Lecture Slides

Elementary Statistics
Tenth Edition

and the Triola Statistics Series

by Mario F. TriolaSSlliiddee 1
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
 Chapter 13
Nonparametric Statistics
13-1 Overview

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 Correlation
13-7 Runs Test for Randomness

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Slide 2
 Section 13-1
Overview

SSlliiddee 3
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 Overview
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.

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Slide 4
 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.

3. Nonparametric methods usually involve simpler

computations than the corresponding parametric
methods and are therefore easier to understand and
apply.
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Slide 5
 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) before we reject a null hypothesis.

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Slide 6
Efficiency of Nonparametric Methods

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Slide 7
 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.

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Slide 8
 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  3
2 
5 3  Mean is 3. 3

5 4  3
1 5 5
0
6 6
1 
7  7.
1  Mean is 7.5. 5
8 
1
7.
2  5 Slide 9
 Section 13-2
Sign Test

SSlliiddee 10
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 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.

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Slide 11
 Definition
Sign Test
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.

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Slide 12
 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.

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Slide 13
Figure 13-1 Sign Test Procedure

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Slide 14
Figure 13-1 Sign Test Procedure

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Slide 15
Figure 13-1 Sign Test Procedure

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Slide 16
 Requirements

1. The sample data have been

randomly selected.

2. There is no requirement that the

sample data come from a population
with a particular distribution, such
as a normal distribution.

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Slide 17
 Notation for Sign Test

x = the number of
times the less
frequent sign occurs

n = the total number

of positive and
negative signs
combined

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Slide 18
 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.
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Slide 19
 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.
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 20
 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.

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Slide 21
 Example: Yields of Corn
from Different Seeds
Use the data in Table 13-3 with a 0.05 significance level
to test the claim that there is no difference between the

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 22
 Example: Yields of Corn
from Different Seeds
Use the data in Table 13-3 with a 0.05 significance level
to test the claim that there is no difference between the

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

H1: The median of the differences is not equal to 0.
 = 0.05
x = minimum(7, 4) = 4 (From Table 13-3, there are
7 negative signs and 4 positive signs.)
Critical value = 1 (From Table A-7 where n = 11 and
 = 0.05)
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 23
 Example: Yields of Corn
from Different Seeds
Use the data in Table 13-3 with a 0.05 significance level
to test the claim that there is no difference between the

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.

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Slide 24
 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.

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Slide 25
 Example: Gender Selection
Of the 325 babies born to parents using the XSORT
method of gender selection, 295 were girls. Use the
sign test and a 0.05 significance level to test the claim
that this method of gender selection has no effect.

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

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Slide 26
 Example: Gender Selection
Of the 325 babies born to parents using the XSORT
method of gender selection, 295 were girls. Use the
sign test and a 0.05 significance level to test the claim
that this method of gender selection has no effect.

Denoting girls by the positive sign (+) and boys by the

negative sign (–), we have 295 positive signs and 30
negative signs.
Test statistic x = minimum(295, 30) = 30 The test
involves two tails.

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Slide 27
 Example: Gender Selection
Of the 325 babies born to parents using the XSORT
method of gender selection, 295 were girls. Use the
sign test and a 0.05 significance level to test the claim
that this method of gender selection has no effect.

n
(x + 0.5) – 2
z=
n
2
325
z (30 + 0.5) – 2 = –14.64
=
325
2
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 28
 Example: Gender Selection
Of the 325 babies born to parents using the XSORT
method of gender selection, 295 were girls. Use the
sign test and a 0.05 significance level to test the claim
that this method of gender selection has no effect.

With  = 0.05 in a two-tailed test, the critical values are

z =  1.96.

The test statistic z = -14.64 is less than -1.96. We reject

the null hypothesis that p = 0.5.

There is sufficient evidence to warrant rejection of the
claim that the method of gender selection has no
effect.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 29
 Example: Gender Selection
Of the 325 babies born to parents using the XSORT
method of gender selection, 295 were girls. Use the
sign test and a 0.05 significance level to test the claim
that this method of gender selection has no effect.

Figure 13.2

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Slide 30
 Claims About the
Median of a Single
Population
The negative and positive signs
are based on the claimed value
of the median.

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Slide 31
 Example: Body Temperature
Use the temperatures for 12:00 A.M. on Day 2 in Data Set
2 in Appendix B. Use the sign test to test the claim that
the median is less than 98.6°F.

There are 68 subjects with temperatures below 98.6°F,

23 subjects with temperatures above 98.6°F,
and 15 subjects with temperatures equal to 98.6°F.

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.

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Slide 32
 Example: Body Temperature
Use the temperatures for 12:00 A.M. on Day 2 in Data Set
2 in Appendix B. Use the sign test to test the claim that
the median is less than 98.6°F.

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

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Slide 33
 Example: Body Temperature
Use the temperatures for 12:00 A.M. on Day 2 in Data Set
2 in Appendix B. Use the sign test to test the claim that
the median is less than 98.6°F.

n
(x + 0.5) – 2
z=
n
2

91
z= (23 + 0.5) – 2 = – 4.61
91
2

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 34
 Example: Body Temperature
Use the temperatures for 12:00 A.M. on Day 2 in Data Set 2
in Appendix B. Use the sign test to test the claim that
the median is less than 98.6°F.

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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 35
 Example: Body Temperature
Use the temperatures for 12:00 A.M. on Day 2 in Data Set
2 in Appendix B. Use the sign test to test the claim that
the median is less than 98.6°F.

Figure 13.3

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Slide 36
 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

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Slide 37
 Section 13-3
Wilcoxon Signed-Ranks
Test for Matched
Pairs

SSlliiddee 38
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 Key Concept

The Wilcoxon signed-ranks test uses

ranks of sample data consisting of
matched pairs.
This test is used with a null hypothesis
that the population of differences from
the matched pairs has a median equal
to zero.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 39
 Definition
The Wilcoxon signed-ranks test is a
nonparametric test that uses ranks of sample
data consisting of matched pairs.
It is used to test the null hypothesis that
the population of differences has a median of
zero.

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.

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Slide 40
 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.)

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Slide 41
 Notation
T = the smaller of the following two
sums:
1. The sum of the absolute values
of the negative ranks of the nonzero
differences d
2. The sum of the positive ranks of the
nonzero differences d

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Slide 42
 Test Statistic for the
Wilcoxon Signed-Ranks Test
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

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Slide 43
 Critical Values for the
Wilcoxon Signed-Ranks Test
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.

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Slide 44
 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.

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Slide 45
 Procedure for Finding the
Value of the Test Statistic

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.

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Slide 46
 Example: Does the Type of Seed
Affect Corn Growth?
Use the data in Table 13-4 with the Wilcoxon signed-ranks
test and 0.05 significance level to test the claim that there

kiln-dried seed.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 47
 Example: Does the Type of Seed
Affect Corn Growth?
Use the data in Table 13-4 with the Wilcoxon signed-ranks
test and 0.05 significance level to test the claim that there

kiln-dried seed.

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.

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Slide 48
 Example: Does the Type of Seed
Affect Corn Growth?
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 first time – second
time.

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Slide 49
Example: Does the Type of Seed
Affect Corn Growth?
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 = yield from regular seed – yield from kiln- dried
seed
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.

Slide 50
 Example: Does the Type of Seed
Affect Corn Growth?
Calculate the Test Statistic
If there really is no difference between
the yields from the two types of seed
(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 sum of the
absolute values of the negative ranks,
and we also find the sum of the positive
ranks.

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Slide 51
 Example: Does the Type of Seed
Affect Corn Growth?
Calculate the Test Statistic

Sum of absolute values of negative

ranks: 51 (from 10 + 9 + 8 + 6 + 5 + 11 +
2)
Sum of positive ranks: 15 (from 1 + 3 +
4 + 7)
Step 5: Letting T be the smaller of the
two sums found in Step 4, we find that
T = 15.
Step 6: Letting n be the number of pairs
Slide 52
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 Example: Does the Type of Seed
Affect Corn Growth?
Calculate the Test Statistic
Step 7: Because n = 11, we have n ≤ 30, so
we use a test statistic of T = 15. From
Table A- 8, the critical T = 11 (using n = 11
and  = 0.05 in two tails).
Step 8: The test statistic T = 15 is not less
than or equal to the critical value of 11, so
we fail to reject the null hypothesis.
It appears that there is no difference
between yields from regular seed and kiln-
dried seed. Slide 53
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
 Recap

In this section we have discussed:

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.

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Slide 54
 Section 13-4
Wilcoxon Rank-Sum Test for
Two Independent Samples

SSlliiddee 55
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 Key Concept

The Wilcoxon signed-ranks test

(Section 13-3) involves matched
pairs of data.
The Wilcoxon rank-sum test of
this section involves two
independent samples that are not
related or somehow matched or
paired.

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Slide 56
 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.

H 0: The two samples

come from populations with equal medians.
H 1: The two samples
come from populations with different medians.

Slide 57
 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.

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Slide 58
 Requirements

1. There are two independent samples of

randomly selected data.

2. Each of the two samples has more than 10

values.

3. There is no requirement that the two

populations have a normal distribution or
any other particular distribution.

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Slide 59
 Notation for the
Wilcoxon Rank-Sum Test
n1 = size of Sample 1

n2 = size of Sample 2

R1 = sum of ranks for Sample 1

R2 = sum of ranks for Sample 2
= same as R1 (sum of ranks for Sample 1)
R
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 with two populations having equal
medians

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Slide 60
 Test Statistic for the
Wilcoxon Rank-Sum Test
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
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 61
 Critical 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).

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Slide 62
 Procedure for Finding the
Value of the Test Statistic

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 as

shown in the previous slide, where either
sample can be used as ‘Sample 1’.

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Slide 63
 Example:
BMI of Men and
Women
The data in Table 13-5 are from
Data Set 1 in Appendix B and
use only the first 13 sample
values for men and the first 12
sample values for women.

The numbers in parentheses

are their ranks beginning with
a rank of 1 assigned to the
lowest value of 17.7.

R1 and R2 at the bottom denote

the sum of ranks.

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Slide 64
 Example:
BMI of Men and
Use the data in Table 13-5 withWomen
the Wilcoxon rank-sum
test and a 0.05 significance level to test the claim that
the median BMI of men is equal to the median BMI of
women.
The requirements of having two independent and
random samples and each having more than 10 values
are met.

H0: Men and women have BMI values with equal

medians
H1: Men and women have BMI values with medians that
are not equal

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Slide 65
 Example:
BMI of Men and
Use the data in Table 13-5 withWomen
the Wilcoxon rank-sum
test and a 0.05 significance level to test the claim that
the median BMI of men is equal to the median BMI of
women.
Procedures
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 men the sum of ranks is
R = 11.5 + 9 + 14 + … + 15.5 = 187
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 66
 Example:
BMI of Men and
Women
Procedures (cont.)
3. Calculate the value of the z test
statistic.
R n1 (n1  n2 1) 13(13  12  1)
  

2 2
 R  n1n2 (n1  n169
2 1)
(13)(12)(13  12  1)
12  

18.385
R  R 12  169
187
z
R   0.98
18.385
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 67
 Example:
BMI of Men and
Use the data in Table 13-5 withWomen
the Wilcoxon rank-sum
test and a 0.05 significance level to test the claim that the
median BMI of men is equal to the median BMI of women.

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 Sample 1 had a disproportionate
share of lower ranks.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 68
 Example:
BMI of Men and
Use the data in Table 13-5 withWomen
the Wilcoxon rank-sum
test and a 0.05 significance level to test the claim that
the median BMI of men is equal to the median BMI of
women.
We have a two tailed test (with  = 0.05), so the critical
values are 1.96 and –1.96.
The test statistic of 0.98 does not fall within the critical
region, so we fail to reject the null hypothesis that men
and women have BMI values with equal medians.
It appears that BMI values of men and women are
basically the same.

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Slide 69
 Example:
BMI of Men and
Women
The preceding example used only 13 of the 40
sample BMI values for men listed in Data Set 1 in
Appendix B, and it used only 12 of the 40 BMI
values for women. Do the results change
if we use all 40 sample values for both men and
women?

The null and alternative hypotheses are the

same.

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Slide 70
 Example:
BMI of Men and
Women
In the Minitab display below ETA1 and ETA2 denote the
medians of the first and second samples, respectively.
The rank sum for men is W = 1727.5
The P-value is 0.3032 (or 0.3031 after adjustment for
ties).
Minitab

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Slide 71
 Example:
BMI of Men and
Women
Because the P-value is greater than α = 0.05, we fail to
reject the null hypothesis.
There is not sufficient evidence to warrant rejection of
the claim that men and women have BMI values with
equal medians.
Minitab

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 72
 Recap

In this section we have discussed:

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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 73
 Section 13-5
Kruskal-Wallis
Test

SSlliiddee 74
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 75
 Kruskal-Wallis Test
Definition
•The Kruskal-Wallis test (also called the H test) is
a nonparametric test that uses ranks of sample
data 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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 76
 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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 77
 Kruskal-Wallis
Test
1.
Requirements
We have at least three independent
samples, all of which are randomly
selected.

2. Each sample has at least 5 observations.

3. There is no requirement that the

populations have a normal distribution or
any other particular distribution.

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Slide 78
 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.
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 79
 Kruskal-Wallis Test
Test Statistic
12  R R
2 2 2
k

H   ...  1 2

 3(N 1)
R n2 nk
N (N 1)  
n1 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).
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 80
 Procedure for Finding the
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 given on the
preceding slide.

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Slide 81
 Procedure for Finding the
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.

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Slide 82
 Example: Effects of Treatments
on Poplar Tree Weights
Table 13-6 lists weights of poplar trees given
different treatments. (Numbers in parentheses
are ranks.)

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 83
 Example: Effects of Treatments
on Poplar Tree Weights
Use the data in Table 13-6 with the Kruskal-Wallis test to
test the claim that the four samples come from

Are requirements met?

There are three or more independent and random
samples.
Each sample size is 5. (Requirement is at least 5.)

H0: The populations of poplar tree weights from the four

treatments have equal medians.
H1: The four population medians are not all equal.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 84
 Example: Effects of Treatments
on Poplar Tree Weights
Use the data in Table 13-6 with the Kruskal-Wallis test
to test the claim that the four samples come from

The following statistics come from Table 13-6:

n1 = 5, n2 = 5, n3 = 5, n4 = 5
N = 20 R2 = 37.5, R3 = 42.5, R4 = 85
R1 = 45,

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 85
 Example: Effects of Treatments
on Poplar Tree Weights
Use the data in Table 13-6 with the Kruskal-Wallis test
to test the claim that the four samples come from

Evaluate the test statistic.

12
H  R  R ...
21 22 2k
R   3(N
N (N 1)  n1  n2 nk 
1)
 12  452
 37.5 2
 42.5 2
852


5  5   3(20
20(20 1)  5 5
1)
 8.214
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 86
 Example: Effects of Treatments
on Poplar Tree Weights
Use the data in Table 13-6 with the Kruskal-Wallis test
to test the claim that the four samples come from

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 = 4–1 = 3 α = 0.05

From Table A-4 the critical value = 7.815.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 87
 Example: Effects of Treatments
on Poplar Tree Weights
Use the data in Table 13-6 with the Kruskal-Wallis test
to test the claim that the four samples come from

The test statistic 8.214 is in the critical region, so we

reject the null hypothesis of equal medians.

At least one of the medians appears to be different

from the others.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 88
 Recap
In this section we have discussed:

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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 89
 Section 13-6
Rank Correlation

SSlliiddee 90
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 Key Concept

This section describes the nonparametric

method of rank correlation, 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 .

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 91
 Rank Correlation
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, so the null and alternative hypotheses are
as follows (where ρs denotes the rank correlation
coefficient for the entire population):
Ho: ρs = 0 (There is no correlation between the two
variables.)
H1: ρs  0 (There is a correlation between the two
variables.)

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 92
 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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 93
 Disadvantages
A disadvantage of rank correlation is its
efficiency rating of 0.91, as described in

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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 94
Figure 13-4 Rank Correlation for Testing H0: s = 0

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ucation, Inc Publishing as Pearson Addison-Wesley.

Copyright © 2007 Pearson Ed

95
Figure 13-4 Rank Correlation for Testing H0: s = 0

SSlliiddee 96
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 Requirements
1. The sample paired data have been
randomly selected.

2. 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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 97
 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 data

d =
difference between ranks for the two values within
a pair

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 98
 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,6d
the 2exact value of the test
 1 can
rsstatistic 2 be calculated using this

formula: 1)
n(n
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)
s
r n(x2 )  (x)
2 n(y2 )  (y)2

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Slide 99
 Rank Correlation

Critical values:
If n  30, critical values are
found in Table A-9.

If n > 30, use Formula 13-1.


Formula 13-1 rs 
nz 1
where the value of z corresponds to the significance
level. (For example, if  = 0.05, z –
1.96.)

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 100
 Example: Rankings of Colleges
Use the data in Table 13-7 to determine if there is
a correlation between the student rankings and
the rankings of the magazine.

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Slide 101
 Example: Rankings of Colleges
Use the data in Table 13-7 to determine if there is
a correlation between the student rankings and the
rankings of the magazine.

H0: s = 0 H1:
s  0

Since neither variable has ties in the ranks:

rs  1 6d
2 2
 1 6(24)
2
n(n 1) 8(8 1)
144
 1  0.714
504
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 102
 Example: Rankings of Colleges
Use the data in Table 13-7 to determine if there is a
correlation between the student rankings and the
rankings of the magazine.

H0: s = 0 H1:
s  0
From Table A-9 the critical values are 0.738.
Because the test statistic of rs = 0.714 does
not exceed the critical value, we fail to reject
the null hypothesis.
There is not sufficient evidence to support a
claim of a correlation between the rankings of
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Copyright students and
Pearson Education, Inc the
Publishing magazine.
as Pearson Addison-Wesley.
Slide 103
 Example: Rankings of Colleges
Large Sample Case
Assume that the preceding example is expanded by
including a total of 40 colleges and that the test statistic
rs is found to be 0.300. If the significance level of  =
0.05, what do you conclude about the correlation?

Since n = 40 exceeds 30, we find the critical value from

Formula 13-1

z 1.96
rs    
n 1 0.31440
1
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 104
 Example: Rankings of Colleges
Large Sample Case
Assume that the preceding example is expanded by
including a total of 40 colleges and that the test statistic
rs is found to be 0.300. If the significance level of  =
0.05, what do you conclude about the correlation?

The test statistic of rs = 0.300 does not exceed the

critical value of 0.314, so we fail to reject the null
hypothesis.
There is not sufficient evidence to support the claim of
a correlation between students and the magazine.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 105
 Example: Detecting
a Nonlinear Pattern
The data in Table 13- 8 are the numbers of games
played and the last scores (in millions) of a Raiders of
the Lost Ark pinball game.
We expect that there should be an association
between the number of games played and the pinball
score.
H0: s = 0 H1: s  0

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Slide 106
 Example: Detecting
a Nonlinear Pattern

There are no ties among ranks of either list.

rs  1 6d
2 2
 1 6(6)
2
n(n 1) 9(9 1)
36
 1 
0.950720

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Slide 107
 Example: Detecting
a Nonlinear Pattern

Since n = 9 is less than 30, use Table A-9

Critical values are ± 0.700

The sample statistic 0.950 exceeds 0.700, so
we conclude that there is significant evidence
to reject the null hypothesis of no correlation.

There appears to be correlation between the

number of games played and the score.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 108
 Example: Detecting
a Nonlinear Pattern
If the preceding example is done using the methods of
Chapter 9, the linear correlation coefficient is r = 0.586.

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. Excel

The Excel scatter diagram

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

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Slide 109
 Recap
In this section we have discussed:

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.

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Slide 110
 Section 13-7
Runs Test
for
Randomness

SSlliiddee 111
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Created by Erin Hodgess, Houston, Texas

Revised to accompany 10th Edition, Jim Zimmer, Chattanooga State,
Chattanooga, TN
 Key Concept
This section introduces the runs test for
randomness, which can be used to determine

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.

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Slide 112
 Runs Test for Randomness
Definitions

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.

sequence of sample data to test

for randomness
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
in the order of
Slide 113
 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.
Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.
Slide 114
Figure 13-5 Procedure for
Runs Test for Randomness

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Slide 115
Figure 13-5 Procedure for
Runs Test for Randomness

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Slide 116
 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

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Slide 117
 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

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Slide 118
 Runs Test for Randomness

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.

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Slide 119
 Runs Test for Randomness

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.

Copyright © 2007 Pearson Education, Inc Publishing as Pearson Addison-Wesley.

Slide 120
 Runs Test for Randomness

For Small Samples (n1 ≤ 20 and n2 ≤ 20)

and  = 0.05:
Test Statistic
G  G
z 
G

where G 2n1n2 1
 n 
1

n2
(2n1n2 )(2n1n2  n1 
and  G  (n  n )2 (n  n
n2 )
1)
1 2 1 2
 Runs Test for Randomness
For Large Samples (n1 > 20 or n2 > 20) or
 ≠ 0.05:

Critical Values

Critical values of z: Use Table A-2.

 Example: Small Sample
Genders of Bears
Listed below are the genders of the first 10 bears from
Data Set 6 in Appendix B. Use a 0.05 significance
level

MMMMFFMMFF

Separate the runs as shown below.

MMMM FF MM FF

1st run 2nd run 3rd run 4th run

 Example: Small Sample
Genders of Bears
MMMM FF MM FF

1st run 2nd run 3rd run 4th run

n1 = total number of males = 6 n2 = total

number of females = 4 G = number of
runs = 4
Because n1 ≤20 and n2 ≤20 and  = 0.05,
the test statistic is G = 4
 Example: Small Sample
Genders of Bears
MMMM FF MM FF

1st run 2nd run 3rd run 4th run

From Table A-10, the critical values are 2

and 9.
Because G = 4 is not less than or equal to 2,
nor is it greater than or equal to 9, we do not
reject randomness.
It appears the sequence of genders is
random.
 Example: Large Sample
Boston Rainfall on Mondays
Refer to the rainfall amounts for Boston as listed in Data
Set 10 in Appendix B. Is there sufficient evidence to
support the claim that rain on Mondays is not random?

DDDDRDRDDRDDRDDDRDDRRRDDDDR
DRDRRRDRDDDRDDDRDRDDRDDDR

H0: The sequence is random.

H1: The sequence is not random.

n1 = number of Ds = 33 n2 = number or Rs = 19 G =
number of runs = 30
 Example: Large Sample
Boston Rainfall on Mondays
Since n1 > 20, we must calculate z using the formulas:
2(33)(19)
G  2n1n2 1  1  25.115
n1  n2 33 19

(2n1n2 )(2n1n2  n1 
 G  (n  n )2 (n  n
n2 )
1)
1 2 1 2
 (2)(33)(19)[(2(33)(19)  33  19]
(33 19) (33 19 1)
2  3.306

G  G 30  25.115
z 
G 3.306  1.48
 Example: Large Sample
Boston Rainfall on Mondays

The critical values are z = -1.96 and 1.96.

The test statistic of z = 1.48 does not fall within

the critical region, so we fail to reject the null
hypothesis of randomness.

The given sequence does appear to be random.

 Recap
In this section we have discussed:
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.