All Questions
Tagged with nonparametric hypothesis-testing
308
questions
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129
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Is 90% of the use of paired signed-rank Wilcoxon test incorrect due to violated distributional assumption of symmetry, or is it more general?
Everywhere, including forums - also this one, handbooks of statistical tests discussions, I can read that the paired Wilcoxon test does require the assumption of symmetry.
This would mean, that:
Most ...
- 11
0
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42
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why is the probability of positive ( or negative) signs under the null hypothesis in a matched pairs sign test = 0.5?
Im having trouble seeing how two random variables with the same median will have on ,average, equal number of positive differences and negative differences. Can somebody elaborate and help provide ...
- 59
-1
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1
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184
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Independent Sample T-test or Mann-Whitney U test?
I am a very young stats learner, and I need help understanding the justification of a test choice. I have a sample of 39 participants (20 females and 19 males) been measured on task performance, and I ...
- 1
0
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1
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246
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Which test can I use to compare a "percentage structure" (of three categories) between two groups?
Let's assume I have 3 mutually exclusive options: A, B and C and 2 groups: X and Y.
In group X I have the following percentage structure:
A - 10 (10%)
B - 85 (85%)
C - 5 (5%)
In group Y it follows:
A ...
2
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0
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38
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Is there a parametric trend test with provable power?
I have $N$ samples $x_1,\dots,x_N$ and I want to test following hypotheses.
The null hypothesis is that $x_1,\dots,x_N$ i.i.d. sample from a normal poplulation $N(\mu_1,\sigma^2)$, with unknown mean $\...
- 593
20
votes
3
answers
3k
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When to check model assumptions
Statistical methods are based on model assumptions. For example, an independent one-way ANOVA makes the following assumptions:
Normally distributed residuals
Homogeneity of variance
Independence of ...
- 301
8
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1
answer
377
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What is the parameter in Spearman's $\rho$
For Kendall's $\tau$ the parameter of interest is
$$E[\text{sign}(X_1-X_2)\text{sign}(Y_1-Y_2)]$$
where $(X_1,Y_1),(X_2,Y_2)$ are iid copies of $(X,Y)$.
The estimator is the famous Kendall's tau
But ...
- 183
0
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1
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58
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Derivation/Properties of Nonparametric Survival Function Hypothesis Test
Suppose two samples of right-censored failure time data:
$$\boldsymbol{X_1} = \{(X_{i1}, \delta_{i1}) = (\min(T_{i1}, C_{i1}), 1_{T_{i1} < C_{i1}}): i = 1, ..., n_1$$
$$\boldsymbol{X_2} = \{(X_{i2},...
- 56
1
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1
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231
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Why does my omnibus test do not agree with post hoc test?
So I am running a simple Dunn's Test on my data. After running the Kruskal-Wallis H Test, it returned a result
...
2
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57
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How can I implement this bivariate sign test in R?
Suppose $(X_1,Y_1),(X_2,Y_2),\ldots,(X_n,Y_n)$ are i.i.d with a common continuous bivariate distribution function $F$. I wish to test $H_0:(\mu_1,\mu_2)=(0,0)$ against $H_1: (\mu_1,\mu_2)\ne (0,0)$, ...
- 11.5k
1
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0
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92
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Is there an established way to quantify the number of parameters in a random forest?
I'm interested in applying an F-test to random forest regression models I've trained. The formula for calculating an F-statistic (found here: https://en.wikipedia.org/wiki/F-test) requires values for $...
- 11
1
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1
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340
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Which form of stochastic dominance is tested for using the Mann-Whitney U hypothesis test?
The Mann–Whitney U test has the following interpretation reported on wikipedia:
[...] is a nonparametric test of the null hypothesis that, for randomly selected values X and Y from two populations, ...
- 9,421
2
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0
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464
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Multiple comparisons version of Kolmogorov-Smirnov test
Suppose $\mathbf{y}_{i} $ and $ \mathbf{x}_{i}\,$ are length-$m$ vectors and $D_{i}$ is some arbitrary distribution $(i=1,...,N)$. I would like to conduct the following hypothesis test:
$ H_{0}: \...
- 388
2
votes
1
answer
307
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Runs test based on the median intuition
The following document http://www.ifp.illinois.edu/~ywang11/paper/ECE461Proj.pdf contains a very nice summary of some nonparametric tests for randomness. My question concerns the popular Runs test ...
- 857
2
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3
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478
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When is a hypothesis test appropriate? [closed]
For example, when would a hypothesis test bed used?
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