All Questions
Tagged with nonparametric distributions
107
questions
32
votes
3
answers
5k
views
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
23
votes
5
answers
16k
views
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
20
votes
4
answers
126k
views
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
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
14
votes
3
answers
3k
views
How to scale violin plots for comparisons?
I'm trying to draw violin plots and wondering if there is an accepted best practice for scaling them across groups. Here are three options I've tried using the R ...
- 8,958
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
views
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
9
votes
2
answers
6k
views
Is there a quantitative way to compare the distribution shape of different samples?
I am conducting some research which involves visually/graphically observing the differences between the shapes of the distributions of different samples.
I would like to automate this process (at ...
8
votes
1
answer
2k
views
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
views
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
8
votes
1
answer
166
views
How to test that a set of distributions are located in a given order?
I have a set of population distributions; I obtained them empirically, computing histograms from very large populations (about 1 million per distribution). The population distributions might not have ...
- 199
7
votes
2
answers
2k
views
Probability that randomly chosen value from one distribution is greater than randomly chosen value from another distribution
Say I have $n$ values sampled from two distributions, $A$ and $B$ . That is, I have a sample $A_1, A_2, \dots, A_n$ and a sample $B_1, B_2, \dots, B_n$. How would I go about finding $P\left(A_i>...
- 425
7
votes
2
answers
3k
views
How to choose a kernel for KDE
There are a lot of kernels available for a univariate KDE. R uses normal by default, but the efficacy discussion seems to support the use of Epanechnikov. What should influence kernel choice for ...
- 2,121
6
votes
1
answer
1k
views
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
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