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JOHN S. LOUCKS

St. Edward’s University

1

Chapter 19

Nonparametric Methods

■ Sign Test

■ Wilcoxon Signed-Rank Test

■ Mann-Whitney-Wilcoxon Test

■ Kruskal-Wallis Test

■ Rank Correlation

2

Nonparametric Methods

require the use of interval- or ratio-scaled data.

■ Nonparametric methods are often the only way to

analyze nominal or ordinal data and draw statistical

conclusions.

■ Nonparametric methods require no assumptions about

the population probability distributions.

■ Nonparametric methods are often called distribution-

free methods.

3

Nonparametric Methods

nonparametric, it must satisfy at least one of the

following conditions.

• The method can be used with nominal data.

• The method can be used with ordinal data.

• The method can be used with interval or ratio data

when no assumption can be made about the

population probability distribution.

4

Sign Test

a sample of n potential customers to identify a

preference for one of two brands of a product.

■ The objective is to determine whether there is a

difference in preference between the two items being

compared.

■ To record the preference data, we use a plus sign if

the individual prefers one brand and a minus sign if

the individual prefers the other brand.

■ Because the data are recorded as plus and minus

signs, this test is called the sign test.

5

Sign Test: Small-Sample Case

used whenever n < 20.

■ The hypotheses are

H 0 : p = .50 No preference for one brand

over the other exists.

H a : p ≠ .50 A preference for one brand

over the other exists.

■ The number of plus signs is our test statistic.

■ Assuming H0 is true, the sampling distribution for

the test statistic is a binomial distribution with p = .5.

■ H0 is rejected if the p-value < level of significance, α.

6

Sign Test: Large-Sample Case

for the number of plus signs can be approximated by

a normal distribution.

■ When no preference is stated (H0: p = .5), the sampling

distribution will have:

Mean: µ = .50n

Standard Deviation: σ = .25n

z= (x is the number

σ of plus signs)

7

Sign Test: Large-Sample Case

As part of a market research study, a

sample of 36 consumers were asked to taste

two brands of ketchup and indicate a

preference. Do the data shown on the next

slide indicate a significant difference in the

consumer preferences for the two brands? A

B

8

Sign Test: Large-Sample Case

(+ sign recorded)

1 preferred Brand B Ketchup

(_ sign recorded)

6 had no preference A

B

The analysis will be based on

a sample size of 18 + 12 = 30.

9

Sign Test: Large-Sample Case

■ Hypotheses A B

H 0 : p = .50

No preference for one brand over the other exists

H a : p ≠ .50

A preference for one brand over the other exists

10

Sign Test: Large-Sample Case

µ = .5(30) = 15

11

Sign Test: Large-Sample Case

■ Rejection Rule A B

Using .05 level of significance:

Reject H0 if p-value < .05

■ Test Statistic

z = (x – µ)/σ = (18 - 15)/2.74 = 3/2.74 = 1.10

■ p-Value

p-Value = 2(.5000 - .3643) = .2714

12

Sign Test: Large-Sample Case

■ Conclusion A B

Because the p-value > α, we cannot reject H0.

There is insufficient evidence in the sample to conclude

that a difference in preference exists for the two brands

of ketchup.

13

Hypothesis Test About a Median

• Using a plus sign whenever the data in the sample

are above the hypothesized value of the median

• Using a minus sign whenever the data in the

sample are below the hypothesized value of the

median

• Discarding any data exactly equal to the

hypothesized median

14

Hypothesis Test About a Median

A hypothesis test is being conducted

about the median age of female members

of the Trim Fitness Center.

H0: Median Age = 34 years

Ha: Median Age ≠ 34 years

than 34, 14 are younger than 34, and 1 is 34. Is there

sufficient evidence to reject H0? Assume α = .05.

15

Hypothesis Test About a Median

µ = .5(39) = 19.5

σ = .25n = .25(39) = 3.12

■ Test Statistic

z = (x – µ)/σ = (25 – 19.5)/3.12 = 1.76

■ p-Value

p-Value = 2(.5000 − .4608) = .0784

16

Hypothesis Test About a Median

■ Rejection Rule

Using .05 level of significance:

Reject H0 if p-value < .05

■ Conclusion

Do not reject H0. The p-value for this two-tail

test is .0784. There is insufficient evidence in the

sample to conclude that the median age is not 34 for

female members of Trim Fitness Center.

17

Wilcoxon Signed-Rank Test

parametric matched-sample test presented in

Chapter 10.

■ The methodology of the parametric matched-sample

analysis requires:

• interval data, and

• the assumption that the population of differences

between the pairs of observations is normally

distributed.

■ If the assumption of normally distributed differences

is not appropriate, the Wilcoxon signed-rank test can

be used.

18

Wilcoxon Signed-Rank Test

A firm has decided to select one

of two express delivery services to

provide next-day deliveries to its

district offices.

To test the delivery times of the two services, the

firm sends two reports to a sample of 10 district

offices, with one report carried by one service and the

other report carried by the second service. Do the data

on the next slide indicate a difference in the two

services?

19

Wilcoxon Signed-Rank Test

Seattle 32 hrs. 25 hrs.

Los Angeles 30 24

19 15

Boston 16 15

Cleveland 15 13

New York 18 15

Houston 14 15

Atlanta 10 8

St. Louis 7 9

Milwaukee 16 11

Denver

20

Wilcoxon Signed-Rank Test

• Compute the differences between the paired

observations.

• Discard any differences of zero.

• Rank the absolute value of the differences from

lowest to highest. Tied differences are assigned

the average ranking of their positions.

• Give the ranks the sign of the original difference

in the data.

• Sum the signed ranks.

. . . next we will determine whether the

sum is significantly different from zero.

21

Wilcoxon Signed-Rank Test

Seattle 7 10 +10

Los Angeles 6 9 +9

4 7 +7

Boston 1 1.5 +1.5

Cleveland 2 4 +4

New York 3 6 +6

Houston −1 1.5 −1.5

Atlanta 2 4 +4

St. Louis −2 4 −4

Milwaukee 5 8 +8

Denver +44

22

Wilcoxon Signed-Rank Test

■ Hypotheses

H0: The delivery times of the two services are the

same; neither offers faster service than the other.

Ha: Delivery times differ between the two services;

recommend the one with the smaller times.

23

Wilcoxon Signed-Rank Test

σT = = = 19.62

6 6

T

µT = 0

24

Wilcoxon Signed-Rank Test

■ Rejection Rule

Using .05 level of significance,

Reject H0 if p-value < .05

■ Test Statistic

z = (T - µT )/σT = (44 - 0)/19.62 = 2.24

■ p-Value

p-Value = 2(.5000 - .4875) = .025

25

Wilcoxon Signed-Rank Test

■ Conclusion

Reject H0. The p-value for this two-tail test is

.025. There is sufficient evidence in the sample to

conclude that a difference exists in the delivery times

provided by the two services.

26

Mann-Whitney-Wilcoxon Test

determining whether there is a difference between

two populations.

■ This test, unlike the Wilcoxon signed-rank test, is not

based on a matched sample.

■ This test does not require interval data or the

assumption that both populations are normally

distributed.

■ The only requirement is that the measurement scale

for the data is at least ordinal.

27

Mann-Whitney-Wilcoxon Test

means of two populations, this method tests to

determine whether the two populations are identical.

■ The hypotheses are:

Ha: The two populations are not identical

28

Mann-Whitney-Wilcoxon Test

Manufacturer labels indicate the

annual energy cost associated with

operating home appliances such as

freezers.

The energy costs for a sample of

10 Westin freezers and a sample of 10

Easton Freezers are shown on the next slide. Do the

data indicate, using α = .05, that a difference exists in

the annual energy costs for the two brands of freezers?

29

Mann-Whitney-Wilcoxon Test

$55.10 $56.10

54.70

54.50 54.40

53.20 55.40

53.00 54.10

55.50 56.00

54.90 55.50

55.80 55.00

54.00 54.30

54.20 57.00

55.20

30

Mann-Whitney-Wilcoxon Test

■ Hypotheses

H0: Annual energy costs for Westin freezers

and Easton freezers are the same.

Ha: Annual energy costs differ for the two

brands of freezers.

31

Mann-Whitney-Wilcoxon Test:

Large-Sample Case

■ First, rank the combined data from the lowest to

the highest values, with tied values being assigned

the average of the tied rankings.

■ Then, compute T, the sum of the ranks for the first

sample.

■ Then, compare the observed value of T to the

sampling distribution of T for identical populations.

The value of the standardized test statistic z will

provide the basis for deciding whether to reject H0.

32

Mann-Whitney-Wilcoxon Test:

Large-Sample Case

■ Sampling Distribution of T for Identical Populations

• Mean

µT = n1(n1 + n2 + 1)

• Standard Deviation

σ T = 1 12 n1 n2 (n1 + n2 + 1)

• Distribution Form

Approximately normal, provided

n1 > 10 and n2 > 10

33

Mann-Whitney-Wilcoxon Test

$55.10 12 $56.10 19

8 54.70 9

54.50 2 54.40 7

53.20 1 55.40 14

53.00 15.5 54.10 4

55.50 10 56.00 18

54.90 17 55.50 15.5

55.80 3 55.00 11

54.00 5 54.30 6

54.20 13 57.00 20

Sum of Ranks 86.5

55.20 Sum of Ranks 123.5

34

Mann-Whitney-Wilcoxon Test

σ T = 1 12 n1 n2 (n1 + n2 + 1)

= 1 12 (10)(10)(21)

= 13.23

T

µT = ½(10)(21) = 105

35

Mann-Whitney-Wilcoxon Test

■ Rejection Rule

Using .05 level of significance,

Reject H0 if p-value < .05

■ Test Statistic

z = (T - µT )/σT = (86.5 − 105)/13.23 = -1.40

■ p-Value

p-Value = 2(.5000 - .4192) = .1616

36

Mann-Whitney-Wilcoxon Test

■ Conclusion

Do not reject H0. The p-value > α. There is

insufficient evidence in the sample data to conclude

that there is a difference in the annual energy cost

associated with the two brands of freezers.

37

Kruskal-Wallis Test

by Kruskal and Wallis for cases of three or more

populations.

H0: All populations are identical

Ha: Not all populations are identical

as well as with interval or ratio data.

■ Also, the Kruskal-Wallis test does not require the

assumption of normally distributed populations.

38

Kruskal-Wallis Test

■ Test Statistic

12 k

Ri2

W = ∑ − 3(nT + 1)

nT (nT + 1) i =1 ni

ni = number of items in sample i

nT = Σni = total number of items in all samples

Ri = sum of the ranks for sample i

39

Kruskal-Wallis Test

distribution of the test statistic W can be approximated

by a chi-square distribution with k – 1 degrees of

freedom.

■ This approximation is acceptable if each of the sample

sizes ni is > 5.

■ The rejection rule is: Reject H0 if p-value < α

40

Rank Correlation

the linear association between two variables for

which interval or ratio data are available.

■ The Spearman rank-correlation coefficient, rs , is a

measure of association between two variables when

only ordinal data are available.

■ Values of rs can range from –1.0 to +1.0, where

• values near 1.0 indicate a strong positive

association between the rankings, and

• values near -1.0 indicate a strong negative

association between the rankings.

41

Rank Correlation

6∑ di2

rs = 1 −

n( n2 − 1)

xi = rank of item i with respect to one variable

yi = rank of item i with respect to a second variable

di = xi - yi

42

Test for Significant Rank Correlation

inference about the population rank correlation ps.

■ To do so, we must test the hypotheses:

H a : ps ≠ 0 (Rank correlation exists)

43

Rank Correlation

• Mean

µrs = 0

• Standard Deviation

1

σ rs =

n−1

• Distribution Form

Approximately normal, provided n > 10

44

Rank Correlation

Crennor Investors provides

a portfolio management service

for its clients. Two of Crennor’s

analysts ranked ten investments

as shown on the next slide. Use

rank correlation, with α = .10, to

comment on the agreement of the two analysts’

rankings.

45

Rank Correlation

• Analysts’ Rankings

Investment A B C D E F G H I J

Analyst #1 1 4 9 8 6 3 5 7 2 10

Analyst #2 1 5 6 2 9 7 3 10 4 8

• Hypotheses

H 0 : ps = 0 (No rank correlation exists)

H a : ps ≠ 0 (Rank correlation exists)

46

Rank Correlation

Analyst #1 Analyst #2

Investment Ranking Ranking Differ. (Differ.)2

A 1 1 0 0

B 4 5 -1 1

C 9 6 3 9

D 8 2 6 36

E 6 9 -3 9

F 3 7 -4 16

G 5 3 2 4

H 7 10 -3 9

I 2 4 -2 4

J 10 8 2 4

Sum = 92

© 2005 Thomson/South-Western Slide

47

Rank Correlation

Sampling Distribution of rs

Assuming No Rank Correlation

1

σ rs = = .333

10 − 1

rs

µr = 0

48

Rank Correlation

■ Rejection Rule

With .10 level of significance:

Reject H0 if p-value < .10

■ Test Statistic

6∑ di2 6(92)

rs = 1 − =1− = 0.4424

n(n 2 − 1) 10(100 − 1)

■ p-Value

p-Value = 2(.5000 - .4082) = .1836

49

Rank Correlation

■ Conclusion

Do no reject H0. The p-value > α. There is not a

significant rank correlation. The two analysts are not

showing agreement in their ranking of the risk

associated with the different investments.

50

End of Chapter 19

51

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