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CHAPTER 12 NONPARAMETRIC STATISTICS

- The hypothesis tests discussed so far in this text are called parametric tests.
- This chapter discusses a few nonparametric tests.
- These tests do not require the same kinds of assumptions, and hence, they are called
distribution-free tests.

12.1 The Sign Test
- The sign test is used to male hypothesis tests about preferences, a single median, and
the median of paired differences for two dependent populations
- We use only plus and minus signs perform these tests.
12.1.1 Single Sample Sign Test

Assumptions
a) The sample available for analysis is a random variable from population with unknown
median, M.
b) The variable of interest is measured on at least an ordinal scale.
c) The variable of interest is continuous. The n sample values are designated by
n
X X X , , ,
2 1
.

Hypotheses
0 0
: M M H = ,
0 1
: M M H = (two sided)
or
0 1
: M M H < (one sided)
or
0 1
: M M H > (one sided)

Test Statistic
- Record the sign of the difference obtained by subtracting the hypothesis median
0
M
from each of the sample value:
0
M X
i
, i = 1, 2, , n.
- If the data,
i
X value above the
0
M value, it is assigned a plus sign.
- If the data,
i
X value below the
0
M value, it is assigned a minus sign.
- If
i
X is exactly the same as
0
M , it is assigned a 0 and we discard the observations
from the sample (reduce n).
- The test value is the smaller number of plus or minus signs.
- If the test value is less than or equal to the critical value obtained from the Table of
Critical Values for the Sign test, the
0
H should be rejected.


- When the sample size n > 25 , normal approximation can be used to find the test value
by computing
( )
2 /
2 / 5 . 0
n
n k
z
+
=
where k = smaller number of plus or minus signs
n = sample size.


Example 12.1: A past study claims that adults in Malaysia spend a median of 18 hours a
week on leisure activities. A researcher took a sample of 10 adults and asked them how many
hour they spend per week on leisure activities. She obtained the following data:
14 25 22 38 16 26 19 23 41 33
Using = 0.05 can you conclude that the median amount of time spent per week on leisure
activities by all adults is more than 18 hours?


















12.1.2 Test About the median Median Difference Between Paired Data
- We can use the sign test to perform a test of hypothesis about the difference between
the mesians of two dependent populations using the data obtained from paired samples.
Hypotheses
0 :
0
=
D
M H , 0 :
1
=
D
M H (two sided)
or 0 :
1
<
D
M H (one sided)
or 0 :
1
>
D
M H (one sided)

Test Statistic
Same as the single sample sign test.

Example 12.2: A researcher wanted to find the effects of a special diet on systolic blood
pressure in adults. She selected a sample of 12 adults and out them on this dietary plan for
three months. The following table gives the systolic blood pressyre of each adults before and
after the completion of the plan.

Before 210 185 215 198 187 225 234 217 212 191 226 238
After 196 192 204 193 181 233 208 211 190 186 218 236

Using the 2.5% significance level, can we conclude that the dietary plan reduces the median
systolic blood pressure of adults?





















12.2 Wilcoxon Signed-Rank Test

- Similar to the sign test.
- Test for median, M.

12.2.1 Single Sample Test

Assumptions
a) The sample has been randomly selected from the population it represents.
b) The original scores obtained for each of the subjects/objects are in the format of
interval/ratio data.
c) The underlying population distribution is symmetrical.

Hypotheses
0 0
: M M H = ,
0 1
: M M H = (two sided)
or
0 1
: M M H < (one sided)
or
0 1
: M M H > (one sided)

Test Statistic
- Record the sign of the difference obtained by subtracting the hypothesis median
0
M
from each of the sample value:
0
M X
i
, i = 1, 2, , n.
- If the data,
i
X value above the
0
M value, it is assigned a plus sign.
- If the data,
i
X value below the
0
M value, it is assigned a minus sign.
- If
i
X is exactly the same as
0
M , it is assigned a 0 and we discard the observations
from the sample (reduce n).
- Without consider the sign of the differences, we rank the differnces
0
M X
i
, i = 1, 2,
, n in an ascending order.
- Now give the ranks of the digns for their corresponding differences.
- Let
+
w be the sum of the positive ranks,

w be the absolute value of the sum of the


negative ranks.
- The smaller value of
+
w or

w is the Wilcoxon test value.


- If the test value is less than or equal to the critical value obtained from the Table of
Critical Values for Wilcoxons Signed-Ranks test,
0
H should be rejected.
- Generally when the samples sizes larger than those documented in the Table of
Critical Values for Wilcoxons Signed-Ranked test, normal approximation can be used
to find the test value by computing.
W
W
W
Z
o

=
where
4
) 1 ( +
=
n n
W
and
24
) 1 2 )( 1 ( + +
=
n n n
W
o
Example 12.3: A physician states that the median number of times he sees each of his
patients during the year is five. In order to evaluate the validity of this statement, he randomly
selects ten of his patients and determines the number of office visits each of them made
during the past year. He obtains the following values for the ten patients in his sample: 9, 10,
8, 4, 8, 3, 0, 10, 15, 9. Do the data support his contention that the median number of times he
sees a patient is five?






































12.2.2 Paired Sample Test (two dependent samples)
- The Wilcoxon Signed-rank test can also be employed in a hypothesis testing situation
involving a design with two dependent samples.
- Recall when two dependent samples taken from normally distributed, the t-test is used.
- But when the condition of normality cannot be met, the nonparametric Wilcoxon
Signed-rank test can be use.

Hypotheses
0 :
0
=
D
M H , 0 :
1
=
D
M H (two sided)
or 0 :
1
<
D
M H (one sided)
or 0 :
1
>
D
M H (one sided)

Test Statistic
Same as the single sample Wilcoxon Signed-Rank test.

Example 12.4: Eight couples are given a questionnaire designed to measure marital
compatibility. After completing a workshop, they are given a second questionnaire to see
whether there is a change in their attitudes toward each other. The data are shown below. At
= 0.10 is there any difference in the scores of the couples?

Before 43 52 37 29 51 62 57 61
After 48 59 36 29 60 68 59 72





















12.3 Mann-Whitney Test
- An alternative test for testing the hypothesis about the difference between the means
of two independent populations.
- Recall when two independent samples taken from two normally distributed
populations, the z-test or the t-test is used.

Assumptions
a) The two independent random samples are independent within each sample as well as
between samples.
b) The random variable are ordinal or numerical.

Hypotheses
2 1 0
: = H ,
2 1 1
: = H (two sided)
or
2 1 1
: > H (one sided)
or
2 1 1
: < H (one sided)

Test Statistic
- Let
1
1 12 11
, , ,
n
X X X and
2
2 22 21
, , ,
n
X X X be two independent random samples of size
2 1
n n s from two populations
1
X and
2
X .
- Arrange all
2 1
n n + observations in ascending order (from the lowest to the highest) of
magnitude and assign rank to them.
- If two or more observations are tied (identical), then use the mean of the ranks that
would have been assigned if the observation differed.
- Calculate the sum of ranks for sample 1 and sample 2 (
1
R and
2
R ).
- Now calculate the Mann-Whitney test statistic using the two formulas for sample 1
and sample 2
-
( )
2
1 2
2 1 1
2
1
R
n n
n n U
+
+ =
-
( )
1
2 1
2 1 2
2
1
R
n n
n n U
+
+ = .
- The test value is the smaller of
1
U and
2
U .
- If the test value is less than or equal to the critical value obtained from the Table of
Critical Values for Mann-Whitney U Statistic, the
0
H should be rejected.
- If the sample size employed in a study is relatively large,
1
n > 20,
2
n > 20 the normal
distribution can be employed to approximate the Mann-Whitney U statistic. Equation
below provides the normal approximation of the Mann-Whitney U test statistic
( )
12
1
2
2 1 2 1
2 1
+ +

=
n n n n
n n
U
z
where U = smaller value between
1
U and
2
U .
Example 12.5: An electrical engineer must design a circuit to deliver the maximum amount
of current to a display tube to achieve sufficient image brightness. Within his allowable
design constraint, he has developed two candidate circuits and tests prototypes of each. The
resulting data (in microamperes) are as follows:

Circuit 1 251 255 258 257 250 251 254 250 248
Circuit 2
250 253 249 256 259 252 260 251

Use the Mann-Whitney test to test
2 1 0
: = H against alternative
2 1 1
: > H . Use = 0.05.



































12.4 THE RUNS TEST
- A nonparametric test to determine randomness of data.
- A run is a sequence of one or more consecutive occurances of the same outcome in a
sequence of occeirences in which there sre onlt two outcomes.
- The number of runs in a sequence is denored by R.
- The value of R obtained for a sequence of outcomes for a sample gives the observed
value of the test statistic for the runs test for randomness.

Hypotheses
0
H : Tenants with and without children are randomly mixed among the 10 units
1
H : These tenats are not randomly mixed


Test Statistics
- The test value is the number of runs R.
- If the test value is less than or equal to the left-hand critical value and bigger than or
equal to the right-hand critical value obtained from the Table of Critical Values for
Total Number of Runs, the
0
H should be rejected.

Example 12.6: A college admissions office is interested in knowing whether applications for
admission arrive randomly with respect to gender. The gender of 25 consecutively arriving
applications were found to arrive in the following order (here M denoted a male applicant and
F a female applicant).
M F M M F F F M F M M M F F F F M M M F F M F M M
Can you conclude that the applicantions for admission arrive randomly with respect to gender?
User = 0.05.