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.
325
questions
140
votes
8
answers
121k
views
How to choose between t-test or non-parametric test e.g. Wilcoxon in small samples
Certain hypotheses can be tested using Student's t-test (maybe using Welch's correction for unequal variances in the two-sample case), or by a non-parametric test like the Wilcoxon paired signed rank ...
- 23.8k
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?
- 21.8k
24
votes
5
answers
13k
views
What exactly does a non-parametric test accomplish & What do you do with the results?
I have a feeling this may have been asked elsewhere, but not really with the type of basic description I need. I know non-parametric relies on the median instead of the mean to compare... something. ...
- 315
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
29
votes
1
answer
57k
views
What is the non-parametric equivalent of a two-way ANOVA that can include interactions?
Hi I am trying to find the non-parametric equivalent of a two-way ANOVA (3x4 design) which is capable of including interactions. From my reading in Zar 1984 "Biostatistical analysis" this is possible ...
- 291
63
votes
7
answers
54k
views
Which permutation test implementation in R to use instead of t-tests (paired and non-paired)?
I have data from an experiment that I analyzed using t-tests. The dependent variable is interval scaled and the data are either unpaired (i.e., 2 groups) or paired (i.e., within-subjects).
E.g. (...
- 14.3k
28
votes
4
answers
21k
views
Is there an equivalent to Kruskal Wallis one-way test for a two-way model?
If the model does not satisfy ANOVA assumptions (normality in particular), if one-way, Kruskal-Wallis non-parametric test is recommended. But, what if you have multiple factors?
- 351
12
votes
3
answers
923
views
Determine if a heavy tailed distributed process has improved significantly
I observe processing times of a process before and after a change in order to find out, if the process has improved by the change. The process has improved, if the processing time is reduced.
The ...
- 233
52
votes
3
answers
51k
views
Bootstrap vs. permutation hypothesis testing
There are several popular resampling techniques, which are often used in practice, such as bootstrapping, permutation test, jackknife, etc. There are numerous articles & books discuss these ...
- 2,957
7
votes
4
answers
9k
views
Should I use t-test on highly skewed and discrete data?
I have samples from a highly skewed dataset about users' participation (e.g.: number of posts), that have different sizes (but not less than 200) and I want to compare their mean. For that, I'm using ...
- 551
42
votes
2
answers
6k
views
Is there a reliable nonparametric confidence interval for the mean of a skewed distribution?
Very skewed distributions such as the log-normal do not result in accurate bootstrap confidence intervals. Here is an example showing that the left and right tail areas are far from the ideal 0.025 ...
- 95.8k
16
votes
1
answer
4k
views
Why is the Mann–Whitney U test significant when the medians are equal?
I've received a results from a Mann-Whitney rank test that I don't understand.
The median of the 2 populations is identical (6.9). The uppper and lower quantiles of each population are:
6.64 & 7....
- 1,241
15
votes
3
answers
5k
views
Why is the asymptotic relative efficiency of the Wilcoxon test $3/\pi$ compared to Student's t-test for normally distributed data?
It is well-known that the asymptotic relative efficiency (ARE) of the Wilcoxon signed rank test is $\frac{3}{\pi} \approx 0.955$ compared to Student's t-test, if the data are drawn from a normally ...
- 23.8k
14
votes
3
answers
6k
views
Non-parametric measure of strength of association between an ordinal and a continuous random variable
I'm throwing here the problem as I received it.
I have two random variables. One of which is continuous (Y) and the other one which is discrete and will be approached as ordinal (X). I put below the ...
- 22.9k
9
votes
1
answer
5k
views
Relative efficiency of Wilcoxon signed rank in small samples
I have seen in published literature (and posted on here) that the asymptotic relative efficiency of the Wilcoxon signed rank test is at least 0.864 when compared to the t test. I have also heard that ...
- 1,183
44
votes
4
answers
69k
views
What exactly is the difference between a parametric and non-parametric model?
I am confused with the definition of non-parametric model after reading this link Parametric vs Nonparametric Models and Answer comments of my another question.
Originally I thought "parametric vs ...
- 37.2k
20
votes
3
answers
3k
views
When to check model assumptions
Statistical methods are based on model assumptions. For example, an independent one-way ANOVA makes the following assumptions:
Normally distributed residuals
Homogeneity of variance
Independence of ...
- 301
17
votes
2
answers
10k
views
Applicability of chi-square test if many cells have frequencies less than 5
To find association between peer's support (independent variable) and work satisfaction (dependent variable) I wish to apply chi-square test. Peer's support is categories in four groups according to ...
- 621
2
votes
1
answer
2k
views
Which statistical analysis should I perform if the data sets are not normally distributed?
I am doing an experiment where there are two independent groups; one is the group of "infected" patients another is the group of "sepsis" patients. I am comparing "platelet monocyte aggregates(PMA)" ...
19
votes
3
answers
18k
views
A non-parametric repeated-measures multi-way Anova in R?
The following question is one of those holy grails for me for some time now, I hope someone might be able to offer a good advice.
I wish to perform a non-parametric repeated measures multiway anova ...
- 21.8k
40
votes
3
answers
16k
views
Why are Gaussian process models called non-parametric?
I am a bit confused. Why are Gaussian processes called non parametric models?
They do assume that the functional values, or a subset of them, have a Gaussian prior with mean 0 and covariance function ...
- 6,837
22
votes
1
answer
43k
views
Should I use t-test on highly skewed data ? Scientific proof, please?
I have samples from a highly skewed (looking like an exponential distribution) dataset about users' participation (e.g.: number of posts), that have different sizes (but not less than 200) and I want ...
- 551
18
votes
5
answers
5k
views
Checking ANOVA assumptions
A few months ago I posted a question about homoscedasticity tests in R on SO, and Ian Fellows answered that (I'll paraphrase his answer very loosely):
Homoscedasticity tests are not a good tool ...
- 2,211
10
votes
1
answer
616
views
Why are all the permutations of i.i.d. samples from a continuous distribution equally likely?
Suppose $X$ is i.i.d from a continuous distribution
Why is$$P(X_{i_1}<X_{i_2}<\cdots<X_{i_3})=P(X_{j_1}<X_{j_2}<\cdots<X_{j_3})=\frac{1}{n!}$$for all $i,j$?
I think we can reason ...
- 565
9
votes
5
answers
8k
views
Wilcoxon Signed Rank Symmetry Assumption
The assumption of symmetricity for signed rank test (and its relevance) is becoming extremely confusing for me. I am hypothesizing that sub-population A (before treatment) and sub-population B (after ...
- 93
6
votes
1
answer
2k
views
Plotting non-parametric (E)CDF confidence envelopes for comparison
I have previously asked about a way to test whether two samples are drawn from the same distribution (Non-parametric test if two samples are drawn from the same distribution). I was very glad to learn ...
- 467
23
votes
2
answers
22k
views
Power analysis for Kruskal-Wallis or Mann-Whitney U test using R?
Is it possible to perform a power analysis for the Kruskal-Wallis and Mann-Whitney U test? If yes, are there any R packages/functions that perform it?
- 3,692
20
votes
4
answers
9k
views
Is there any statistical test that is parametric and non-parametric?
Is there any statistical test that is parametric and non-parametric?
This question was asked by an interview panel. Is it valid question?
- 1,989
20
votes
3
answers
24k
views
Is there a multiple-sample version or alternative to the Kolmogorov-Smirnov Test?
I am comparing the size distribution of trees in six pairs of plots where one plot received a treatment and the other a control. Using a Kolmogorov-Smirnov test on each pair of plots I find that $p$ ...
- 2,173
19
votes
1
answer
5k
views
What is "Targeted Maximum Likelihood Expectation"?
I'm trying to understand some papers by Mark van der Laan. He's a theoretical statistician at Berkeley working on problems overlap significantly with machine learning. One problem for me (besides ...
- 311