Stack Exchange Network

Stack Exchange network consists of 175 Q&A communities including Stack Overflow, the largest, most trusted online community for developers to learn, share their knowledge, and build their careers.

Visit Stack Exchange

Questions tagged [nonparametric]

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

0
votes
0answers
5 views

Comparing groups of empirical probability density functions

I'm a neuroscientist approaching doing some complex statistics and can't find anyone to point me in the right direction of what I need. I'm happy to read around the subject, I just don't know enough ...
0
votes
0answers
30 views

Properties of Nonparametric Test Statistics $B$

Given Consider the upper tail $H_0: \theta \leq 0 \,\,\, \text{vs} \,\,\, H_a: \theta > 0$ sign test with the test statistic $B = \sum_{i=1}^n{\psi_i}$ where $\psi_i = \mathbb{I}(Z_i > \theta)$...
0
votes
0answers
9 views

One-tailed Conover-Iman test?

I'm new to non-parametric statistics and want to do a post hoc analysis of some data after a Kruskal-Wallis test. I am using the implementation of the Conover-Iman test available in the scikit-...
2
votes
0answers
13 views

Dealing with non-parametric variables for factor analysis in R

I have been wrestling with how to simplify a set of mixed variables (some orthogonal, some numeric) some (of both types) of which are significantly skewed. I have run a factor analysis anyway and ...
0
votes
1answer
17 views

Calculating degrees of freedom in a Mann Whitney U

I have completed a series of Mann Whitney U tests in R, and am looking for the degrees freedom. I'm comparing two datasets of n1=29 and n2=5, with StandardDev1 0.4525 and StandardDev2 0.3652. What ...
3
votes
0answers
38 views

Algebraic Manipulations in Mann-Whitney-Wilcoxon Test Statistics

Given Let $\Delta > 0 $ be positive real number. Consider the Wilcoxon-Mann-Whitney upper tail test $H_0: \Delta \leq 0 \,\,\, \text{vs} \,\,\, H_a: \Delta > 0$ aimed at testing the difference ...
7
votes
1answer
64 views

Do Stochastic Processes such as the Gaussian Process/Dirichlet Process have densities? If not, how can Bayes rule be applied to them?

The Dirichlet Pocess and Gaussian Process are often referred to as "distributions over functions" or "distributions over distributions". In that case, can I meaningfully talk about the density of a ...
0
votes
0answers
24 views

Transforming non-normal to normal distribution and back-transform

I would like to transform non-normal distribution to normal distribution, and back-transform to its original state (or at least close to the original state). From this article, I've read that you can ...
2
votes
2answers
49 views

Nonparametric Sign Test

Given Likert scale survey responses: ...
0
votes
1answer
40 views

Regression for Non Normal data using SPSS/R [closed]

How can we model our non normal dataset using regression? By using Gauss Markov theorem, we can estimate our model, but how can we test our linear model and significance of parameters?
2
votes
0answers
11 views

Unequal sample sizes for npmv

I have a similar question as this: Nonparametric test for MANOVA in R violation of homogeneity and unequal group sizes which is unanswered. I have a dataset for which I want to perform a MANOVA. ...
0
votes
0answers
8 views

References about nonparametric regression multiple time series

I am very new to the nonparametric regression and time series. I was wondering if there are any good references for Multiple Time Series? To be specific, I want to learn the case like $$y_t=f(x_{1t},\...
0
votes
0answers
9 views

How to test for differences between groups for ordinal outcome variables in SPSS?

I do not have experience with ordinal data, please help me out with my questions? I have conducted a survey which consists of 25 Likert-items, these items are all statements for certain conditions ...
0
votes
0answers
15 views

Non Parametric Test Equivalent to an ANOVA

I am looking to do a non-parametric test of a 2x2 mixed anova as my dependent variables are far from normally distributed? Any help would be great!
0
votes
0answers
19 views

Equivalence of Kaplan-Meier estimator and EM algorithm

For right-censored failure time data, in a non-parametric setting, is there an equivalence between using the EM algorithm (i.e. calculating the expected log-likelihood and maximizing) and the Kaplan-...
3
votes
0answers
19 views

Statistical test for first sample greater than given sample?

Does anyone know of a name for the following statistical test/whether there is a name/whether the following line of reasoning is just bogus? Say I have a value $x$, and a way to generate samples from ...
0
votes
0answers
36 views

How can I calculate $\mu_x/\mu_y$ using Jackknife?

I have difficulties in calculating confidence interval using Jackknife. Suppose that I have two independent samples and I do not know both their population distributions. I understand how to ...
0
votes
0answers
12 views

How to decide the weight of the locally logistic regression?

I have a problem of how to decide the weight of the logistic regression. My model is as below. For the general logistic regression, we have the likelihood of the model: $L(\theta)=\prod_{i=1}^{m}P ( ...
0
votes
0answers
21 views

Regression discontinuity - optimal bandwidth choice

I have a very basic question. I would like to implement a nonparametric RD but I have a Poisson outcome variable. I would like to select the proper bandwidth and my question is about which method to ...
0
votes
0answers
16 views

Comparing changes in pre-post count results for two cohorts

Thanks in advance! I have a pre-post analysis Of cases and controls. The outcome variables of interest are emergency room visits and hospitalization visits - both rare occurrences with median = 0 ...
1
vote
1answer
26 views

Is there a non-parametric, two-way, continious data ANOVA for replicated repeated measures?

I have data of multiple factors. Let's call them: size (2 levels), geometry (2 levels) and time (242 levels but I can limit my focus to 3 levels, which are relevant). I also have a measure (dependent ...
5
votes
0answers
36 views

Non-uniform p-values from hoeffd function in Hmisc when data sets are independent

When using the function hoeffd in the CRAN package Hmisc I get unusual p-values for pairs of data sets that are independent. The function hoeffd is an implementation of Hoeffding's $D$ statistic. ...
1
vote
0answers
20 views

Hypothesis testing in non-parametric regression

Say I have two processes/time series, $X = (X_{t_{1}},X_{t_{2}},\dots , X_{t_{n}})$ and $Y = (Y_{t_{1}},Y_{t_{2}},\dots , Y_{t_{n}})$ observed at times $t_i$ for $i=1,2,\dots, n$ where $0 < t_1 <...
0
votes
1answer
25 views

Can Non Parametric Tests be used on large sample size data that is not normally distributed?

Non parametric tests work great with small sample size data. Now suppose I have a large sample size of 10 million samples that are not normally distributed. Will non parametric tests work in this case?...
0
votes
1answer
15 views

How to compare rigth skewed data with non-parametric test?! Which test is the right one

Hi im trying to compare cells size from multiple locations. I have 5 biopsy locations from 25 individuals = 125 single tissue biopsies. The cell size is aquired using digital image processing and one ...
0
votes
0answers
20 views

General way to construct a confidence interval for a unknown constant to which a sample estimator converges

Assuming that a sample estimator converges to some unknown constant (a wild assumption to be sure) and without assuming the distribution of either the sample estimator or the variables from which it ...
1
vote
2answers
45 views

Tests of normality - qq and Shapiro-Wilk

I am new to the world of stats... My data had a log normal distribution, so transformed by log to get it nearer normal distribution. This is real-world data. From here I want to establish if my data ...
0
votes
0answers
12 views

Goodness-of-fit test applied to tuples in sequences/samples, instead of raw data

High level problem: I have two sequences of data. The first one is the reference, the truth, the second is one which contains missed values (due to measurement errors). I want a test which can ...
0
votes
0answers
16 views

Sample size calculation for parametric test, with large effect expected, small numbers. Should I use parametric or non parametric tests?

I am trying to figure out what would be the best way to analyze data from a randomized double blind trial we conducted. We sought to find if two dosages of a drug were effective for a severe symptom ...
0
votes
0answers
6 views

is the PROCESS-test in statistics a parametric or non parametric test?

This might be a silly question. But my supervisor wants me to redo the analytical (spss) tests of my thesis, because my data is not normally distributed. I found that there is an alternative for the ...
0
votes
0answers
28 views

Determining differences between curves with the K-S test

I'm running an experiment where my treatments have a significant and highly sensitive effect of the distribution of a result. For example, if i alter a certain nutrient in a vegetable, the ...
4
votes
0answers
75 views

Estimating Spline curve by OLS. Is a good idea to fix the knots at Chebyshev sites?

I am writing my master's degree thesis on a novel method for fixing knots in an adaptive way and while reading the literature I've found many references to the so-called Chebyshev sites. This sites or ...
1
vote
0answers
13 views

What is a good test for whether a sample is drawn from a particular parametric family against a generalized alternative

Suppose I have some large number n of draws from a strictly positive distribution that I believe to be a member of a particular parametric distributional family. I use the draws to estimate the ...
0
votes
0answers
30 views

Derive the estimator for the integrated squared bias $\int \left(\operatorname{E}\hat{f} - f\right)^2 $

This problem is found in p. 77 of Wand & Jones' (1995) book. If you are familiar with nonparametric estimation you may skip this introduction. Suppose we want to minimize the integrated squared ...
0
votes
0answers
23 views

non-parametric tests for repeated observations

I am looking for an RM-ANOVA alternative that fits with non-normal data that may not satisfy sphericity assumption. My dataset: Through a mark and recapture study, I trapped turtles, and collected ...
1
vote
1answer
114 views

Credibility evaluation - how to model conditional continuous density from multiple variables of various types?

I recently got dataset for 37000 households with declared income and a few dozens of other variables of various types: continuous, discrete, binary. The task is to automatically (unsupervised) ...
1
vote
0answers
28 views

What test should one use when dealing with different treatments in plant clones?

In an experiment involving plant clones there are: 20+ treatments, 5 technical replicates for each treatment (plant clones in which the treatments were tested). Variable of interest is Biomass. Due ...
3
votes
0answers
24 views

Bounds for the expected value of the Kolmogorov-Smirnoff loss function

Let $$ \mathcal{F}=\{F:\mathbb{R}\longrightarrow\mathbb{R}: \text{$F$ is the CDF of some probability measure on $\mathbb{R}$}\}. $$ Consider the loss function, $L:\mathcal F\times\mathcal F\to\mathbb ...
0
votes
0answers
50 views

Using Mean Cumulative Function (Nelson-Aalen) to assess drug efficacy

I have a large medical retrospective longitudinal dataset of electronic health records. An individual is identified by an ID. A medical event or drug prescription event is identified using a code and ...
1
vote
0answers
48 views

Plot the exact density of a transformation of a distribution

I would like to compute (and plot) the exact density of the following distribution: $ X_i \sim exp(-Exponential(\lambda)) - 0.5 $ I already have the estimated density for this distribution, but I ...
2
votes
1answer
31 views

Covariance of An Empirical Distribution Function Evaluated at Different Points

The problem is extracted from All of Statistics (Exercise 7.5), Larry Wasserman. I don't have a solution manual to the book so I post here the problem together with my attempted answer: Let $x$ and $...
0
votes
1answer
43 views

Wilcoxon Test - non normality, non equal variances, sample size not the same

I know there are already a lot of posts out there, but I couldn't find this exact combination in any of them. Comparing two samples (Prices associated with men and with women), but I have neither the ...
1
vote
0answers
9 views

Definition of a 'design adaptive' fit?

When studying non-parametric regression, I've been told that local linear fitting is often better than local constant fitting at the job of estimating regression functions because local linear fitting ...
1
vote
1answer
47 views

Why errors are written additively in a regression model?

I was curious about: Why do we write errors (or disturbance term) $\varepsilon$ as a additive term in a regression model? To elaborate, whether we consider a paramteric or non-paramteric regression ...
0
votes
0answers
9 views

comparison of two independent data of same location using statistical test

I have elevation values of a geographical area with their lattitude and longitude, derived from two different satellites. How can I compare these data using some statiscal test?
1
vote
1answer
38 views

Need for assumption of continuity of the distribution

In non parametric Inference what is the need to make the assumption that the underlying distribution of the random variable under consideration is absolutely continuous?
1
vote
0answers
16 views

For what reasons should one use Bootstrap Testing when the sample size is large?

Bootstrap testing is great if we have a small sample size where the Central Limit Theorem does not apply. However, what are convincing reasons we should use Bootstrap if we do have a large sample size....
2
votes
0answers
28 views

Computing Wassertein Distance

For two probability measures $\mu$ and $\nu$, the Wassertein Distance is defined as $$W_p (\mu , \nu) = \left[ \inf\limits_{\gamma \in \Gamma} |x-y|^p \, d\gamma (x,y) \right] ^{\frac{1}{p}} \, , $$ ...
0
votes
0answers
33 views

Statistical test for binned proportion data in JMP / MATLAB

I have been trying to determine the proper statistical test for comparing binned proportional data between groups. My data set is individual subjects (4-5 per group) with 76-165 cells per individual. ...
1
vote
0answers
21 views

Pairwise non-parametric test?

I have 5 groups of patients (different sizes), for which I measured some property that is continuous but not normally distributed. I would like to compare every pair of groups in respect to this ...