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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 ...
Darcy's user avatar
  • 915
16 votes
1 answer
2k views

When/where to use functional data analysis?

I am very new to functional data analysis (FDA). I am reading: Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York. However, I am still not ...
Tu.2's user avatar
  • 2,957
10 votes
2 answers
2k views

Confused about the Mann-Whitney $U$ test. Does it test distribution equality (pdf) or just mean/median equality?

I am rather confused about the Mann Whitney test, many statements I read state it tests for distribution equality between two populations and some state it tests for means/median/central tendency only....
limestreetlab's user avatar
8 votes
1 answer
377 views

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 ...
RLC's user avatar
  • 183
8 votes
1 answer
5k views

Differences between poisson.test and E-test when testing Poisson parameters

Suppose we have two independent Poisson-distributed variables $X_1$ and $X_2$. We want to test whether the Poisson parameters are equal, i.e. whether $\lambda_1=\lambda_2$. Now we have 4 distinct ...
Adam Ryczkowski's user avatar
7 votes
3 answers
8k views

How to test group differences on a five point variable?

I have a series of observations that fall into bins (or "scores"); that is, the data can be 0, 1, 2, 3 or 4. There are two groups of such data, control and treated. I know the number of individuals ...
user avatar
6 votes
2 answers
942 views

Subsets not significantly different but superset is

I have various clinical data on participants in a study. I'm looking at a continuous variable ("A") and a (binary) categorical variable (group) ("O"). I used a Wilcoxon test in R (the data are not ...
SabreWolfy's user avatar
  • 1,261
6 votes
3 answers
351 views

T-tests provide info about the margin of mean difference?

I have 2 unpaired datasets where the difference of the sample means is quite substantial (with the naked eye). The t-test shows that the difference is significant (p-value=0.007) and I would like to ...
john doe's user avatar
6 votes
2 answers
4k views

How to interpret Mann-Whitney's statistical significance if median is equal?

Testing the difference between the observations of two groups by using Mann-Whitney Test has given the following output (from minitab): ...
PatternRecognition's user avatar
6 votes
2 answers
5k views

Which non-parametric test can I use to identify significant interactions of independent variables?

I have an experiment producing results (dependent variables) that don't pass tests of normality, thus I am testing hypotheses using non-parametric tests. My DVs are continuous, while my factors (...
Nick's user avatar
  • 71
5 votes
1 answer
3k views

What is the meaning of rank in the context of change-detection?

In a technique that uses CUSUM for change-point detection in this paper, the first step is given below: Let $x_1, x_2,..., x_n$ be the $n$ samples in an event-series. The samples are ranked in ...
Legend's user avatar
  • 4,542
5 votes
2 answers
553 views

What test is appropriate for comparing the difference in accuracy between recognition tools?

I have developed a tool that recognizes a set of six classes, and then tested and evaluated its ability to recognize these classes by using the F-score (aka F-measure). I then tested two other tools ...
PatternRecognition's user avatar
4 votes
1 answer
3k views

Should I use Chi Squared/Fisher's Exact Test or McNemar's Test?

Say I did a survey of 100 people asking if they eat vegetables daily. Out of my sample population, 60 say they do, 40 say they don't. Now, I also have the breakdown of males and females. Say in the 60 ...
BYS2's user avatar
  • 1,505
4 votes
1 answer
81 views

Studying the distribution of the p-value?

I have two data vectors $X=(X_1, X_2, \dots, X_n)$ and $Y=(Y_1, Y_2, \dots, Y_m)$ where $X_i \overset{iid}{\sim} P$ and $Y_i \overset{iid}{\sim} Q$, and I am performing a two-sample test (i.e KS test ...
jII's user avatar
  • 651
4 votes
0 answers
213 views

Nonparametric test for largely skewed count data

My research design looks as follows: an experimental game with 4 participants (human subjects), repeated for 20 rounds. During each round, participants are allowed to form bilateral coalitions which ...
user2700264's user avatar

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