Questions tagged [nonparametric]

Procedures that rely on relatively few assumptions about underlying probability distributions.

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non parametric test for samples with unequal variance for 3 or more samples

I have data which is independent, but non-normal, with unequal variance. There are more than two groups, all with the same sample size. Which non-parametric test can I use?
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2 sample t test

I was thinking that a simple 2 sample t test is not that simple when dealing with skewed data. Considere 2 samples, each one with diferent skewness and kurtosis, both with a big sample sizes (say n > ...
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55 views

Binomial distribution for two groups if success rate is not given

Two groups of twelve statisticians are taught two different methods of Statistics. (Assume that a statistician in group one is matched in terms of their Statistics ability with a statistician in group ...
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81 views

Reconciling alternative definitions of parametric vs. nonparametric

In the thread Is there any statistical test that is parametric and non-parametric?, @JohnRos gives an answer saying that Parametric is used in (at least) two meanings: A - To declare you ...
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Variance correction for ties in a Wilcoxon signed rank test

Firstly, from the last page of http://www.statstutor.ac.uk/resources/uploaded/wilcoxonsignedranktest.pdf it said that "We have one group of 2 tied ranks, so we must reduce the variance by (8−2)/48 = ...
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Which statistical test works for paired and grouped data?

I have a small set of samples of plants where I've made some changes to some but not others and want to know if there was any significant effect on the number of leaves as a result of this change. My ...
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1answer
19 views

Nonparametric multiplecomparison tests for discrete data

Suppose I have $K$ populations each consisting of $n_i$ ($i=1\dots K$) observations $x_{j,i}$ ($j=1 \dots n_i$). Each observation is comming from a Bernoulli distributed random variable $X_{j,i} \sim ...
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7 views

Extending the Gehan test to regional/seasonal test?

I'm using a Gehan test to compare metals concentrations in stream stormflow vs. baseflow. I'd like to aggregate tests for 33 streams into a single regional test, very much like a regional Kendall test ...
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31 views

Estimating conditional probability distribution from samples

I have three continuous variables, $X$, $Y_1$ and $Y_2$. All three are correlated. For a given value of $X$, the conditional probability distributions of $Y_1$ and $Y_2$ are typically bimodal. I'm ...
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Difference in adjusted pvalues for comparisons between classes when using complete data and only two classes using dunn.test::dunn.test() in R

I am studying carbon content between land cover classes in patagonia and I want to test for statistically significant differences in my data. Since my data doesn't follow a normal distribution, I ...
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Is this a valid non-parametric approach for computing false discovery rate (FDR)?

Summarizing the method in the reference below as I understand it: For each of $N$ "gene sets" (where a gene set represents a single null hypothesis significance test), compute a test statistic $T_i$. ...
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Possible tests for large sample, heteroscedastic, non-normal data?

I have downloaded all posts in a Reddit community over a set period of time. In this community, it is a requirement that any post is tagged with one of eight "flairs." I'm trying to test for ...
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Minimizing MISE to find consistent estimator

Consider kernel regression estimation of the mean function $m$ of the process $$y_t = m(x_t) + \epsilon_t,$$ where $\epsilon_t$' s are correlated with covariance function $R(s,t) = \exp \{-\lambda|s-...
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Why mixture model with Gibbs sampling works?

I just have a question about why Gibbs sampling can correctly estimate parameters with random initial value? That is to say,we can sample z by: \begin{align} p(z_i=k \,|\, \cdot) &\...
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2answers
68 views

Can I use multiple regression on a ranked response variable as a significance test for multiple covariates?

This blog post illustrates the relationship between inference tests on groups (t-test, ANOVA, etc.) and equivalent linear models. It also claims that for reasonable sample size, regression of a ranked ...
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Computationally efficient way of cross-validating bandwidth for the Nadaraya–Watson estimator

I'm wondering what short cuts I can take to efficiently estimate a cross-validated bandwidth for the NW estimator. I have 200,000 observations and running the following code fails to yield after 24 ...
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Are Bayesian Networks parametric or non-parametric models?

After searching Wikipedia, I found that there are both parametric Bayesian models and non-parametric Bayesian models. What about Bayesian Networks? When building up a Bayesian Network model, I don't ...
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19 views

Nonparametric equivalent of mixed model for nested data?

I have collected a nested data measuring cell growth which has two levels (3 patients with disease A, another 3 patients with disease B, another 3 patients with disease C). For each patient, cell ...
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39 views

nonparametric sample size calculation

I am running into conflicting information regarding a running a sample size calculation for a nonparametric dataset. I will be collected data from a medical procedure that gives pressure readings ...
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1answer
180 views

What is the right Bonferroni adjustment?

I am trying to test a hypothesis for my Masters Thesis. There are 3 conditions (I will name them X, Y, Z), in each of which the data isn't normally distributed, and measures the improvement for each ...
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1answer
30 views

What is exactly the non-normality requisite for nonparametric tests? [duplicate]

As the title says, what is exactly what is being tested before deciding to use a non-parametric alternative test (as Kruskal-Wallis for ANOVA, or Mann-Whitney's U for student's t)? Most sources are ...
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187 views

Multiple comparisons between two groups (non-parametric)

Update Added more details about the Experimental setup. My experiment comprised two groups, control (N=25) and experimental (N=26). Each participant belonged to one group. Their performance has been ...
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Understanding Sharpe Ratio Hypothesis Testing - Ledoit + Wolf

I've been poring over this paper written by Ledoit and Wolf regarding their approach to constructing hypothesis tests for Sharpe Ratios. In short, they see that running circular block bootstrap ...
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1answer
33 views

How we can prove this relation for Kendall's tau

I found the relation below while studying the measure of dependence. How we can prove this relation about Kendall's tau? $$ \tau = 4\int\int H(x, y)\, h(x,y)\, dx\, dy - 1 $$
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22 views

Is there a equivalence test for beta coefficients in regression analysis?

There are established ways to rule out medium/high effects like TOST for two-groups. But is there a way to rule out medium/high effects in one multiple regression? Maybe using eta-squared? What ...
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Directly applying residual bootstrap to the predictions vs. inferring the parameters?

My friend has a procedure where he does the following: Given a dataset $(x_1,y_1),\ldots,(x_n, y_n)$ Fit $f$ according to $\hat{y_i} = f(x_i) + \epsilon_i$ where $f$ is the regression function. ...
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Normality Tests in samples with outliers

I'm making a code in R that contains some parametric and non-parametric tests, like ANOVA and Kruskal-Wallis. To know if I should use one or another I check the "normality" of the test sample. My ...
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What Wilcoxon Test is appropriate for paired categorical data?

There is currently a story in the news in the UK about negative effects of puberty blockers in children: 'It showed that after a year on puberty blockers, there was a significant increase found in ...
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1answer
32 views

Are parametric tests only subject to ratio and interval scale measurements?

I had doubts on the above flow chart based on measurement scales which I found in a published article. Can anyone correct m please and clear my doubts as I believe non parametric tests are not ...
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15 views

Statistical Comparison of Algorithms by User Ratings

I have an experimental setting where I compare 3 algorithms on the same dataset(n_sources), through user subjective evaluation of the produced outcomes(each algorithm does a different kind of sound ...
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1answer
30 views

is Kruskal- Wallis test appropriate in this case?

Does this make sense, is this test appropriate in order to see how responses differ among more then 2 different groups? I have no experience working with SPSS. Is there any chance someone can help me ...
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38 views

Is kernalized linear regression parametric or nonparametric?

We know that for linear regression, we can predict: $$\hat{y} = w^Tx +b$$ Where $w$ is the parameter that minimizes the square loss. It is easy to prove that for the final solution using gradient ...
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1answer
60 views

Under what circumstances does Mann-Whitney and Wilcoxon signed-rank test fail?

I read from here that The advice must be modified somewhat when the distributions are both strongly skewed and very discrete, such as Likert scale items where most of the observations are in one of ...
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1answer
40 views

Which statistical test to use for multi-modal and mixed type data?

I researched for hours but cannot find the direction for the right statistical test to use. Here is the situation for Population A and B: When plotting this frequency distribution, it looks like this:...
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22 views

Any Value in Transforming Features to Normal when Applying Non-Parametric Models?

I am trying to figure out if there is any value in transforming skewed predictor variables to look more normal when running a non-parametric machine learning model. My initial thought is "no", but I ...
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20 views

Mann-Whitney-Wilcxon Test Adjustments

I am trying to replicate a Mann-Whitney test that was done. All I have are the data and the standardized statistic. ...
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1answer
33 views

Homogeneity of variances but non normal residuals of a two way ANOVA

I have a problem, actually two. I am doing a bunch two-way ANOVAs and some of them can't fullfil the assumptions, no matter what I transform the data to. Question: Does there exist a suitable non-...
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14 views

Back out feature value to yield a certain response

Let's say we have a linear regression model $Y=\alpha+ \beta X_1$. It is easy to find the value of $X_1$ such that $Y=0$. It is $\frac{-\alpha}{\beta}$. Is there an analogue for nonparametric or ...
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2answers
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Difference between two groups of people, each person “is” several characteristics

I have two groups of people, A and B (let's say 15 and 25 people). Each person in each group is characterized by a bucket of features (bucket = 6-18 features). Each feature, during qualitative phase ...
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1answer
28 views

Relationship between Mann-Kendall and Kendall Tau-b

Do the Mann-Kendall and Kendall Tau-b use very similar test statistics? It seems that everytime I perform both tests, they always provide the same p-value and same conclusion.
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4answers
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What test do I use to check if two samples came from different population?

I'm aware that t-test checks if two sample data sets have the same difference in means with confidence. But testing difference in means is not equivalent to testing if the two distributions came from ...
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1answer
42 views

Significance test with non-normal, bounded data?

I am attempting to do a one-sample significance test to determine whether a set of data differs from a given value (0 in this case). The issues I have with these data: Non-normally distributed data, ...
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40 views

A nonparametric residual bootstrap for random-effects models

This question regards ideas from "A novel bootstrap procedure for assessing the relationship between class size and achievement". The authors first describe a parametric bootstrap for random-effects ...
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1answer
36 views

Non norma distribution

I have a non-normal distribution (Kilograms ~ Years), so I can't use ANOVA test to reject the null hypothesis (that the tree means are equal). There is a tendency of weight to be 100kg. Is there a way ...
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1answer
47 views

How to compute Kendall tau when X and Y are dependent?

I am stuck in the following problem. Let ($X_1$,$Y_1$) and ($X_2$,$Y_2$) be independent and identically distributed continuous bivariate random variables with joint probability density function: $f(...
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24 views

Bias of ROC curve

I am trying to use ROC curve with nonparmetric technique ($ROC_m)$. but 'm using following estimates of $\hat f$ and $\hat g$.$$\hat f=\frac {e^ -\frac{(x-t)}{√(h_x)}}{√(h_x ) \left(1+e^ -\frac{(x-t)}{...
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1answer
36 views

solve an exercise of two samples using Kolmogorov-smirnov

I'm looking for books and information like crazy and I can not find what I need. Well the example proposed is about methods that have been used in literature students and these are the data collected: ...
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1answer
35 views

Independence between sum of $F(X_i)$ and the cumulative distribution function $F$

I am stuck in the following problem. $X_1,\ldots,X_n$ is a random sample from a continuous distribution with Cumulative Distribution Function (CDF) $F$. Prove that the distribution of $T=\sum_{i=1}^m ...
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12 views

Identifying the difference between distribution when d > 1

Lets say I am measuring the velocity of wind at every 500m road segment (x) at time (t) on the Interstate 5. I classify each measurement into three clusters (...
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1answer
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Compare values within the single variable

I have a 5 categories of the occupations — starting from jobs with low physical effort like an IT guy, to the labor-intensive occupations like coal-mining etc. The categories are numbered from 1 to 5. ...