All Questions
Tagged with nonparametric hypothesis-testing
125
questions with no upvoted or accepted answers
4
votes
1
answer
106
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Nonparemetric tests: how to support the null hypothesis you claim to be testing
Let us assume that we have taken an unbalanced number of independent random samples from 5 different populations, which will be analogous to 5 different locations in this example. Each observation ...
- 351
3
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208
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Parameter estimation when the likelihood function does not exist
The observations $Z_1,Z_2\cdots$ are i.i.d. We have
$$Z_k = \sum_{i=1}^\infty \frac{X_{ki}}{2^k}.$$
where the $X_{ki}$'s are i.i.d. with a Bernouilli$(p)$ distribution. If $p=\frac{1}{2}$ then $Z_k$ ...
3
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90
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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,...
- 1,980
3
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Algebraic Manipulations in Mann-Whitney-Wilcoxon Test Statistics
Given
Let $\Delta > 0 $ be positive real number. Consider the Wilcoxon-Mann-Whitney upper tail test $H_0: \Delta \leq 0 \,\,\, \text{vs} \,\,\, H_a: \Delta > 0$ aimed at testing the difference ...
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210
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Can non-parametric tests, e.g. Mann-Whitney U, be used on non-normally distributed statistics off of bootstrap samples?
I have some return data from some different portfolios which I would like to compare using risk vs return ratios. The standard Sharpe ratio has a nice solution for calculating the significance of the ...
3
votes
0
answers
542
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p-values for permutation tests
Let's say I want to test whether the average performance of two individuals who work together (let's say in the same room) is different to their performance when they would not have worked together.
...
- 107
3
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3k
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Nonparametric equal variance tests
I have two large, non-normal samples as evidenced by the Kolmogorov-Smirnov test. I now wish to test for equality of variance nonparametrically.
I'm confused as to which nonparametric test is ...
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3
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255
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Testing semi-parametric versus parametric model
I am estimating a (semi)parametric and a parametric model for a panel data set, and I want to test the functional form by applying the method proposed by Henderson et al. (2008, p.266–267). In ...
- 271
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1k
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Kolmogorov-Smirnov and bootstrap
The KS test uses the statistic
$$
D_n=\sup_x |\hat{F}_n(x)-F_0(x)|
$$
where $F_0(x)$ is the distribution to be tested and $\hat{F}_n(x)$ the empirical distribution. Under the null hypothesis $D_n$ is ...
- 61
3
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1k
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Non-parametric test with several confounding factors
I am pretty new to statistical testing with confounding variables, so please excuse if there will be some gross misunderstandings or basic questions.
I want to test for systematic differences in ...
- 31
2
votes
1
answer
80
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What non-parametric test for multivariate binary data should I use?
I have two different groups of participants ("g" and "b") answering the same set of questions. Group "g" answered questions in the same order. Group "b" ...
- 21
2
votes
1
answer
61
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How to Replicate result that probabilities in included table are different 7 times?
Question: In the table at the bottom of this question, the total number of times that $\hat{P}(x;z) > \hat{P}_y(x;z) $ and $\hat{P}(y;z)>\hat{P}_x(y;z)$ is 7.
Can someone please replicate this ...
- 219
2
votes
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144
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One sample Wilcoxon Rank-Sum Test to compare percentiles
I have 10th, 25th, 50th, 75th and 90th percentiles of a population which is NOT normally distributed. On the other hand, I have a sample from that population and I want to test if its percentiles are ...
- 49
2
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26
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Sample size planning method differs from analysis method
I have seen some articles using one method for sample size estimation(two sample comparison for means or proportions) and subsequently using regression analysis/non parametric methods.
If I have a ...
- 1,445
2
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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 $\...
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