Fu ch9 Nonpara

Chapter 9
Nonparametric Statistics
EPI 809 / Spring 2008
Learning Objectives
1. Distinguish Parametric &
Nonparametric Test Procedures
2. Explain commonly used
Nonparametric Test Procedures
3. Perform Hypothesis Tests Using
Nonparametric Procedures
Hypothesis Testing Procedures

Hypothesis
Hypothesis
Testing
Testing
Procedures
Procedures
Parametric
Parametric
Nonparametric
Nonparametric
Wilcoxon
Wilcoxon
Rank
RankSum
Sum
Test
Test
ZZTest
Test
ttTest
Test
One-Way
One-Way
ANOVA
ANOVA
Kruskal-Wallis
Kruskal-Wallis
H-Test
H-Test
Many More Tests Exist!
Parametric Test Procedures

1.
Involve Population Parameters (Mean)
2.
Have Stringent Assumptions

(Normality)
3.
Examples: Z Test, t Test, 2 Test,

F test
Nonparametric Test
Procedures
1.
Do Not Involve Population Parameters

Example: Probability Distributions, Independence
2.
Data Measured on Any Scale (Ratio or

Interval, Ordinal or Nominal)
3.
Example: Wilcoxon Rank Sum Test

Advantages of
Nonparametric Tests
1.
Used With All Scales
2.
Easier to Compute
3.
Make Fewer Assumptions
4.
5.
Need Not Involve

Population Parameters
Results May Be as Exact
as Parametric Procedures
1984-1994 T/Maker Co.
Disadvantages of
Nonparametric Tests
1. May Waste Information
Parametric model more efficient
if data Permit
2. Difficult to Compute by
hand for Large Samples
3. Tables Not Widely Available
1984-1994 T/Maker Co.
Popular Nonparametric Tests

1. Sign Test
2. Wilcoxon Rank Sum Test
3. Wilcoxon Signed Rank Test
Sign Test
Sign Test
1.
Tests One Population Median,
2. Corresponds to t-Test for 1 Mean

3. Assumes Population Is Continuous
4.
Small Sample Test Statistic: # Sample Values

Above (or Below) Median
5. Can Use Normal Approximation If n 10

Sign Test Concepts
Make null hypothesis about true median
Let S = number of values greater than median
Each sampled item is independent
If null hypothesis is true, S should have binomial

distribution with success probability .5
Sign Test Example
Youre an analyst for Chef-Boy-R-Dee. Youve

asked 7 people to rate a new ravioli on a 5-point
scale (1 = terrible,, 5 = excellent) The ratings
are: 2 5 3 4 1 4 5.
At the .05 level, is there evidence that the

median rating is at least 3?
Sign Test Solution
H0:
Ha:
=
Test Statistic:
P-Value:
Decision:
Conclusion:
Sign Test Solution
H0: = 3
Ha: < 3
=
Test Statistic:
P-Value:
Decision:
Conclusion:
Sign Test Solution
H0: = 3
Ha: < 3
= .05
Test Statistic:
P-Value:
Decision:
Conclusion:
Sign Test Solution

H0: = 3
Ha: < 3
= .05
Test Statistic:
S=2
(Ratings 1 & 2 Are
Less Than = 3:
2, 5, 3, 4, 1, 4, 5)
P-Value:
Decision:
Conclusion:
Is observing 2 or
more a small prob
event?
Sign Test Solution

H0: = 3
Ha: < 3
= .05
Test Statistic:
S=2
(Ratings 1 & 2 Are
Less Than = 3:
2, 5, 3, 4, 1, 4, 5)
P-Value:
P(S 2) = 1 - P(S 1)
= .9297
(Binomial Table, n = 7,
p = 0.50)
Decision:
Conclusion:
Is observing 2 or
more a small prob
event?
Sign Test Solution

H0: = 3
Ha: < 3
= .05
Test Statistic:
S=2
(Ratings 1 & 2 Are
Less Than = 3:
2, 5, 3, 4, 1, 4, 5)
P-Value:
P(x 2) = 1 - P(x 1)
= . 9297
p = 0.50)
Decision:
Do Not Reject at = .05
Conclusion:
Is observing 2 or
more a small prob
event?
Sign Test Solution

H0: = 3
Ha: < 3
= .05
Test Statistic:
S=2
(Ratings 1 & 2 are
< = 3:
2, 5, 3, 4, 1, 4, 5)
P-Value:
P(x 2) = 1 - P(x 1) =
= . 9297
p = 0.50)
Decision:
Conclusion:
There is No evidence for
Median < 3
Is observing 2 or
more a small prob
event?
Wilcoxon Rank Sum

Test
Wilcoxon Rank Sum Test

1.Tests Two Independent Population Probability
Distributions
2.Corresponds to t-Test for 2 Independent
Means
3.Assumptions
Independent, Random Samples
Populations Are Continuous
4.Can Use Normal Approximation If ni 10


Procedure
1. Assign Ranks, Ri, to the n1 + n2 Sample

Observations
If Unequal Sample Sizes, Let n1 Refer to Smaller-Sized Sample

Smallest Value = 1
2. Sum the Ranks, Ti, for Each Sample

Test Statistic Is TA (Smallest Sample)
Null hypothesis: both samples come from the same underlying
distribution
Distribution of T is not quite as simple as binomial, but it can be

computed

Example
Youre a production planner. You want to see if

the operating rates for 2 factories is the same.
For factory 1, the rates (% of capacity) are 71,
82, 77, 92, 88. For factory 2, the rates are 85,
82, 94 & 97. Do the factory rates have the same
probability distributions at the .10 level?

Solution
H0:
Ha:
=
n1 = n2 =
Critical Value(s):
Test Statistic:
Decision:
Conclusion:
Ranks
EPI
809 / Spring 200

Solution
H0: Identical Distrib.

Ha: Shifted Left or
Right
=
n1 = n2 =
Critical Value(s):
Test Statistic:
Decision:
Conclusion:
Ranks
EPI
809 / Spring 200

Solution

Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:
Conclusion:
Ranks
EPI
809 / Spring 200
Wilcoxon Rank Sum

Table 12 (Rosner) (Portion)
= .05 two-tailed

Solution

Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s):
Reject Do Not Reject

Reject
12
Test Statistic:
Decision:
Conclusion:
28
Ranks
EPI
809 / Spring 200

Computation Table
Factory 1
Rate
Rank
Factory 2
Rate
Rank
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
82
77
92
88
Factory 2
Rate
Rank
85
82
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
77
92
88
Factory 2
Rate
Rank
85
82
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
77
2
92
88
Factory 2
Rate
Rank
85
82
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3
77
2
92
88
Factory 2
Rate
Rank
85
82
4
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
88
Factory 2
Rate
Rank
85
82
4 3.5
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
88
Factory 2
Rate
Rank
85
5
82
4 3.5
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
88
6
Factory 2
Rate
Rank
85
5
82
4 3.5
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
7
88
6
Factory 2
Rate
Rank
85
5
82
4 3.5
94
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
7
88
6
Factory 2
Rate
Rank
85
5
82
4 3.5
94
8
97
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
7
88
6
Factory 2
Rate
Rank
85
5
82
4 3.5
94
8
97
9
...
...
Rank Sum

Computation Table
Factory 1
Rate
Rank
71
1
82
3 3.5
77
2
92
7
88
6
Rank Sum
Factory 2
Rate
Rank
85
5
82
4 3.5
94
8
97
9
...
...
19.5
25.5

Solution

Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s):

Reject
12
Test Statistic:
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
Decision:
Conclusion:
28
Ranks
EPI
809 / Spring 200

Solution

Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s):

Reject
12
Test Statistic:
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
Decision:
Conclusion:
28
Ranks
EPI
809 / Spring 200

Solution

Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s):

Reject
12
Test Statistic:
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
Decision:
Conclusion:
There is No evidence for
unequal distrib
28
Ranks
EPI
809 / Spring 200

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Chapter 9

EPI 809 / Spring 2008

EPI 809 / Spring 200

Hypothesis Testing Procedures

Many More Tests Exist!

EPI 809 / Spring 200

Parametric Test Procedures

Involve Population Parameters (Mean)

Have Stringent Assumptions

Examples: Z Test, t Test, 2 Test,

Do Not Involve Population Parameters

Data Measured on Any Scale (Ratio or

Example: Wilcoxon Rank Sum Test

Used With All Scales

Make Fewer Assumptions

Need Not Involve

EPI 809 / Spring 200

EPI 809 / Spring 200

1984-1994 T/Maker Co.

Popular Nonparametric Tests

EPI 809 / Spring 200

EPI 809 / Spring 2008

Tests One Population Median,

2. Corresponds to t-Test for 1 Mean

Small Sample Test Statistic: # Sample Values

5. Can Use Normal Approximation If n 10

Sign Test Concepts

Make null hypothesis about true median

Let S = number of values greater than median

Each sampled item is independent

If null hypothesis is true, S should have binomial

EPI 809 / Spring 200

Sign Test Example

Youre an analyst for Chef-Boy-R-Dee. Youve

At the .05 level, is there evidence that the

EPI 809 / Spring 200

Sign Test Solution

Sign Test Solution

Sign Test Solution

Sign Test Solution

Sign Test Solution

Sign Test Solution

Sign Test Solution

Wilcoxon Rank Sum

EPI 809 / Spring 2008

Wilcoxon Rank Sum Test

4.Can Use Normal Approximation If ni 10

Wilcoxon Rank Sum Test

1. Assign Ranks, Ri, to the n1 + n2 Sample

If Unequal Sample Sizes, Let n1 Refer to Smaller-Sized Sample

2. Sum the Ranks, Ti, for Each Sample

Distribution of T is not quite as simple as binomial, but it can be

EPI 809 / Spring 200

Wilcoxon Rank Sum Test

Youre a production planner. You want to see if

EPI 809 / Spring 200

Wilcoxon Rank Sum Test

Wilcoxon Rank Sum Test

H0: Identical Distrib.

Wilcoxon Rank Sum Test

H0: Identical Distrib.

Wilcoxon Rank Sum

EPI 809 / Spring 200