All Questions
Tagged with nonparametric distributions
18
questions
6
votes
1
answer
2k
views
Plotting non-parametric (E)CDF confidence envelopes for comparison
I have previously asked about a way to test whether two samples are drawn from the same distribution (Non-parametric test if two samples are drawn from the same distribution). I was very glad to learn ...
- 467
19
votes
3
answers
2k
views
Statistical test for two distributions where only 5-number summary is known?
I have two distributions where only the 5-number summary (minimum, 1st quartile, median, 3rd quartile, maximum) and sample size are known. Contrary to the question here, not all data points are ...
- 1,095
23
votes
5
answers
16k
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Test if multidimensional distributions are the same
Lets say I have two or more sample populations of n-dimensional continuous-valued vectors. Is there a nonparametric way to test if these samples are from the same distribution? If so, is there a ...
- 331
6
votes
1
answer
1k
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How to understand the definition of empirical distribution function
I am reading the All of Nonparametric Statistics, by Larry Wasserman.
At page 12, he defines the empirical distribution function as:
The empirical distribution function $\hat{F_n}$ is the CDF that ...
- 4,776
32
votes
3
answers
5k
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Why does the Kolmogorov-Smirnov test work?
In reading about the 2-sample KS test, I understand exactly what it is doing but I don't understand why it works.
In other words, I can follow all the steps to compute the empirical distribution ...
- 915
20
votes
4
answers
126k
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How do I perform a regression on non-normal data which remain non-normal when transformed?
I've got some data (158 cases) which was derived from a Likert scale answer to 21 questionnaire items. I really want/need to perform a regression analysis to see which items on the questionnaire ...
- 201
11
votes
4
answers
3k
views
Why is Kernel Density Estimation still nonparametric with parametrized kernel?
I am new to kernel density estimation (KDE), but I want to learn about it to help me calculate probabilities of outcomes in sequencing data. I watched this https://www.youtube.com/watch?v=QSNN0no4dSI ...
- 9,412
10
votes
2
answers
3k
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Looking for a robust, distribution-free/nonparametric distance between multivariate samples
There are many distance functions for distributions out there, but I'm having a hard time wading through them all to find one that
is "distribution-free", or "nonparametric", by which I mean only ...
- 1,967
8
votes
1
answer
2k
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What practical application is there for the Asymptotic Mean Integrated Squared Error in kernel density estimation?
Introduction
For some time now I have been struggling to understand how theoretical results can be applied in practice. Fortunately in most cases the link between theory and practice is not hard to ...
8
votes
2
answers
2k
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The exact distribution of Wilcoxon rank-sum statistic U
The distribition of the rank-sum statistic U is assumed to be normal for large number of samples being considered. What is the exact distribution? I want to compare and sometimes fuse results from ...
- 2,402
5
votes
4
answers
2k
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Why use parametric test at all if non parametric tests are 'less strict'
I have read from several sources, even in my undergrad courses, that parametric tests require the data to have a certain distribution, for instance normal, whilst non-parametric don't.
I have ...
- 211
3
votes
1
answer
4k
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Empirical probability and Dirac distribution
According to Deep Learning p.65(Ian Goodfellow and Yoshua Bengio and Aaron Courville, available online):
(...) This can be accomplished by defining PDF using the Dirac delta
function $\delta(x)$: ...
- 273
3
votes
1
answer
4k
views
Kruskal-Wallis Test and Mann-Whitney U Test
I have a three samples of data where each has a non-normal distribution:
I want to determine whether the samples differ. Therefore I apply the KW test and it gives me a significant value, i.e. the ...
- 539
2
votes
2
answers
2k
views
Comparing frequency distributions
Quick rundown of my data: I have depth measurements from fish with implanted transmitters from two sites (reference and hypoxic) and two seasons (spring and summer). All data is in an Excel ...
- 23
1
vote
2
answers
790
views
Mann-Whitney vs. t-test to compare two samples with different distributions
How should I test the statistical difference of a mean (or median?) concentration of an enzyme between two groups of patients where the distribution in one group is normal, whereas in other it is non-...
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