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Questions tagged [nonparametric]

Use this tag to ask about the nature of nonparametric or parametric methods, or the difference between the two. Nonparametric methods generally rely on few assumptions about the underlying distributions, whereas parametric methods make assumptions that allow data to be described by a small number of parameters.

0 votes
0 answers
26 views

Statistical test for unequal sample sizes of repeated measures (non-parametric)

I'm looking to understand the differences between various sources (50) that evaluate an event based on 8 ordinal scales (varying from 2 to 4 values) associated with a discrete score between 0 and 10, ...
4 votes
1 answer
2k views

Friedman's test to identify best of multiple classifiers on multiple domains

I have several classifiers $f_i\ (i=1, \cdots, N)$ and calculated performance measures on multiple domains $(D)$ for each. Thus, there are $N \times D$ values. I want to find out (increasing ...
11 votes
3 answers
14k views

Friedman test and post-hoc test for Python

In my dataset, I have five (ordinal) groups with an x-amount of measurement. Because homoscedasticity is violated, I performed the Friedman chi-square test to see if there are any statistical ...
0 votes
0 answers
33 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
118 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 ...
103 votes
6 answers
99k views

Kendall Tau or Spearman's rho?

In which cases should one prefer the one over the other? I found someone who claims an advantage for Kendall, for pedagogical reasons, are there other reasons?
1 vote
1 answer
62 views

What does "not relying on any parametric functional form to be postulated" mean?

I am reading the introduction section to a ml-book where I came across this sentence which I do not quite understand. The Gaussian process is a non-parametric and probabilistic model for nonlinear ...
0 votes
0 answers
14 views

When is Tukey post hoc test result identical to Games Howell post hoc test for Welch ANOVA?

In what situations is the Tukey post hoc test identical to the Games Howell post hoc test? I have an ANOVA analysis where HOV is violated and I have a statistically significant Welch ANOVA result. I ...
0 votes
0 answers
80 views

Non-Parametric Two Way Within-Subjects ANOVA

I have a dataset with 4 individuals that are measured twice in each of the 5 groups (so in total 40 observations). Subject ID Group Value 1 1 A 45 1 2 A 62 1 1 B 70 1 2 B 37 ... ... ... ... 4 2 ...
4 votes
2 answers
2k views

Student's t vs Mann-Whitney U

I want to see if there is any difference in the number of dangerous permissions requested by free vs paid apps in Android store. I have equal sample sizes of 1900. When I plot the data they are both ...
2 votes
1 answer
31 views

Does the sign test only work on location families?

That is, if $G$ is the distribution of the sample, what does it test: \begin{align} \mathcal H_0 : G(x) = F(x) && \mathcal H_1 : G(x) = F(x - \theta), \theta \neq 0 \end{align} where $F$ is ...
1 vote
1 answer
241 views

Which statistical test should I use if the assumptions of a 2-way ANOVA are not met?

My study design consists of two factors (one with 2 levels, the other with 6) and a continuous response variable. In order to analyze the influence of both factors on the explanatory variable I built ...
0 votes
1 answer
575 views

Closed form equations for simple linear regression estimators

I'm learning specifically about different forms of simple linear regression including ordinary least squares, median absolute deviation, and Theil-Sen. I have no background whatsoever in linear ...
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 $P(X<22)\ge\frac12$ (...

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