Questions tagged [nonparametric]

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

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46 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 ...
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2answers
156 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 ...
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1answer
370 views

Is there a non-parametric, two-way, continuous 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 ...
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61 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. ...
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30 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 <...
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36 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?...
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1answer
34 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 ...
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43 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 ...
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2answers
403 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 ...
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15 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 ...
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65 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 ...
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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 ...
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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 ...
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45 views

non-parametric tests for repeated observations [duplicate]

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 ...
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1answer
129 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) ...
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29 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 ...
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29 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 ...
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105 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 ...
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1answer
356 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 $...
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1answer
232 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 ...
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10 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 ...
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1answer
84 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 ...
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11 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?
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75 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?
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20 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....
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37 views

Computing Wassertein Distance

For two probability measures $\mu$ and $\nu$, the Wassertein Distance is defined as $$W_p (\mu , \nu) = \left[ \inf\limits_{\gamma \in \Gamma} |x-y|^p \, d\gamma (x,y) \right] ^{\frac{1}{p}} \, , $$ ...
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61 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. ...
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43 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 ...
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1answer
53 views

I am confused as to which nonparametric procedure I should be performing on my data

My question reads: "A computer laboratory manager was interested in whether there was a difference in functioning time for three different branded battery packs for laptop. The manager took a random ...
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33 views

How can one verify distributional assumptions for testing procedures, if only one draw from each distribution is available

I am currently dealing with a situation in which the Wilcoxon signed rank test (WSRT) is a possible candidate to be applied to the data. So let`s say we have $n$ pairs of Random Variables $(X_i, Y_i)$ ...
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1answer
451 views

Construct piece-wise linear mixed effect models

I'm looking at the BMACS dataset(data(BMACS)), and is trying to construct a local constant fit without covariates using base functions B1(t) = 1 for t < 2, B2(t) = 1 for 2 <=t <4 and B3(t) = ...
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20 views

Imposing orders on distributions based on Wilcoxon test

I am trying to figure out part of a text I am reading about non parametric tests. In there it is stated that: The fact that the output of a rank test is driven by the probability that a value ...
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1answer
33 views

randomization/permutation test for mean > 0

I'd like to know if the following procedure is a valid way to test if the mean of a population is greater than zero, based on a random sample of observations: 1) Calculate the sample mean 2) On each ...
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1answer
199 views

How is an RNN (or any neural network) a parametric model?

I'm going through this paper A Multi-Horizon Quantile Recurrent Forecaster. The authors state that: 3.1. Loss Function In Quantile Regression, models are trained to minimize the total ...
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3answers
4k views

Why does the Kolmogorov-Smirnov test work?

In reading about the 2-sample KS test, I understand exactly what it is doing but I don't understand why it works. In other words, I can follow all the steps to compute the empirical distribution ...
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13 views

Find joint distribution for two different cases Kruskal Wallis

I'm a bit stuck with my homework in a subject called "Non-parametric Statistics". The task is related to Kruskal-Wallis test. The task is as follows: Let's look at the comparison of 3 independent ...
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29 views

Non-linear regression. Obtain B.spline coefficients using Fourier Transform?

I came up with a idea to estimate the coefficients of a B-spline fit by using the Fourier Transform but I don't know if it makes any sense to estimate them in this way. Given that $$s(x)=\sum_kc(k)\...
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31 views

Test for occurrences of pairs from samples with different distributions?

I have two collections of data, A and B, each containing a large number of 10-digit binary strings. For instance, an element of A could be a=1011001111, and an element of B could be b=1001010000. I ...
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1answer
303 views

Estimating conditional probability with many samples

I am confused about the estimation of conditional probabilities. Suppose I want to predict a binary outcome variable $Y = 0,1$ given $n$ categorical features $X = (X_1, \ldots, X_n)$, i.e. to ...
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222 views

Is it okay to use non-parametric tests on normalized data?

I'm doing experiments with 3 conditions: A, B, and C. I have done the experiment 3 times, so each condition gets 3 values for a total of 9 values. Each value is actually an average of 5 measurements. ...
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54 views

Alternatives to logistic regression when dataset can't meet 10 events per predictor variable

I have a dataset with a binary outcome I'd like to model, but have many more parameters than events, probably ~100 categorical parameters to test, in a dataset with 20 events in ~600 observations. As ...
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1answer
177 views

Meta analysis Cliff's delta

Cliff's delta is an effect size typically recommended whenever the normality and homogeneity assumption do not hold---and thus, Cohen's d cannot be used. However, I cannot see any reference ...
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2answers
96 views

Suppose is is stated that $X_i \sim \mathcal{P}_X$ is a non-parametric model. What does this actually imply?

I read in a book that sometimes one can specify a non-parametric model. It stated that: $X_i \sim \mathcal{P}_X$ for $i = \{1, \ldots, n\}$ was a non-parametric model. My understanding of a non-...
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23 views

Alternative test to paired t-test? [duplicate]

I need to compare data from paired groups, but my distributions are non-normal, and my sample size is small. Are there any tests I could apply? I've been looking into non-parametric alternatives like ...
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2answers
2k views

What will happen if I use a nonparametric test with normally distributed data?

I was asked if a type I error in the Shapiro-Wilk test would impact the main analysis and if the wrong test was used if it would matter or not if my data was normally distributed...
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233 views

How to prove variance of Spearman's Rho

How does one derive the variance of Spearman's Rho? The result is $\frac{1}{n-1}$. I simplified the formula into the last line shown in the picture but how does one proceed from then? ($R(X_i)$ and $R(...
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1answer
22 views

compareGroups p.overall missing p-value

I was doing a non-parametric test across multiple groups in compareGroups. What is strange is my p-overall is missing after showing <.01 before. AND the distribution of the data in the clusters ...
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35 views

Prove the relation between two distribution functions

I have been given a homework in a subject called "Non-Parametric Statistics" and I'm a bit stuck with it. I would be very thankful if you could give me any advice or help, which would lead to a ...
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0answers
34 views

Example of an non-symmetrical Wilcoxon Rank Sum test statistic value

I have been given a homework in a subject called "Non-Parametric Statistics" and I'm a bit stuck with it. I would be very thankful if you could give me any advice or help, which would lead to a ...
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0answers
46 views

Possible questions on testing on hypothesis in A/B testing for a position of a data scientist (EDITED)

What are some possible machine learning and statistics questions on the subject of A/B testing for a position of a data scientist in Ad Tech industry working in retargeting? I'm interviewing for such ...

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