Week 8 - 9

Non- parametric Test

 Non-parametric test
One that makes no assumptions
about the specific shape of the
population from which a sample is
drawn.

How to differentia the parametric

test vs non-parametric test??
Parametric test
Ho : µ1 = µ2 = µ3
H1 : Not all µ are equal
vs
Non – parametric test
Ho : M1 = M2 = M3
H1 : Not all median are equal
nonparametric:

One Sample Two Samples More Than Two

Samples

Dependent Independent

Wilcoxon Wilcoxon Wilcoxon Kruskal-Wallis

Signed Rank Signed Rank Rank Sum Test
Test Test Test

parametric counterpart:

t-test,
t-test, t-test, One-way
two Independent
one sample paired sample ANOVA
samples
A non-parametric test should be used
instead of its parametric counterpart
whenever:

1)Data are of the nominal or ordinal scale of

measurement

2)Data are of the interval or ratio scale of

measurement but one or more other
assumptions, such as the normality of the
underlying population distribution, are not
met.
 Advantages
1. Fewer assumptions about the
population
2. The techniques can be applied when
sample sizes are very small
3. Samples with data of the nominal or
ordinal scales of measurement can be
tested
 Disadvantages
1. Compared to a parametric test, the
information in the data is used less
efficiently, and the power of the test will
be lower. For this reason, a parametric
test is preferable whenever its
assumptions have been met.
2. Non-parametric testing places greater
reliance on statistical tables.
First section:

Wilcoxon Signed
Rank Test
(0ne sample)
• For one sample, the Wilcoxon signed
rank method tests whether the sample
could have been drawn from a
population having a hypothesized value
as its median.

• Assumptions:
– Data are assumed to be continuous and of
the interval or ratio scales of measurement.
 Hypothesis and Decision Rule
• The Research Question (H1): Test the value of a single
population median, m { ≠, >, <} m0
• Test statistic /Critical Value/Decision Rule: W,
Wilcoxon signed rank test

Two-Tail Test Left-Tail Test Right-Tail Test

H0: M = M0 H0: M ≥ M0 H0: M ≤ M0
H1: M ≠ M0 H1: M < M0 H1: M > M0

Reject Do Not Reject Reject Do Not Reject Do Not Reject Reject

Reject
WL WU WL WU
Reject H0 if W < WL Reject H0 if W < WL Reject H0 if W > WU
or if W > WU
Uncle Chuah have 9
grandchildren. He believed
that each of his
grandchildren could get the
Ang Pow at least RM250. At
the 0.05 level of
significance, is there
evidence to prove Uncle
Chuah’s claim.
 Grandchildren Money, x x-m │d│ Rank Rank + Rank -
1 230 -20 20 4.5 4.5
2 250 0 0 ~
3 246 -4 4 1 1
4 270 20 20 4.5 4.5
5 285 35 35 7 7
6 238 -12 12 3 3
7 259 9 9 2 2
8 275 25 25 6 6
9 210 -40 40 8 8
19.5 16.5
Test statistics = ∑R+ = 19.5
1.Ho : M ≤ RM250
2.H1 : M > RM250
3.α = 0.05, n = 8 (The total of d which are
not equal to “0”), critical value = 30.
4.Reject Ho, if the test statistics > 30.
Otherwise, do not reject Ho.
5.Test statistics = ∑R+ = 19.5.
6.Do not reject Ho since ∑R+ = 19.5 <30.
7.There is not enough evidence to
conclude that the median is greater than
RM250.
 W (The Normal Approximation)
• When the number of observation for which
di = 0 is n > 20, a z-test will be a close
approximation to the Wilcoxon signed rank
test.
• W distribution approaches a normal curves
as n becomes larger.
 W (The Normal Approximation)
(continued)

• Z-test approximation to the Wilcoxon signed

rank test:
• Test Statistics:

n(n + 1) Where, W = sum of the R+ ranks

w−
z= 4 n = number of observations
n(n + 1)(2n + 1) for which di = 0

24
2nd section:

Wilcoxon Signed
Rank Test
(paired-
(paired-test)
nonparametric:

One Sample Two Samples More Than Two

Samples

Dependent Independent

Wilcoxon Wilcoxon Wilcoxon Kruskal-Wallis

Signed Rank Signed Rank Rank Sum Test
Test Test Test

parametric counterpart:

t-test,
t-test, t-test, One-way
two Independent
one sample paired sample ANOVA
samples
 Wilcoxon Signed Rank Test for
Comparing Paired Samples
• The Wilcoxon Signed Rank test can also be
used for paired samples
• Use if assumption of normality is violated for
the paired-t test.
• Assumptions:
– Data are assumed to be continuous and of the
interval or ratio scales of measurement.
– The observations must be related or dependent.
 Hypothesis and Decision Rule
• The Research Question (H1): Test the difference
in two population medians, paired samples, md {≠,
>, <} 0
Two-Tail Test Left-Tail Test Right-Tail Test
H0: Md = 0 H0: Md ≥ 0 H0: Md ≤ 0
H1: Md ≠ 0 H1: Md < 0 H1: Md > 0
Where md = population median of di = xi - yi

Reject Do Not Reject Reject Do Not Reject Do Not Reject Reject

Reject
WL WU WL WU
Reject H0 if W < WL Reject H0 if W < WL Reject H0 if W > WU
or if W > WU
Wilcoxon Signed-Rank Test Continued

Compute the
Rank the absolute
differences between
differences from
related
low to high.
observations.

Return the signs to Compare the sum of

the ranks and sum positive rank with the
positive and negative W value.
ranks.
Are they paid equally?
 Wife, x Husband, y
(RM10,000) (RM10,000) d = x - y │d│ Rank Rank+ Rank-
24 23.1 0.9 0.9 1 1
16.7 20.4 -3.7 3.7 4 4
21.6 17.7 3.9 3.9 5 5
23.7 20.7 3 3 2.5 2.5
37.5 42.1 -4.6 4.6 6 6
31.4 36.1 -4.7 4.7 7 7
14.9 21.8 -6.9 6.9 10 10
37.3 40.3 -3 3 2.5 2.5
17.9 26 -8.1 8.1 11 11
15.5 15.5 0 0 ~
29 35.4 -6.4 6.4 9 9
19.9 25.5 -5.6 5.6 8 8
8.5 57.5
Test statistics = ∑R+ = 8.5
1.Ho : Md = 0
2.H1 : Md ≠ 0
3.α = 0.10, n = 11, lower critical value =
14, upper critical value = 52.
4.Reject Ho, if the test statistics <14 or if
the test statistics >52. Otherwise, do
not reject Ho.
5.Test statistics = ∑ R+ = 8.5.
6.Reject Ho since the test statistics =8.5
< 14.
7.There is enough evidence to conclude
that wife and husband are not paid
equally.
 W (The Normal Approximation)
• The z-test described in the preceding
section can be used for paired samples.
• When the number of observation for which
di = 0 is n > 20, a z-test will be a close
approximation to the Wilcoxon signed rank
test.
 W (The Normal Approximation)
(continued)

• Z-test approximation to the Wilcoxon signed

rank test:
• Test Statistics:

n(n + 1) Where, W = sum of the R+ ranks

w−
z= 4 n = number of observations
n(n + 1)(2n + 1) for which di = 0

24