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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.

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 ...
Silverfish's user avatar
  • 23.7k
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?
Tal Galili's user avatar
  • 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. ...
Taal's user avatar
  • 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 ...
en1's user avatar
  • 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 ...
user35595's user avatar
  • 291
63 votes
7 answers
53k 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. (...
Henrik's user avatar
  • 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?
user4267's user avatar
  • 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 ...
Christian's user avatar
  • 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 ...
Tu.2's user avatar
  • 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 ...
Milena Araujo's user avatar
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 ...
Frank Harrell's user avatar
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....
Mog's user avatar
  • 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 ...
Silverfish's user avatar
  • 23.7k
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 ...
user603's user avatar
  • 22.8k
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 ...
Jimj's user avatar
  • 1,183

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