Questions tagged [nonparametric]

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

2
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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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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
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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
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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
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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
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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
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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
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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 ...
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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
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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
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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,...
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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
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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
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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 ...
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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
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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
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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 ...
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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
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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
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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
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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
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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 ...
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0answers
18 views

The limit distribution of Wilcoxon signed rank statistic?

An alternative representation of the Wilcoxon signed rank statistic $V$ is $V=\sum_{i\le j}\mathbb{I}_{\{X_i+X_j>0\}}=\sum_i\mathbb{I}_{\{X_i>0\}}+\sum_{i<j}\mathbb{I}_{\{X_i+X_j>0\}}$ ...
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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
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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, ...
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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 ...
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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.
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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 ...
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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 ...
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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
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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 ...
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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 ...
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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
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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
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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? ...
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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
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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 ...
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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
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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 ...