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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
2 views

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 ...
2 votes
0 answers
41 views
+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(...
0 votes
0 answers
21 views

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)(...
3 votes
1 answer
418 views

Theoretical justification of Parametric bootstrap?

I've been reading about bootstrap, and while it's relatively easy to find theoretical results (consistency and higher-order correctness) for the nonparametric bootstrap (e.g., Asymptotic Statistics by ...
0 votes
0 answers
18 views

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 ...
2 votes
1 answer
394 views

Most appropriate correlation test for continuous and binary variables for non-normally distributed dataset with a high sample size

I have a dataset with N ≈12800 with two types of variables: independent continuous (distances in m) and a dependent binary variable (yes and no), associated with each distance. I have to test the ...
1 vote
2 answers
346 views

Kruskal-Wallis Grouping factors?

I am writing a report looking at human sexual selection and how there is a difference in the preferred age of potential mate between sexes. I collected 104 lonely hearts advertisements and organised ...
3 votes
0 answers
38 views

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 ...
2 votes
0 answers
44 views

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|\...
3 votes
0 answers
90 views

Best Test For Generalized/Nonparametric Behrens-Fisher Problem

First, because there seems to be a confusion of what the generalized Behrens-Fisher problem is a description adapted from [1]. We have $X_1,\ldots,X_m$ i.i.d. from distribution $P$ and $Y_1,\ldots,...
3 votes
2 answers
192 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 ...
21 votes
7 answers
2k views

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'...
2 votes
2 answers
434 views

Survivor function for log-normal from flexsurvreg output

I am trying to plot/generate a survival curve in Excel using the output from flexsurvreg in R. The below is a snapshot from R with the corresponding estimates (y axis values) for the time (x axis ...
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 ...

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