Metode Statistik

Nonparametrik
Rudi Salam

Sekolah Tinggi Ilmu Statistik

 Kontrak Kuliah
Prasyarat:
Metstat I dan Metstat II

Evaluasi :
Tugas/Quiz 20%;
Ujian Tengah Semester (UTS) 30%;
Ujian Akhir Semester (UAS) 50%.
 Referensi
1. Sidney Siegel and N. John Castellan, Jr.
Nonparametric Statistics for the Behavioral
Sciences, second edition, McGraw-Hill Inc.,
1988.
2. Sidney Siegel. Nonparametric Statistics for the
Behavioral Sciences, International student
edition, McGraw-Hill Kogakusha, Ltd, 1956.
3. Wayne W.Daniel. Applied Nonparametric
Statistics.
4. Conover, WJ. Practical Non-parametric Statistics.
John Wiley and Sons. 1999.
 Parametric and
Nonparametric Statistics
 Sejarah
Penggunaan pertama kali prosedur yang
sekarang dikenal dengan statistik
nonparametrik dilaporkan pada tahun 1710 oleh
John Arbuthnot.
Penggunaan prosedur ini masih sangat jarang
sampai tahun 1940an.
Kata nonparametric muncul pertama kali pada
1942 dalam paper karya Wolfowitz.
Since then, the growth of interest in both the
theory and the application on nonparametric
statistics has been rapid.
 Statistik Parametrik
Parameter : karakteristik dari distribusi
populasi (biasanya tidak diketahui).
Statistik : karakteristik dari sampel, atau
suatu fungsi dari variabel random
(observasi) yang tidak tergantung pada
parameter yang tidak diketahui.
Metode parametrik : estimasi dan
inferensia yang dilakukan didasarkan pada
beberapa asumsi dari bentuk distribusi.
 Parametric Statistics
Contoh : Misalkan skor IQ Xi ~
N(,102). Jika diobservasi 10 skor IQ :
121, 98, 95, 94, 102, 106, 112, 120,
108, 109. Question: apakah rata-rata
IQ lebih dari 100 adalah signifikan?
H0 : = 100 vs H1 : > 100 (upper-
tailed test)
Test procedure: z-test based on the
normality assumption
 Nonparametric Statistics
Tidak ada asumsi bentuk distribusi gabungan
Prosedur uji dan estimasi membutuhkan asumsi
yang relatif lebih sedikit tentang distribusi populasi.
Istilah nonparametric adalah kurang tepat karena
parameter akan tetap diestimasi dan dilakukan uji
hipotesis. Hanya saja bentuk dari distribusi tidak
diasumsikan. Asumsi yang sering digunakan adalah
independensi dan kesamaan distribusi dari variabel
random (i.i.d.).
Istilah yang lebih akurat : distribution-free statistics
 Nonparametric Statistics
Contoh : misalkan diasumsikan skor
IQ Xi adalah iid dan diobservasi 10
skor IQ sbb : 121, 98, 95, 94, 102,
106, 112, 120, 108, 109.
Question: is the median IQ
signicantly greater than 100?
Note here we do not assume Xi
follow Normal distributions.
Why study nonparametric statistics?

Pada banyak terapan, tidak ada

pengetahuan (sebelumnya) mengenai
distribusi yang mendasari.
Jika asumsi parametrik dilanggar,
penggunaan prosedur uji parametrik bisa
memberikan hasil yang salah atau
misleading.
Pendekatan normal tidak akan bekerja
dengan baik pada study dengan ukuran
sampel yang kecil.
Why study nonparametric statistics?

Oleh karena itu, diperlukan metode

statistik yang:
require very little
model/distributional assumptions;
or those that are robust/insensitive
to the model/distributional
assumptions;
insensitive to outliers in the data.
 Kelebihan Nonparametrik
1.Since most nonparametric procedures depend
on a minimum of assumptions, the chance of
their being improperly used is small.
2.For some nonparametic procedures, the
computations can be quickly and easily
performed, especially if calculations are done by
hand. Thus using them saves computation time.
This can be an important consideration if results
are needed in a hurry or if high-powered
calculation devices are not available.
 Kelebihan Nonparametrik
3.Researchers with minimum
preparation in mathematics and
statistics usually find the concepts
and methods of nonparametric
procedures easy to understand.
4.Nonparametric procedures may be
applied when the data are measured
on a weak measurement scale, as
when only count data or rank data
are available for analysis.
 Kekurangan Nonparametrik
1.Because the calculation needed for most
nonparametric procedures are simple and
rapid, these procedures are sometimes used
when parametric procedures are more
appropriate. Such a practice often wastes
information.
2.Although nonparametic procedures have a
reputation for requiring only simple
calculations, the arithmetic in many instances
is tedious and laborious, especially when
samples are large and a computer is not handy.
 Kritisi Prosedur
Nonparametrik
Losing precision/wasteful of data
Low power
False sense of security
Lack of software
Testing distributions only
Higher-ordered interactions not deal
with
 Kapan Digunakan?
1.Hipotesis yang diujikan tidak melibatkan
parameter populasi.
2.The data have been measured on a scale
weaker than that required for the
parametric procedure that would
otherwise be employed. For example, the
data may consist of count data or rank
data, thereby precluding the use of some
otherwise appropriate parametric
procedure.
 Kapan Digunakan?
3.The assumptions necessary for the valid use of a
parametric procedure are not met. In many
instances, the design of a research project may
suggest a certain parametric procedure.
Examination of the data, however, may reveal
that one or more assumptions underlying the test
are grossly violated. In that case, a nonparametric
procedure in frequently the only alternative.
4.Results are needed in a hurry, a computer is not
readily available, and calculations must be done
by hand.
 Ringkasan Uji Statistik
Level of Sample Characteristics Correlatio
Measurem n
ent 1 2 Sample K Sample (i.e., >2)
Samp
le Independ Depende Independe Depende
ent nt nt nt
Categoric 2 or 2 Macnarm 2 Cochrans Q
al or bi- ars
Nominal nomial 2
Rank or Mann Wilcoxin Kruskal Wallis Friendmans Spearmans
Whitney U Matched H ANOVA rho
Ordinal Pairs Signed
Ranks

Parametri z test t test t test within 1 way ANOVA 1 way Pearsons r

between groups between ANOVA
c (Interval or t groups groups (within or
& Ratio) test repeated
measure)

Factorial (2 way) ANOVA

 Soal
Misalkan suatu populasi dengan nilai 0, 3,
dan 12 mempunyai peluang seperti berikut:
x : 0 3 12
P(x) : 1/3 1/3 1/3
Jika dipilih sampel n=3 dari populasi tersebut
Tentukan distribusi sampling dari rata-rata
sampel xbar
Tentukan distribusi sampling dari medial
sampel m