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.
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Combining Data from Multiple Participants for Statistical Analysis
My question is: Are there any statistical techniques that allow for the combination of data across multiple participants to form "macro-participants" for the calculation of statistics such ...
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Local linear kernel regression
It is know that the prediction for a given point $x$ is given by:
$$\hat{f}_h(x) = \hat{\beta}_0(x)$$
where
$$\hat{\beta}(x) = \arg\min_{\beta_0, \beta_1}\sum_{i=1}^nK\left(\frac{x - x_i}{h}\right)(...
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+100
Non-parametric one-sample mean test for a bounded variable (based on Chebyshev's inequality?)
The problem
I have $x_1, \ldots , x_n$ i.i.d. draws from r.v. $X$ such that $0 \leq X \leq 1$, but I can't make any other assumptions about the distribution.
I want to test the null hypothesis that $E(...
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What is the minimum Pearson sample correlation given a perfect sample rank correlation with no ties? [duplicate]
Let $(X, Y)$ be a random sample of finite size $n$ from a bivariate continuous distribution with unknown parameters $(\rho_{XY},\mu_X,\mu_Y,\sigma_X,\sigma_Y)$. Assume observed values are real numbers ...
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expectation functional property
I'm trying to solve the second statement of the following exercise. It is Exercise 2.5 of "All of Nonparametric Statistics, Larry Wasserman".
My try:
\begin{align}
|T(F)-T(G)| &= \left|\...
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3
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2
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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 ...
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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, ...
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Isn't it problematic to look at the data to decide to use a parametric vs. non-parametric test?
I've seen in some instances of people mentioning that using a parametric vs. non-parametric approach may be decided by looking at the data. For example this question: nonparametric vs. parametric
Isn'...
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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 ...
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Statistical Significance Testing for Nested Cross-Validation in ML Experiment
I am currently working on an ML experiment where I use a nested 5-cross validation procedure and obtain a NDCG@10 scores for each test user. I am comparing 6 different ML algorithms and have data for ...
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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 ...
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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
...
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Does the estimate of a nonparametric function changes when adding a parametric component?
I am estimating a semiparametric and a non-parametric model using a GAM function with the package mcgv in R. In particular I am ...
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Why does the Dunn's test in online calculator rejects the null hypothesis while my manual computations cannot reject it?
In my own manual calculations of the Dunn's Test in google sheet, using the formula from a YouTube video, I managed to calculate the same Test Statistic as the online calculator.
However, using the ...
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What non-parametric tests can be run to check the mediation analysis, since my data is not normally distributed?
I have two IVs (computed scores from likert scale) and one DV (computed scores from likert scale) IVs are Depression and Anxiety scores and DV is Social Connectedness scores. These are cintnuous. I ...
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Is bootstrapping inherently Frequentist? If so, how do we do a Bayesian non-parametric two-sample test?
I normally use frequentist statistics but I now want to use Bayesian statistics as I want to carry out a two-sample (randomised control trial) test that includes prior information. I have an existing ...
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Appropriate Trend Analysis Test for Small Sample Size
Note: I have read Finding an appropriate trend test but unfortunately this post does not apply for me
Suppose I have a small sample of data for 2 numeric variables $T$ and $Y$ where $T$ represents ...
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4
answers
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I want to show by simulation that the Wilcoxon test is more robust than the Student test for non-normally distributed data
I want to test by simulation that the Wilcoxon test is more robust than the Student test for non-normally distributed data.
For example, I'm testing the ...
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Welch ANOVA for Comparisons of Elevation & altered Sediment Accretion of Sea Ecosystems: Large DEM with no normal distribution & heterogeneity
I am investigating the elevation characteristics and sediment accretion effects of two distinct ecosystems within the Wadden Sea, impacted by the bioinvasion of one species (ecosystem one) and ...
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Non parametric tests for 2 way anova and linear model? [duplicate]
My dissertation is due very soon and I have only just realised a large mistake in my work. I misread the normality test I used, which actually showed non normal data- but I still have homogeneity of ...
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1
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In what ways is Gaussian Process Regression both parametric and non-parametric?
Gaussian Process Regression is considered a "non-parametric" model. However, the term "non-parametric" is often used imprecisely to mean different things, leading to questions ...
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Estimating Confidence in Feature Rankings from Multiple Experiments with Non-Normal Data
Hello dear Cross Validated Community,
I am a new doctoral student in bioinformatics, and I am working on a project involving multiple experiments, each generating a single numerical result for each of ...
2
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1
answer
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Non-Parametric Regression with an Omitted Variable
Suppose we use the Kernel Regression Estimator $$\hat{m}(c)=\frac{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)y_i}{\sum_{i=1}^n K\left(\frac{x_i-c}{h}\right)}$$
where $h\to 0$ and $nh\to \infty$ as $n\...
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Singular Spectrum Analysis Decomposition on single input signal using PyTS module
I read this paper and was curious to apply it on a single-channel audio recording of mixed sources. It is about Singular Spectrum Analysis (SSA).
The paper mentions that a key component of the ...
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0
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How to show $\sup_{x\in [a,b]}|f_n(x)-f(x)|=O_p(\sqrt{\frac{\log n}{nh}}+h^2)$ when the kernel $K(\cdot) $ is of bounded variation?
Consider the kernel estimate $f_n$ of a real univariate density defined by $$f_n(x)=\sum_{i=1}^{n}(nh)^{-1}K\left\{h^{-1}(x-X_i)\right\}$$
where $X_1,...,X_n$ are independent and identically ...
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Controlling for regression to the mean in nonparametric survey response data - pre-post design - difference between groups
I have 920 pre-post responses to 5-point Likert-scale questions evaluating the impact of an educational intervention. I wish to test whether outcomes (change = post - pre) differed across different ...
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1
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Does the sign test only work on location families?
That is,
if $G$ is the distribution of the sample, what does it test:
\begin{align}
\mathcal H_0 : G(x) = F(x) && \mathcal H_1 : G(x) = F(x - \theta), \theta \neq 0
\end{align}
where $F$ is ...
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Strange results using Dunn's test [closed]
I am receiving a result that seems very counter-intuitive using the Dunn's test. My data is illustrated in the plot below. I have 5 groups (labelled muscle1a, muscle1b, muscle2, muscle3 and muscle4).
...
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Hoeffding’s formula for Locally most powerful rank tests
Suppose we have a testing problem with $$H_0: X_1,X_2, . . . ,X_n \ \text{are i.i.d. random variables with a continuous cdf} \ F(x) \ \text{and pdf} \ f(x)$$ and $$H_1: X_1,X_2, . . . ,X_n \ \text{are ...
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Can a Gaussian Process predict random events?
I know that we can use Gaussian processes effectively for function approximation and regression. However,suppose there is a sequence of points in time $S = \{s_1, s_2, \dots, s_n\}$, where $s_i$ can ...
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