All Questions
7
questions
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 ...
- 103
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^...
- 115
0
votes
1
answer
58
views
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
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....
- 215
0
votes
1
answer
10k
views
Differences between Mann-Whitney U and chi-square tests for if two-samples come from same distribution
In a textbook, it introduces the chi-square goodness of fit test to test independence between two variables (organized in a contingency table), which can also be used to test if m samples are likely ...
- 215
2
votes
2
answers
500
views
Is there a robust test for stochastic dominance between two random variables?
I am trying to compare the errors from two statistical models in order to give evidence to one being "better" in terms of lower prediction error than the other.
To formalize this, I thought that a ...
- 21
77
votes
15
answers
12k
views
Why would parametric statistics ever be preferred over nonparametric?
Can someone explain to me why would anyone choose a parametric over a nonparametric statistical method for hypothesis testing or regression analysis?
In my mind, it's like going for rafting and ...
- 947