Chapter Six

Non Parametric Statistics

Hypothesis Testing Procedures

Hypothesis
Hypothesis
Testing
Testing
Procedures
Procedures

Parametric
Parametric Nonparametric
Nonparametric

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

1. Involve Population Parameters (Mean)

2. Have Stringent Assumptions

(Normality)

3. Examples: Z Test, t 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. Need Not Involve
Population Parameters
5. Results May Be as Exact
as Parametric Procedures
 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
Popular Nonparametric Tests

1. Sign Test

2. Wilcoxon Rank Sum Test

3. Wilcoxon Signed Rank Test

4. Spearman’s correlation 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

You want to know what people feel about Wednesday

night drama. You’ve asked 7 people to rate the drama
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: P-Value:
Ha:
=
Test Statistic:

Decision:

Conclusion:
Sign Test Solution

H0:  < 3 P-Value:

Ha:  > 3
=
Test Statistic:

Decision:

Conclusion:
Sign Test Solution

H0:  <3 P-Value:

Ha:  > 3
 = .05
Test Statistic:

Decision:

Conclusion:
Sign Test Solution

H0:  < 3 P-Value:

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

H0:  < 3 P-Value:

Ha:  > 3 P(S  3) = 1 - P(S  2)
 = .05 = 1-0.1641 = 0.8339
Test Statistic: (Binomial Table, n = 7, p
S=2 = 0.50)
(Ratings 1 & 2 Are Decision:
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or more a
small prob event?
Sign Test Solution

H0:  <3 P-Value:

Ha:  > 3 P(S  3) = 1 - P(S  2)
 = .05 = 1-0.1641 = 0.8339
Test Statistic: (Binomial Table, n = 7, p
S=2 = 0.50)
(Ratings 1 & 2 Are Decision:
Reject at  = .05
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or more a
small prob event?
Sign Test Solution

H0:  < 3 P-Value:

Ha:  > 3 P(S  3) = 1 - P(S  2)
 = .05 = 1-0.1641 = 0.8339
Test Statistic: (Binomial Table, n = 7, p
S=2 = 0.50)
(Ratings 1 & 2 are < Decision:
Reject at  = .05
 = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or more a There is enough evidence
small prob event? for Median > 3
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
Wilcoxon Rank Sum Test
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
Wilcoxon Rank Sum Test : Example

You’re 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?
Wilcoxon Rank Sum Test
Solution

H0: Test Statistic:

Ha:
=
n1 = n2 =
Critical Value(s):
Decision:

Conclusion:
 Ranks
Wilcoxon Rank Sum Test
Solution

H0: Identical Distrib. Test Statistic:

Ha: Shifted Left or Right
=
n1 = n2 =
Critical Value(s):
Decision:

Conclusion:
 Ranks
Wilcoxon Rank Sum Test
Solution

H0: Identical Distrib. Test Statistic:

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

Conclusion:
 Ranks
Wilcoxon Rank Sum Test
Solution

H0: Identical Distrib. Test Statistic:

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

Reject Do Not Reject

Reject Conclusion:
12 28  Ranks
Wilcoxon Rank Sum Test Computation
Table

Factory 1 Factory 2
Rate Rank Rate Rank

Rank Sum
Wilcoxon Rank Sum Test Computation
Table

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

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

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

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

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

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

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

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

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

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

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

H0: Identical Distrib. Test Statistic:

Ha: Shifted Left or Right T2 = 5 + 3.5 + 8+ 9 = 25.5
 = .10 (Smallest Sample)
n1 = 4 n2 = 5
Critical Value(s):
Decision:

Reject Do Not Reject

Reject Conclusion:
12 28  Ranks
Wilcoxon Rank Sum Test
Solution

H0: Identical Distrib. Test Statistic:

Ha: Shifted Left or Right T2 = 5 + 3.5 + 8+ 9 = 25.5
 = .10 (Smallest Sample)
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not Reject at  = .10
Reject Do Not Reject
Reject Conclusion:
12 28  Ranks
Wilcoxon Rank Sum Test
Solution

H0: Identical Distrib. Test Statistic:

Ha: Shifted Left or Right T2 = 5 + 3.5 + 8+ 9 = 25.5
 = .10 (Smallest Sample)
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not Reject at  = .10
Reject Do Not Reject
Reject Conclusion:
There is No evidence for
12 28  Ranks
unequal distrib
Spearman’s Rank
Correlation Coefficient
Spearman’s Rank
Correlation Coefficient

1.Measures Correlation Between Ranks

2.Corresponds to Pearson Product Moment
Correlation Coefficient
3.Values Range from -1 to +1
Spearman’s Rank
Correlation Coefficient

1.Measures Correlation Between Ranks

2.Corresponds to Pearson Product Moment
Correlation Coefficient
3.Values Range from -1 to +1
4.Equation (Shortcut)

6 d 2

rs  1 

n n2 1 
Spearman’s Rank Correlation
Procedure

1.Assign Ranks, Ri , to the Observations

of Each Variable Separately
2.Calculate Differences, di , Between
Each Pair of Ranks
3.Square Differences, di 2, Between Ranks
4.Sum Squared Differences for Each Variable
5.Use Shortcut Approximation Formula
Spearman’s Rank
Correlation Example

You’re a research assistant for the ABC. You’re

investigating the relationship between a person’s attempts
at deception Subj. Deception Pupil
& % changes in their 1 87 10
pupil size. You ask
2 63 6
subjects a series of
questions, some of 3 95 11
which they must 4 50 7
answer dishonestly. 5 43 0
At the .05 level, what is the correlation coefficient?
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

Total
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

1 87 10
2 63 6
3 95 11
4 50 7
5 43 0
Total
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

1 87 4 10
2 63 3 6
3 95 5 11
4 50 2 7
5 43 1 0
Total
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

1 87 4 10 4
2 63 3 6 2
3 95 5 11 5
4 50 2 7 3
5 43 1 0 1
Total
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

1 87 4 10 4 0
2 63 3 6 2 1
3 95 5 11 5 0
4 50 2 7 3 -1
5 43 1 0 1 0
Total
Spearman’s Rank Correlation Table

Subj. Decep. R1i Pupil R2i di di2

1 87 4 10 4 0 0
2 63 3 6 2 1 1
3 95 5 11 5 0 0
4 50 2 7 3 -1 1
5 43 1 0 1 0 0
Total 2
Spearman’s Rank
Correlation Solution

n
6 d i
2

rs  1  i 1

n n 1 2

6 2 
 1 2

5 5 1 
 1  0.10
 0.90
End of Chapter 6

Thank you!