Tagged Questions

1
vote
3answers
55 views

Test whether variables follow the same distribution

If you want to test whether two variables follow the same distribution, would it be a good test to simply sort both variables, and then check their correlation? If it is high (at least 0.9?), then the ...
0
votes
1answer
55 views

What method can be used to test if three or more categorical sample data sets are from the same distribution?

I have three data sets like this: data1: {A, A, B, C, D, ..} data2: {A, B, B, C, E, ...} data3: {A, C, D, D, E, ...} How do I test if these three data sets are from the same distribution?
1
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0answers
36 views

Analysis of computer software performance

I am currently collecting data from a software system that draws conclusions about the nature of certain structures in medical CT chest scans. Structures in the chest can be classified into four ...
1
vote
0answers
49 views

Comparing sets of non-normal distributions

Apologies in advance if this question seems trivial -- I am a biologist and have little experience in statistics. I have six non-normal distributions (they're positively skewed): three are replicates ...
1
vote
1answer
67 views

Equivalent to K-S test on discrete data with uneven quantization

I have some data resulting from a simulation that consists of several groups, each containing a single real datapoint and a variable number of matched controls. I take the rank of each real value ...
1
vote
2answers
43 views

Stats test which test of the NULL that a distribution is uniformally distributed

I'm looking for a statistical test which tells the probability that a given sample comes from a uniform distribution. Shapiro test wether a sample comes from a normal distribution. I'm looking a ...
0
votes
4answers
62 views

t-test equivalent for samples, given a distribution of unknown form?

If there are two samples from a distribution whose form is not known, and which is certainly not normal, how can one ascertain the probability that, by random chance, their means/medians are ...
0
votes
1answer
47 views

Comparing two points corresponding to two different normal distributions

I have two multi variate normal distributions N1 and N2. Say two points p1 is from N1 and p2 is from N2. I want to get some statistical features from these two points. How can I do it? I need a ...
3
votes
2answers
458 views

How to get the expected counts when computing a chi-squared test?

I just have 1500 data points in excel. However, I want to do a chi squared test to prove if the data is normaly distributed. My question is: How to calculate the expected range for such a large data ...
2
votes
2answers
461 views

Test for bimodal distribution

I wonder if there is any statistical test to "test" the significance of a bimodal distribution. I mean, How much my data meets the bimodal distribution or not? If so, is there any test in the R ...
0
votes
1answer
48 views

How can you find the probability that an element is part of a sampled set?

(I'm a bit of a newbie, so pardon me if I use incorrect terminology.) Let's say I have a set of scalar values V that I sampled from a set S. I want to test whether a given value X could be a member ...
3
votes
1answer
147 views

Comparison of entropy and distribution of bytes in compressed/encrypted data

I have some question which occupies myself for a while. The entropy test is often used to identify encrypted data. The entropy reaches its maximum when the bytes of the analyzed data are distributed ...
4
votes
1answer
71 views

Luck or skill in 3-person game

Two friends and I have been playing a game that is a combination of skill and luck. (as most games are). We assume that if the game was all luck and/or we all had the same skill level eventually the ...
1
vote
0answers
96 views

computing slope on heavy tailed lognormal distribution

I have a heavy tailed logNormal distribution and i want to know if it's possible to make a linear regression in order to compute R² and slope for this data. I make my linear regression on computed ...
5
votes
1answer
90 views

How to compare a sample against some baseline data?

First let me describe the situation I'm dealing with: I'm looking at performance data for a software system. I have data for many versions of the software, including ongoing. For each version I have ...
4
votes
2answers
203 views

Can I use a likelihood ratio test when the error distributions differ?

This question might sound simple, but in fact I am absolutely unsure whether it is allowed to use an LRT for model comparison when the error distributions differ. For example, can I compare a model ...
2
votes
2answers
228 views

Nonparametric test statistics for non-equal sample sizes

If I have two samples, with one 30-times larger than the other, which nonparametric test statistics should be considered for checking the null of equal distribution? I am using Kolmogorov-Smirnov ...
1
vote
1answer
213 views

How to set the non-centrality parameter of the chi-squared distribution in terms of sample size for a power calculation

I am doing some problems on hypothesis tests on the variance, using a $\chi^2$ distribution. I need to find the power of the test, and I tried to write my own code in R. I don't know how to express ...
2
votes
1answer
254 views

Null hypothesis rejection with Kolmogorov-Smirnov

I want to compare two samples with a Kolmogorov-Smirnov test. Wikipedia states the null hypothesis is rejected at $\alpha$ if: $\sqrt( \frac{nn'}{n+n'}) D_{nn'} > K_\alpha$ where $n$ and $n'$ are ...
7
votes
1answer
112 views

Conservativeness of Tests Based on Discrete Random Variables

For discrete test statistics, the distribution of the corresponding $p$-value is discrete and stochastically larger than the uniform distribution. Hence the corresponding hypothesis test based on the ...
5
votes
3answers
240 views

Is there any test for a null hypothesis of non-normality?

I'm currently looking for a test having for null hypothesis that the sample does not come from observing a normally distributed random variable. In other words, I'd like to know if there's a test ...
5
votes
1answer
165 views

What test should I choose if I want to see if two groups are different from each other in many categories?

I am currently analysing data of a big webshop with over 31,000 vendors selling goods, i.e. each vendor is selling items over the webshop. The cool thing is that we know the gender of these vendors ...
2
votes
1answer
245 views

Test for a logistic distribution in R

I have a set of data and I'd like to know whether this data set has a logistic distribution. When I made a histogram of my data set it seems to have a logistic distribution, but to be sure I'd like to ...
3
votes
1answer
342 views

Kolmogorov-Smirnov Test Alternatives

I'm comparing 2 data sets from nearby locations to see if they differ significantly in air quality. I cannot perform any paired tests because the data at one location does not necessarily correspond ...
4
votes
4answers
1k views

What are the standard statistical tests to see if data follows exponential or normal distributions?

What are the standard statistical tests to see if data follows exponential or normal distributions?
6
votes
1answer
93 views

How to test that a set of distributions are located in a given order?

I have a set of population distributions; I obtained them empirically, computing histograms from very large populations (about 1 million per distribution). The population distributions might not have ...
0
votes
1answer
109 views

Estimate density from neighbor distances

Assuming I have a data set of known size, and there is one object that I want to test for being in an approximately uniform distributed region of the data set. For the query object, I know the $k$ ...
10
votes
3answers
374 views

Testing data against a known distribution

I asked a question similar to this a while ago, and the general answer was "your question is too vague". So let me try again with a little more detail... I have written a program which generates ...
2
votes
0answers
65 views

Weighting a control group

In reviewing some market research, I came across a study which decided to weight the results/outcomes of the control group so the distribution of participants in the control sub-groups (0,1,2,3,4,5 - ...
4
votes
1answer
71 views

Testing samples against a distribution

Suppose I have some data sitting in front of me, which is supposed to be sampled from a specific distribution. How would I go about testing whether it is from that distribution? I've seen several ...
1
vote
0answers
104 views

What statistical tests should be applied to the attached distributions?

In the attached images (bottom of this post), I wish to compare the plotted distributions as follows. Each plot shows two distributions labelled 'Forwards' and 'Backwards'. For each attached example, ...
2
votes
1answer
538 views

Comparing two discrete distributions (with small cell counts)

I need to compare sample distributions with theoretical ones, which is typically done with a chi-squared test. The problem is that I have distributions where one or more cells have low values, and ...
0
votes
0answers
46 views

Which is the correct hypothesis test formulation for this problem?

The problem I am working on can be formulated as follows: $S$ is the set of events $X_i$'s where each $X_i$ has occured different number of times. Also, if you think this process in turns; in each ...
4
votes
2answers
168 views

Pre-post distribution comparisons

I have a study looking at classroom socialization. Students named the top other students they wanted to read a book with before and after treatment. There was also a control group that received no ...
5
votes
4answers
476 views

Test for significant difference in ratios of normally distributed random variables

Related to Analysing ratios of variables and How to parameterize the ratio of two normally distributed variables, or the inverse of one?. Suppose I have a number of samples from four different ...
4
votes
2answers
2k views

How to test whether a sample of data fits the family of Gamma distribution?

I have a sample of data which was generated from a continuous random variable X. And from the histogram I draw using R, I guess that maybe the distribution of X obeys a certain Gamma distribution. But ...
0
votes
1answer
382 views

Proper use and interpretation of chi-squared test

Please help me understanding basic features of chi-squared test for distribution comparison. As far as I understand, if we draw two samples from the same distribution, and treat one sample as ...
3
votes
2answers
560 views

Using Kolmogorov–Smirnov test

A newbie question (please provide detailed answers): I am trying to use the Kolmogorov–Smirnov test. I managed to calculate the difference between the empirical points and the theoretical distribution ...
0
votes
1answer
92 views

Testing that a sample corresponds to an arbitrary distribution

I'm writing a set of unit test for a function that draws random numbers from an arbitrary distribution, defined as a PDF (example of such a function can be seen here). I am confused about the proper ...
2
votes
2answers
114 views

Testing against a custom probability distribution

What I want is some tool that will test an ordinal, discrete variable against a specific probability distribution, say the variable might take 4 values, 1, 2, 3, 4, and my expected probability ...
3
votes
1answer
3k views

How can I calculate margin of error in a NPS (Net Promoter Score) result?

I'll let Wikipedia explain how NPS is calculated: The Net Promoter Score is obtained by asking customers a single question on a 0 to 10 rating scale, where 10 is "extremely likely" and 0 is ...
1
vote
0answers
57 views

How to find regions where points are localized in a non-random fashion?

Experiment Let say I have a black box full of numbered balls and I draw them with replacement - so the propability of drawing one specific number in N draws is described by binomial distribution? ...
1
vote
2answers
594 views

How to statistically and graphically compare distributions for nine groups where group sample sizes are unequal?

I conducted a study in which I collected the height, width, and weight of individuals from 9 different races (i.e I collected 10 to about 30 samples per race). How can I can display the distribution ...
5
votes
3answers
2k views

Measure of similarity or distance between two symmetric covariance matrices

are there any measures of similarity or distance between two symmetric covariance matrices (both having the same dimension)? I am thinking here of analogues to KL divergence of two probability ...
1
vote
0answers
130 views

Fisher's distribution and its approximation

I would like to ask how I can illustrate that Fisher's distribution when the null hypothesis is right goes to $F(k-m,n-k)$ when the degrees of freedom grow. How exactly is $F$ calculated in this ...
5
votes
2answers
2k views

When to use Student's or Normal distribution in linear regression?

I am looking at some problems, and in some, to test the coefficients, sometimes I see people using Student's distribution, and sometimes I see Normal distribution. What is the rule?
4
votes
2answers
2k views

Critical values for Anderson-Darling test

I've found critical values for the Anderson Darling test for a Normal Distribution at 1%, 2.5%, 5%, 10% and 15% significance levels from various sources, including wikipedia: ...
2
votes
2answers
130 views

How to properly analyze distance from a reference?

I'm measuring distances of various samples from a reference point. The distance is defined as a non-negative number, where $d=0$ means that the test case is identical to the reference. My general ...
7
votes
4answers
586 views

What test to compare community composition?

Hope this newbie question is the right question for this site: Suppose I would like to compare the composition of ecological communities at two sites A, B. I know all three sites have dogs, cats, ...
3
votes
2answers
251 views

What kind of distribution is this?

My supervisor asked me to find out which distribution represents a particular situation. I have a VoIP generator that generates calls "uniformly" distributed between callers. This means that the ...

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