Questions tagged [nonparametric]
Procedures that rely on relatively few assumptions about underlying probability distributions.
2
votes
1answer
11 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.
3
votes
4answers
79 views
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 ...
0
votes
1answer
30 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, ...
1
vote
0answers
34 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 ...
1
vote
1answer
33 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 ...
0
votes
0answers
13 views
Hypothesis test of distributions from two biased samples using NPMLEs
Suppose $X_1, ..., X_n$ is a biased sample (bias mechanism known) from distribution function $F_1$ and suppose $Y_1, ..., Y_m$ is another set of observations sampled in a differently known biased ...
1
vote
1answer
46 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:
$f(...
0
votes
0answers
19 views
Bias of ROC curve
I am trying to use ROC curve with nonparmetric technique ($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)}{...
3
votes
1answer
35 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:
...
-1
votes
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 ...
0
votes
0answers
8 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 (...
0
votes
1answer
14 views
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. ...
2
votes
1answer
32 views
When to use non-parametric regression such as kernel, generalized additive model, spline, and polynomial?
I understand that kernel regression is a form of non-linear/non-parametric regression. However, I know you can also use generalized additive models for non-linear regression, as well as polynomials ...
0
votes
1answer
52 views
Parametric or non parametric test
I want to compare trends of R&D expenditures before and after a crisis. I was planning to use a paired T-test or a non-parametric alternative. But, before of that, I tested the data for normality. ...
1
vote
0answers
9 views
Comparison between series of two continuous monitor sampling the same parameter
Object: understand if the series collected by two dirrerent continuous samplers on the same sample are equivalent.
General description: I have two different continuous monitors, determinating the ...
1
vote
0answers
28 views
What kind of kernel is used by statsmodels.nonparametric.kernel_regression.KernelReg?
I am doing multivariate nonparametric kernel regression using the Python function as mentioned in the title. The documentation can be found here:
https://www.statsmodels.org/stable/generated/...
2
votes
1answer
35 views
Why does “ smooth term” have “parametric” effect?
I read a blog about Generalized Additive Model (GAM). In this blog, the author used summary(gam1), then some information is printed:
...
3
votes
1answer
40 views
Is my interpretation for Wilcoxon Signed Rank test correct?
I ran a wilcoxon signed rank test on paired samples where the outcome variable was a test score. The samples were paired by as siblings (younger and older sibling). I have a problem interpreting the ...
0
votes
0answers
34 views
Gaussian Processes: advice on proper optimization settings for simple model?
I am trying my hand at Gaussian Processes with GPflow (basically using this basic example as my guide), and am experiencing difficulties fitting some basic periodic data which I generated.
My code:
<...
3
votes
1answer
69 views
How could I find the prediction interval of a future observation given the present dataset?
I am given a dataset from an unknown distribution and asked to find the 99% approximate prediction confidence interval for the future observation.
I'm afraid I do not understand what making ...
3
votes
1answer
32 views
How could I estimate the quantiles of an unknown CDF?
I have been given with a set of data, which is supposedly come from an unknown distribution F. And I am asked to propose a suitable parametric or nonmparametric estimator for quantiles q(α) =F⁻¹(α) ...
3
votes
0answers
48 views
Best Test For Generalized/Nonparametric Behrens-Fisher Problem
First, because there seems to be a confusion of what the generalized Behrens-Fisher problem is a description adapted from [1].
We have $X_1,\ldots,X_m$ i.i.d. from distribution $P$ and $Y_1,\ldots,...
0
votes
0answers
13 views
How does variation in the effect size affects power?
Effect size
The effect size affect the power of a statistical test. We typically summarizes the magnitude of the effect of a variable as a single number (which we call the effect size). To my ...
0
votes
1answer
37 views
Non-normal distribution and heterogenous variances
I have a data set in which I measured a continuous variable (positive, continuous data) in response to different treatments(15 different pathogens) and I am unsure how to statistically analyse the ...
1
vote
2answers
64 views
Papers About Permutation Version of Welch's t-test
Permutation tests seem to provide a promising alternative for the unpaired t-test, requiring fewer assumptions. However, the core assumption of the permutation test, exchangeability, implies ...
0
votes
0answers
8 views
Kernel Density Estimation for non-parametric
I'm writing an R function to get the fitted values of the kernel density estimate. For that I use the computational formula of summation of {n-1 h-1 K{(x - Xi)/h}} where n is the number of ...
2
votes
1answer
70 views
Appropriateness of nonparametric bootstrap methods to assess difference between two groups [closed]
This question is motivated by the discussion of this earlier question.
I have two samples $X$ and $Y$, where both samples have $n$ elements. Both samples represent optimal solutions returned from two ...
3
votes
1answer
61 views
How to calculate log-rank test statistic
Depending on which statistics text you read you will get 2 different formulations of the log-rank test statistic. In some texts you will see it specified as:
$$
\frac{(O-E)^2}{E}
$$
Example 1
Whilst ...
0
votes
0answers
15 views
Group comparison for bivariate distributions
For two groups A and B that consist of n and m individual samples. Each individual sample has a unique 2-dimensional joint probability density functions (PDFs)of two variables. These PDFs are ...
0
votes
1answer
19 views
Chi-Square 2x2 Contingency vs z-test for two proportions: parametric or non-parametric?
Chi-Square Test
I think it is generally agreed upon that the Chi-square test (specifically, the chi-square test for a 2-by-2 contingency table) is a non-parametric test. (Though there is the ...
1
vote
1answer
37 views
Wilcoxon-Mann-Whitney test for two independent samples
This is my first question on this side, so please don't mind if not everything is correct :)
I'm currently trying to understand the Wilcoxon-Rank-Test/Mann-Whitney-Wilcoxon Test, but it got me kind ...
0
votes
0answers
3 views
Testing participants responses to different types of service provision
I have a group of survey participants who have rated their experience of three different types of service provider (health, charity, local government). The scale runs from never to always. Under each ...
0
votes
0answers
28 views
r - How to use Aligned Rank Transformed ANOVA for 2x2 non-normal data?
I'm a complete novice to stats and r so kindly bear with me.
I'm testing to see if the moisture content in two plants (p and s) is affected by heat (cold and warm). The 2x2 factorial data mandates a ...
0
votes
0answers
18 views
The limit distribution of Wilcoxon signed rank statistic?
An alternative representation of the Wilcoxon signed rank statistic $V$ is
$V=\sum_{i\le j}\mathbb{I}_{\{X_i+X_j>0\}}=\sum_i\mathbb{I}_{\{X_i>0\}}+\sum_{i<j}\mathbb{I}_{\{X_i+X_j>0\}}$
...
1
vote
0answers
19 views
Fitting distributions using the dispersion of Z-scores
I work for a medical testing company and I've inherited some legacy code written by someone who has since left. I understand the reasoning behind most of what is there, but the final step is something ...
1
vote
1answer
32 views
Are there any non parametric tests to check for Pareto data?
I'm in search of a non parametric test to check whether my data are Pareto distributed, but I couldn't find a proper reference for it. I'm using R to simulate these so if there's any R in built test, ...
1
vote
0answers
18 views
Why is “consistent nearest neighbour” Non-parametric? [duplicate]
Definition of "Consistent nearest neighbour", runs our usual KNN classifier
but instead of viewing k as a hyper-parameter it always sets k = ceil[log(n)].
So far, I looked-up many references and ...
0
votes
0answers
5 views
How is the equation for minimum sample size when using maximum and minimum sample values for nonparametric two-sided tolerance interval derived?
So the equation in question is
$1-\alpha = 1-np^{(n-1)}+(n-1)p^n$
I have seen it in multiple textbooks but none of them shows how it's derived.
1
vote
0answers
11 views
Measuring equivalence/reliability (ICC and consorts)
For a reliability study I’m administering patient reported outcomes (questionnaires) with 2 modes of administration (on paper and via an electronic device). I’d like to measure equivalence/reliability ...
1
vote
0answers
6 views
Parametric estimator for straightforward interval-censored data
$X_i$ is iid from some distribution, such as $N(\mu, \sigma^2)$. All I want is to estimate the parameters of the distribution. However, I don't observe $x_i$, instead, I observe $(a_i, b_i)$ such that ...
0
votes
0answers
16 views
Confused about the statistical tests to choose or any transformation to apply
I am new to the stackexchange, so please forgive me for my editing ignorance. I am confused and stuck about how to proceed further with my data. I have the following data
...
0
votes
0answers
28 views
Kolmogorov–Smirnov test on text data
The Kolmogorov–Smirnov test a very efficient way to determine if two samples are significantly different from each other or whether the CDF between two different samples fit each other. This can be ...
1
vote
0answers
29 views
Rank non-normally distributed sets of integers: long read sequencing and phase blocks
I have about 20 arrays of empirical integer values, which are each not normally distributed, with long tails. I am looking for a 'sane and sound' metric on how to sort these distributions, "with ...
1
vote
0answers
10 views
Analysis for a Within-Subjects Design with Ordinal IV and Continuous DV
I have a set of non-normal data I'm trying to analyse but am worried I'm violating the assumptions of my chosen test. I have a 18-trial within subjects experimental design. Participants received an ...
0
votes
1answer
60 views
I need to use a Wilcox Sign Rank test with unequal sample sizes
I'm analyzing a before and after treatment of farm fields based on runoff from rainfall events. Over 6 different farm fields there were 136 water samples from before the treatment was installed and ...
1
vote
1answer
47 views
Expectation of a square of a sum
Let $X_1,\cdots,X_n$ be i.i.d. random variables with density $f$ and let $\hat{f}$ be an estimator of $f$.
Is the following inequality direct from the standard properties of expectation and sup-norm?
...
0
votes
0answers
32 views
Non-parametric estimation
This is some sort of an initial question may be I'm asking which may not have a fixed, straightforward answer. But this is very unclear to me. I have come up with some parameter estimation methods for ...
0
votes
1answer
30 views
non-parametric alternatives to anova
Hello I am doing some stats on some research I did and was having trouble picking the correct statistical tests to use.
The question I am trying to answer is, I have two cell types (I, II) and two ...
0
votes
0answers
10 views
Predictors significance and interpretation in kernel methods (and Gaussian processes models)
Assuming one would want to evaluate the "significance" of features in non parametric model as GP (regression).
Opposed to (linear) SVM or LDA, in which one would be able to somehow "interpret" the ...
3
votes
0answers
119 views
Parametric vs non-parametric machine learning methods [duplicate]
I looked-up many references and websites and researched on how to determine if a method is between parametric or non-parametric. I came up with below definitions,
A parametric algorithm has a fixed ...
