Chapter 9

Nonparametric Statistics

EPI 809 / Spring 2008

 Learning Objectives

1. Distinguish Parametric &

Nonparametric Test Procedures
2. Explain commonly used
Nonparametric Test Procedures
3. Perform Hypothesis Tests Using
Nonparametric Procedures

EPI 809 / Spring 200

Hypothesis Testing Procedures
Hypothesis
Hypothesis
Testing
Testing
Procedures
Procedures

Parametric
Parametric Nonparametric
Nonparametric

Wilcoxon
Wilcoxon Kruskal-Wallis
Rank Kruskal-Wallis
RankSum
Sum H-Test
H-Test
Test
Test
One-Way
One-Way
ZZTest
Test ttTest
Test ANOVA
ANOVA
Many More Tests Exist!
EPI 809 / Spring 200
 Parametric Test Procedures

1. Involve Population Parameters (Mean)

2. Have Stringent Assumptions

(Normality)

3. Examples: Z Test, t Test, 2 Test,

F test
EPI 809 / Spring 200
 Nonparametric Test
Procedures
1. Do Not Involve Population Parameters
Example: Probability Distributions, Independence

2. Data Measured on Any Scale (Ratio or

Interval, Ordinal or Nominal)

3. Example: Wilcoxon Rank Sum Test

EPI 809 / Spring 200

 Advantages of
Nonparametric Tests
1. Used With All Scales
2. Easier to Compute
3. Make Fewer Assumptions
4. Need Not Involve
Population Parameters
5. Results May Be as Exact
as Parametric Procedures

1984-1994 T/Maker Co.

EPI 809 / Spring 200

 Disadvantages of
Nonparametric Tests
1. May Waste Information 1984-1994 T/Maker Co.

Parametric model more efficient

if data Permit

2. Difficult to Compute by
hand for Large Samples
3. Tables Not Widely Available

EPI 809 / Spring 200

 Popular Nonparametric Tests
1. Sign Test

2. Wilcoxon Rank Sum Test

3. Wilcoxon Signed Rank Test

EPI 809 / Spring 200

Sign Test

EPI 809 / Spring 2008

 Sign Test
1. Tests One Population Median,

2. Corresponds to t-Test for 1 Mean

3. Assumes Population Is Continuous

4. Small Sample Test Statistic: # Sample Values

Above (or Below) Median

5. Can Use Normal Approximation If n 10

EPI 809 / Spring 200

 Sign Test Concepts

Make null hypothesis about true median

Let S = number of values greater than median

Each sampled item is independent

If null hypothesis is true, S should have binomial

distribution with success probability .5

EPI 809 / Spring 200

 Sign Test Example
Youre an analyst for Chef-Boy-R-Dee. Youve
asked 7 people to rate a new ravioli on a 5-point
scale (1 = terrible,, 5 = excellent) The ratings
are: 2 5 3 4 1 4 5.

At the .05 level, is there evidence that the

median rating is at least 3?

EPI 809 / Spring 200

 Sign Test Solution
H0: P-Value:
Ha:
=
Test Statistic:

Decision:

Conclusion:

EPI 809 / Spring 200

 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3
=
Test Statistic:

Decision:

Conclusion:

EPI 809 / Spring 200

 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3
= .05
Test Statistic:

Decision:

Conclusion:

EPI 809 / Spring 200

 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3
= .05
Test Statistic:

S=2
(Ratings 1 & 2 Are Decision:
Less Than = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or
more a small prob
event? EPI 809 / Spring 200
 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3 P(S 2) = 1 - P(S 1)
= .05 = .9297
Test Statistic: (Binomial Table, n = 7,
p = 0.50)
S=2
(Ratings 1 & 2 Are Decision:
Less Than = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or
more a small prob
event? EPI 809 / Spring 200
 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3 P(x 2) = 1 - P(x 1)
= .05 = . 9297
Test Statistic: (Binomial Table, n = 7,
p = 0.50)
S=2
(Ratings 1 & 2 Are Decision:
Do Not Reject at = .05
Less Than = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or
more a small prob
event? EPI 809 / Spring 200
 Sign Test Solution
H0: = 3 P-Value:
Ha: < 3 P(x 2) = 1 - P(x 1) =
= .05 = . 9297
Test Statistic: (Binomial Table, n = 7,
p = 0.50)
S=2
(Ratings 1 & 2 are Decision:
Do Not Reject at = .05
< = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
Is observing 2 or There is No evidence for
more a small prob Median < 3
event? EPI 809 / Spring 200
Wilcoxon Rank Sum
Test

EPI 809 / Spring 2008

 Wilcoxon Rank Sum Test

1.Tests Two Independent Population Probability

Distributions
2.Corresponds to t-Test for 2 Independent
Means
3.Assumptions
Independent, Random Samples
Populations Are Continuous
4.Can Use Normal Approximation If ni 10

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Procedure
1. Assign Ranks, Ri, to the n1 + n2 Sample
Observations
If Unequal Sample Sizes, Let n1 Refer to Smaller-Sized Sample
Smallest Value = 1

2. Sum the Ranks, Ti, for Each Sample

Test Statistic Is TA (Smallest Sample)
Null hypothesis: both samples come from the same underlying
distribution
Distribution of T is not quite as simple as binomial, but it can be
computed

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Example
Youre a production planner. You want to see if
the operating rates for 2 factories is the same.
For factory 1, the rates (% of capacity) are 71,
82, 77, 92, 88. For factory 2, the rates are 85,
82, 94 & 97. Do the factory rates have the same
probability distributions at the .10 level?

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Solution
H0: Test Statistic:
Ha:
=
n1 = n2 =
Critical Value(s):
Decision:

Conclusion:

Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or
Right
=
n1 = n2 =
Critical Value(s): Decision:

Conclusion:

Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s): Decision:

Conclusion:

Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum
Table 12 (Rosner) (Portion)
= .05 two-tailed

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or
Right
= .10
n1 = 4 n2 = 5
Critical Value(s): Decision:

Reject Do Not Reject

Reject Conclusion:
12 28
Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank

Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 85
82 82
77 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 2 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 82 4
77 2 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 6 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 7 97
88 6 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97
88 6 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum 19.5 25.5

EPI 809 / Spring 200

 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or T2 = 5 + 3.5 + 8+ 9 = 25.5
Right (Smallest Sample)
= .10
n1 = 4 n2 = 5
Critical Value(s): Decision:

Reject Do Not Reject

Reject Conclusion:
12 28
Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or T2 = 5 + 3.5 + 8+ 9 = 25.5
Right (Smallest Sample)
= .10
n1 = 4 n2 = 5
Critical Value(s): Decision:
Do Not Reject at = .10
Reject Do Not Reject
Reject Conclusion:
12 28
Ranks
EPI 809 / Spring 200
 Wilcoxon Rank Sum Test
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or T2 = 5 + 3.5 + 8+ 9 = 25.5
Right (Smallest Sample)
= .10
n1 = 4 n2 = 5
Critical Value(s): Decision:
Do Not Reject at = .10
Reject Do Not Reject
Reject Conclusion:
There is No evidence for
12 28
Ranks
unequal distrib
EPI 809 / Spring 200