samples (n1 > 20 or n2 > 20) or
 ≠ 0.05:
Critical Values
Critical values of z: Use Table A-2.
For Large Samples (n1 > 20 and n2 > 20)

and  = 0.05:
Decision criteria
Reject randomness if the test statistic z is:
• less than or equal to the negative critical z
score (such as –1.96).
• or greater than or equal to the positive
critical z score (such as 1.96).
Example: Small Sample: Genders of
Study Participants
Listed below are the genders of the first 15
subjects participating in the “Freshman 15”
study with results listed in Data Set 3 in
Appendix B. Use a 0.05 significance level to test
for randomness in the sequence of genders.
MMMMFMFFFFFMMFF
Requirements are satisfied, so separate the
runs as shown below.
MMMM F M FFFFF MM FF
3rd run
1st run 2nd run 4th run 5th run 6th run
Study Participants
1st run 2nd run 3rd run 4th run 5th run 6th run
n1 = total number of males = 7

n2 = total number of females = 8
G = number of runs = 6
Because n1 ≤ 20 and n2 ≤ 20 and  = 0.05,
the test statistic is G = 6
Study Participants
1st run 2nd run 3rd run 4th run 5th run 6th run
From Table A-10, the critical values are 4 and 13.

Because G = 6 is neither less than or equal to the
critical value of 4, nor is it greater than or equal
to the critical value of 13, we do not reject
randomness.
It appears the sequence of genders is random.
Example: Large Sample: Global
Warming
Listed below are the global mean temperatures
(in ºC) of the earth’s surface (based on data from
the Goddard Institute for Space Studies). The
temperatures each represent one year, and they
are listed in order by row. Use a 0.05
significance level to test for randomness above
and below the mean. What does the result
suggest about the earth’s temperature?
Warming
Requirements are satisfied. Here are the

hypotheses:
H0: The sequence is random.

H1: The sequence is not random.
Warming
The mean of the 126 temperatures is 13.998ºC.
The test statistic is obtained by first finding the
number of temperatures below the mean and the
number of temperatures above the mean.
Examination of the sequence results in these
values:
n1 = number of temperatures above mean = 68

n2 = number temperatures below mean = 58
G = number of runs = 32
Warming
Since n1 > 20, calculate z using the formulas:
2n1n2 2(68)(58)
G  1   1  63.6032
n1  n2 68  58
(2n1n2 )(2n1n2  n1  n2 )
G 
(n1  n2 ) (n1  n2  1)
2
(2)(68)(58)[(2(68)(58)  68  58]
  5.55450
(68  58) (68  58  1)
2
G  G 32  63.6032
z   5.69
G 5.55450
Warming
With significance level  = 0.05 and a two-tailed

test, the critical values are z = –1.96 and 1.96.
The test statistic of z = –5.69 falls within the

critical region, so we reject the null hypothesis of
randomness. The given sequence does appear to
be random.
Claims of global warming appear to be supported

by the data - see the minitab display.
Warming
There appears to be an upward trend:

Recap
The runs test for randomness
which can be used to determine
whether the sample data in a
sequence are in a random order.
We reject randomness if the
number of runs is very low or very
high.

Chapter13 Statistika Nonparametrik

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter13 Statistika Nonparametrik

Uploaded by

Copyright:

Available Formats

Lecture Slides

and the Triola Statistics Series

2. Unlike parametric methods, nonparametric

2. Nonparametric tests are not as efficient as

Data are sorted when they are arranged

The main objective of this section is

1) Claims involving matched pairs of

2) Claims involving nominal data;

3) Claims about the median of a single

The basic idea underlying the sign

The sample data have been randomly

Note: There is no requirement that the

x = the number of times

n = the total number of

For n  25: x (the number of times the less

For n  25, critical x values are in Table A-7.

For n > 25, critical z values are in Table A-2.

When applying the sign test in a one-tailed

1. Subtract each value of the second variable

If the two sets of data have equal

H0: The median of the differences is equal to 0.

H0: The median of the differences is equal to 0.

There is not sufficient evidence to warrant

The nature of nominal data limits the

Then we can test claims about the

H0: p = 0.5 (the proportion of girls is 0.5)

Denoting girls by the positive sign (+) and boys

We reject the null hypothesis that the

There is sufficient evidence to support the

The XSORT method of gender selection does

The negative and positive signs

Discard the 15 zeros.

Use ( – ) to denote the 68 temperatures below

We use Table A-2 to get the critical z value of –

The test statistic of z = –4.61 falls into the

We reject the null hypothesis.

We support the claim that the median body

The Wilcoxon signed-ranks test

1. Test a null hypothesis that the population

H0: The matched pairs have differences that

For n  30, the test statistic is T.

For n  30, the critical T value is found in

For n > 30, the critical z values are found in

Step 2: Ignore the signs of the differences, then

The first two rows of Table 13-4 include some of

Requirements are satisfied: subjects

H0: There is no difference between the times of

H1: There is a difference between the times of

The ranks of differences in row four of the

The signed ranks in row five of the table are

Calculate the Test Statistic

Calculate the Test Statistic

Calculate the Test Statistic

Calculate the Test Statistic

In this section we have discussed:

The Wilcoxon signed-ranks test which

The hypothesis is that the matched

The Wilcoxon rank-sum test uses

The basic idea underlying the Wilcoxon

If two samples are drawn from

Don’t confuse the Wilcoxon rank-sum

H0: The two samples come from populations

1. There are two independent simple random

2. Each of the two samples has more than 10