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5 votes
3 answers
134 views

Non-parametric one-sample mean test for a bounded variable (based on Chebyshev's inequality?)

The problem I have $x_1, \ldots , x_n$ i.i.d. draws from r.v. $X$ such that $0 \leq X \leq 1$, but I can't make any other assumptions about the distribution. I want to test the null hypothesis that $E(...
1 vote
0 answers
35 views

Combining Data from Multiple Participants for Statistical Analysis of a Facial Expression Memory Task

Context of the Query: I am working on a project involving a memory task for facial expressions, consisting of two phases: Encoding Phase: In this phase, participants are exposed to 8 virtual ...
1 vote
0 answers
25 views

Paired Non-parametric test with more than 3 groups but just two timepoints

I may not have found the right term to search for, so I am asking what might be a straightforward question: Assume we have an experiment with paired non-normal distributed data, called "Pre" ...
0 votes
0 answers
22 views

Statistical Significance Testing for Nested Cross-Validation in ML Experiment

I am currently working on an ML experiment where I use a nested 5-cross validation procedure and obtain a NDCG@10 scores for each test user. I am comparing 6 different ML algorithms and have data for ...
3 votes
0 answers
90 views

Best Test For Generalized/Nonparametric Behrens-Fisher Problem

First, because there seems to be a confusion of what the generalized Behrens-Fisher problem is a description adapted from [1]. We have $X_1,\ldots,X_m$ i.i.d. from distribution $P$ and $Y_1,\ldots,...
3 votes
2 answers
204 views

sample size in chi-squared test

The chi-square test of independence is a type of non-parametric test, but in cases of small sample sizes, the Fisher's exact test should be used instead. My understanding of non-parametric methods is ...
22 votes
7 answers
2k views

Isn't it problematic to look at the data to decide to use a parametric vs. non-parametric test?

I've seen in some instances of people mentioning that using a parametric vs. non-parametric approach may be decided by looking at the data. For example this question: nonparametric vs. parametric Isn'...
0 votes
0 answers
34 views

How do I get from integral to computational formula of Cramér-von Mises statistic step by step?

My question is related to the calculus procedures behind Cramér-von Mises test. How do I get from integral: to computational formula: of Cramér-von Mises statistic, step by step? I understand the ...
1 vote
1 answer
121 views

Deriving Sample version of Anderson Darling test statistic from the theoretical version

In literature, I have seen two types of Anderson-Darling test statistic. One is expressed as $A_T^2 = n\int_{-\infty}^{\infty}\frac{(F_n(x)-F(x))^2}{F(x)(1-F(x))}dF(x)$ and the other is given by $A_s^...
1 vote
1 answer
309 views

Why can the null and alternate hypotheses of McNemar's test be written in terms of dependance/independance of tests?

Consider a study to examine whether food frequency questionnaires and three-day food diaries are equally likely to label a women as consuming less than the RDA of calcium. Because calcium intake can ...
2 votes
1 answer
1k views

Confidence intervals for non-parametric statistics

I have a positive random variable $X$ (say, price or latency or energy) and I want to be able to say something like I am 95% confident that $P(X<42)>0.9$ (percentile) or $P(X<22)\ge\frac12$ (...
2 votes
1 answer
1k views

Parametric vs Non parametric test difference

I'm reading PDQ Statistics[1], I have a small base of statistics and I can't figure out this statement from the book. They assure in the book that It seems that most people who have taken a stats ...
0 votes
0 answers
29 views

Why does the Dunn's test in online calculator rejects the null hypothesis while my manual computations cannot reject it?

In my own manual calculations of the Dunn's Test in google sheet, using the formula from a YouTube video, I managed to calculate the same Test Statistic as the online calculator. However, using the ...
0 votes
0 answers
25 views

Appropriate Trend Analysis Test for Small Sample Size

Note: I have read Finding an appropriate trend test but unfortunately this post does not apply for me Suppose I have a small sample of data for 2 numeric variables $T$ and $Y$ where $T$ represents ...
5 votes
2 answers
9k views

Why does using a non-parametric test decrease power?

I am thinking about using the Mann Whitney U test over Student's classic t-test. But I was warned that I'd lose power and would require a higher sample size to compensate. I don't understand: Why ...

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