NON-PARAMETRIC METHODS IN ANALYSIS OF EXPERIMENTAL DATA

Size: px
Start display at page:

Download "NON-PARAMETRIC METHODS IN ANALYSIS OF EXPERIMENTAL DATA"

Transcription

1 NON-PARAMETRIC METHODS IN ANALYSIS OF EXPERIMENTAL DATA Rajender Parsad I.A.S.R.I., Library Aenue, New Delhi 0 0. Introduction In conentional setup the analysis of experimental data is based on the assumptions like normality, independence and constant ariance of the obserations. Howeer, there may arise experimental situations where these assumptions, particularly the assumption of normality, may not be satisfied. In such situations non-parametric test procedures may become quite useful. A lot of attention is being made to deelop non-parametric tests for analysis of experimental data. Most of these non-parametric test procedures are based on rank statistic. The rank statistic has been used in deelopment of these tests as the statistic based on ranks is. distribution free. easy to calculate and 3. simple to explain and understand. The another reason of use of the rank statistic is due to the well known result that the aerage rank approaches normality quickly as n (number of obserations) increases, under the rather general conditions, while the same might not be true for the original data {see e.g. Conoer and Iman (976)}. The non-parametric test procedures aailable in literature coer completely randomized designs, randomized complete block designs, balanced incomplete block designs, design for bioassays, split plot designs, cross-oer designs and so on. For excellent and elaborate discussions on non-parametric tests in the analysis of experimental data, one may refer to Sen (996), Deshpande, Gore and Shanubhogue (995) and Hollander and Wolfe (999). In the present talk we shall concentrate on the non-parametric test procedure for analysis of one-way and two-way classified data. Some of these procedures are:. Kruskal-Wallis Test. Friedman Test 3. Durbin Test 4. Skillings and Mack Test 5. Gore test for Multiple Obserations per Plot In the sequel we describe each of these tests in brief.. Non-parametric Procedures for the Analysis of Experimental Data In this section, we shall describe the non-parametric tests for analysis of experimental data generated through completely randomized designs (CRD) and block designs. We begin with the test procedure for the experimental data generated through CRD

2 .. Kruskal Wallis Test This is used for testing the equality of seeral independent samples. Hence, this test is quite useful for the analysis of experimental data generated through a completely randomized design. Consider that there are treatments and i th treatment is replicated r i times; i =,,,, such that N = r i. The data generated through CRD can be represented by usual one-way classified linear model as y ij = µ + τ i + ij i =,,, ; j =,,, r i. where y ij is the yield or response of j th replication of i th treatment, µ is the general mean, τ i is the i th treatment effect, ij is the error due to i th treatment and j th obseration. The experimenter is interested to test the equality of treatments effects against the alternatie that at least two of the treatments effects are not equal. In other words, we want to test the null hypothesis H 0 : τ = τ = τ 3 = = τ =τ (say) against the alternatie H : at least two of the τ i s are different. To test the aboe null hypothesis using the Kruskal-Wallis Statistic, we rank all N obserations by giing rank to smallest obseration and N to largest obseration. Once this is done, we obtain the sum and aerage of the ranks of the obserations pertaining to each of the treatments. Now, if the treatment effects are equal, then the aerage ranks expected to be same, the differences if any, are due to sampling fluctuations. The Kruskal-Wallis statistic is based on the assessment of the differences among the aerage ranks. This may be explained as below: Let R ij be the rank of y ij ; i =,, 3,, ; j =,,, r i and R i = ranks of the obserations pertaining to the i th treatment) and i i r i R ij j= i ( the sum of the R = R / r (the aerage of the ranks of the obserations pertaining to the i th treatment). Let R is the mean of the all Kruskal-Wallis statistic is, then, gien by T = N ri ( N + ) ( R R ) R i N + T = ri N( N + ) ri i R i. The = Ri N( N + ) ri 3( N + ) The method of determining the significance of the obsered alues of T depends on the number of treatments () and their replications (r i ). The Null Distribution (distribution under 680

3 null hypothesis) of T for =3 and r i 5 is extensiely tabulated and aailable in seeral texts. For a ready reference, the Table has been included in the Appendix-I of the present text. In other cases, under null hypothesis, T may be approximated by the χ with (-) degree of freedom. Remark.: When ties occur between two or more obserations, each obseration is gien the mean of ranks for which it is tied. The T-statistic after correcting the effect of ties is computed by using following formula T = N( N + ) g ( ts s= 3 R i 3( N + ) r i 3 ts ) /( N N ) where g is number of treatments of different tied ranks, t s is the number of tied ranks in the s th treatment with tied ranks. The effect of correcting for ties is to increase the alue of T and thus to make the result more significant than it would hae been had no correction been made. Therefore, if one is able to reject null hypothesis without making the correction, one will be able to reject H 0 at an een more stringent leel of significance if the correction is used. The Kruskal-Wallis statistic may be deried by taking the help of Mann - Whitney Wilcoxon test for two independent sample that correspond to treatments that are replicated r and r times respectiely. Some steps of the deriation are listed as below: Suppose,, y,,,,, y,, y y 3 y y r y 3 y be two random samples of size r r and r respectiely such that r +r = N. Let us order the combined sample from smallest (rank ) to largest (rank r +r ) and let R( y ) = rank of y in the combined sample, k =,,, r. k k Then R( yk ) r+r for k =,,, r. Under H 0 we expect the r ranks of the y s namely R( ), R( ),, R( y ) to be randomly spread out among the ranks,,, r+r. y y r The test based on the rank sum statistic r T = R( yk ) k= Now we assumed that the sample with fewer obserations is the first sample (y ) so that r r. Next note that the least alue of y corresponds to the ranks,,, r and the maximum alue corresponds to ranks +, +,, + r. It follows that r r r 68

4 r r ( r + ) r ( r + r + ) y ( r + l ) = l= Finally, under H 0 : T has a symmetric distribution about its mean r ( r + r +)/. It follow that a left tail cumulatie probability equals the corresponding right tail cumulatie probability. For larger alue of r or r we use the fact that r ( r + r + ) E(T ) = and Then for large r + r, we know that rr ( r + r Var(T ) = + ) Z = R r ( r r r ( r + r + r + ) / + ) / has approximately a standard normal distribution, so that Z r ( r + r + ) = R rr ( r r ) + + r R r r + = + r ( r + r + ) r has approximately a χ with one degree of freedom. The first thing to note is that since R = [N(N+)]/ R, then after simplification we can write R + N + R + N Z = r r N( N + ) r r after generalization this equation in term of ( > ) treatments assuming that i th treatment is replicated r i times such that aboe. r i = N ~ χ ( ) then we get T statistic gien which is mentioned Pair-wise Comparisons If the Kruskal-Wallis test rejects the null hypothesis of equality of treatment effects, it indicates that at least two of the treatment effects are unequal. It does not tell the researcher which one are different from each other. Therefore, a test procedure for making pair wise comparisons is needed. For this, the null hypothesis H 0 : τ i = τ i against H : τ i τ i i i =,,..., can be tested at α % leel of significance by using the inequality 68

5 N( N + ) Ri Ri' z p i,i',i i' =, + ri r i',..., where p = α/(-) and z p is the quantile of order -p under the standard normal distribution. From the aboe, we can say that the least significant difference between the treatments i and i is c ii' = z Therefore, if p N( N + ) ri R > + r i' i Ri' cii' then the difference between i and i' treatment effects is considered significant at α% leel of significance. The aboe procedure is illustrated with the help of following example. Example.: An experiment was conducted with animals to determine if the four different feeds hae the same distribution of Weight gains on experimental animals. The feeds, 3 and 4 were gien to 5 randomly selected animals and feed was gien to 6 randomly selected animals. The data obtained is presented in the following table. Feeds Weight gains (kg) We use Kruskal-Wallis test to analyze the aboe data. We arrange the data in ascending order and gie the ranks to to the obserations. The ranks are then arranged feed wise as gien below: Feeds Ranks of Weight gains Sum of ranks (R i ) Aerage of Ranks Then the Kruskal-Wallis test statistic is obtained as: T (9 ) = * 5 (77 ) + 6 ( 90 ) + 5 ( 45 ) + 5 3* = = 4.4 The tabulated alue of χ at 3 degree of freedom at 5% leel of significance is 7.85 and the calculated alue is 4.4 so we infer that feed effects are differing significantly. 683

6 Pair-wise Comparisons for the feeds Here r = r 3 = r 4 = 5; r = 6, N =, = 4, and (-) =. Let α = 0.05 then p = 0.5/6 = For this alue of p, z p =.6. We can compute c ii as * c = c3 = c4 =.6 + = * c3 = c4 = c34 =.6 + = Thus R R = 9.03; R R3 = 4.; R R4 = 5.; R R3 = 5.7; R R4 = 3.83; R3 R4 = 9. Here we see that R R3 > c 3 so the effect of feeds and 3 are significantly different at 5% of leel of significance while all other pairs of feeds effects do not differ significantly.. Friedman test The Kruskal-Wallis test is useful for the data generated through completely randomized designs. A completely randomized design is used when experimental units are homogeneous in a block. Howeer, there do occur experimental situations where one can find a factor (called nuisance factor), which, though not of interest to the experimenter, does contribute significantly to the ariability in the experimental material. Various leels of this factor are used for blocking. For the experimental situations where there is only one nuisance factor, the block designs are being used. The simplest and most commonly used block design by the agricultural research workers is a randomized complete block (RCB) design. The problem of non-normality of data may also occur in RCB design as well. Friedman test is useful for such situations (see Friedman, 937). Let there are treatments that are arranged in N = b experimental units arranged in b blocks of size each. Each treatment appears exactly once in each block. The data generated through a RCB design can analyzed by the following linear model y ij = µ + τ i + β j + ij, i =,,, ; j =,,, b. where y ij is the yield (response) of the i th experimental unit receiing the treatment in j th block. τ i is the effect due to i th treatment. β j is the effect of j th block. ij is random error in response. Now we are interested to test the equality of treatment effect. In other words, we want to test the null hypothesis H 0 : τ = τ = τ 3 = = τ =τ (say) against the alternatie H : at least two of the τ i s are different. For using Friedman test, we proceed as follows. Arrange the obserations in rows (treatments) and b columns (blocks). The obserations in the different rows are independent and those in different columns are dependent. Rank all the obserations in a column (block) i.e. ranks are assigned separately for each block. Let R ij be the rank of the obseration pertaining to i th treatment in the j th block. Then R ij. As the ranking has been done within blocks from to, therefore sum of ranks in j th block is 684

7 R j = R ij ( + ) = and treatment is R i = R ij. b j= + R j = and the ariance is. Sum of ranks for each If the treatment effects are all the same then we expect each R i to be equal b(+)/, that is, under H 0, b( + ) b( + ) Ε ( Ri ) = =. The sum of squared deiations of R i s from E(R i ) is, therefore, a measure of the differences in the treatment effects. Let S = b( + ) Ri The Friedman test statistic is then defined as T S b( + ) = = Ri b( + ) b( + ) = Ri 3b( + ) χ b( + ) ( ) The method of determining the probability of occurrence when H 0 is true of an obsered alues of T depends upon the sizes of and b. For small alues of b and, the null distribution of T has been tabulated. For a ready reference, the table has been included in Appendix-II. For large b and, the associated probability may be approximated by the χ distribution with - degrees of freedom. Remark.: When there are ties among the ranks for any gien block, the statistics T must be corrected to account for changes in the sampling distribution. So if ties occur then we use following statistic Ri 3b ( + ) T = χ (-) b g j 3 b t js j= s= b( + ) + ( ) 685

8 where g j is the number of sets of tied ranks in the j th block and t js is the size of the j th set of tied ranks in the i th block. Pair-wise Comparisons When the Friedman test rejects the null hypothesis that the all treatment effects are not the same, it is of interest to identify significant difference between the paired treatments. Therefore, a test procedure for making pair wise comparisons is needed. The null hypothesis H 0 : τ i = τ i against H : τ i τ i i i =,,..., can be tested at α % leel of significance using the inequality. b( + ) Ri Ri' z p for all i,i' =,,...,,i i' 6 where p = α/(-) and z p is the quantile of order -p under the standard normal distribution. From the aboe, we can say that the least significant difference between the treatments i and i is b( + ) c = z p 6 If R i Ri' > c then the difference between treatment i and i' are considered as significantly different at α% leel of significance. The aboe procedure is illustrated with the help of following example: Example.: An animal feeding experiment inoling 8 different rations was laid out in a RCB design using 4 animals in 3 groups of size 8 each. The grouping was done on the basis of initial body weight. Block Rations Now first we check the normality of obserations. For testing the normality of obseration we use the Shapiro-Wilk Test and Kolmogoro-Smirno test. Here H 0 : Obserations come from normal population against H : Obserations do not come from normal population. Kolmogoro-Smirno Shapiro-Wilk Statistic df Sig. Statistic df Sig. Residual

9 We can see that the obserations are non-normal at 5% leel of significance. Now we use usual method of ANOVA. We get Sum of Source DF Squares Mean Square F Value Pr > F Replication Treatment Error Total From this analysis we can see that treatments are significantly different at 0% leel of significance. Now we use the Friedman Test for analysis of same data. We rank the data within each block then we get Block Sum of ranks Rations 3 (R i ) Here b = 3 and = 8, so the Friedman statistic is T = 3* 8( 8 + ) = 94-8 = 3 [( ) + ( 8 ) + ( ) + (9 ) + (9 ) + () + (6 ) + () ] 3* 3* 9 The tabulated alue of χ at 7 degree of Freedom is.0 and the calculated alue is 3. So the rations are significantly different at 0% leel of significance. Probability greater than χ is Pair-wise Comparisons Here b =3, = 8 and (-) = 56. Let α = 0. then p = 0./56 = z p =.. Then we calculate 3* 8( 8 + ) c =. =

10 So the critical difference of rank sum is.6, if R i R i' >.6 the treatment i and i' is significantly different. For example R R 3 = 4 is more than.6, so we conclude that it is significantly different at 0% leel of significance..3 Durbin s Test In the section., we hae discussed the non-parametric analysis of experimental data of a RCB design. In a RCB design, the number of experimental units required in each block are same as the number of treatments. Howeer, when the number of treatments increase, the blocks become large and it is not possible to maintain homogeneity with blocks. If an experimenter persists with a RCB design it results into large intra block ariances and hence reduced precision on treatment comparisons. To circument this problem, recourse is made incomplete block designs. Many a times an experimenter may hae to use incomplete block designs because of the nature of experimental units. The simplest of the incomplete block designs are balanced incomplete block (BIB) design. This standard notations for describing a BIB design is gien below: = the number of treatments b = the number of blocks r = number of replications of each treatment k = number of experimental units per block (k<) λ= the number of blocks in which a gien treatment pair occurs together The model of a BIB design is same as gien in section.. For a non-normal data situation pertaining to a BIB design, Durbin (95) proposed a test statistic. We want to test the equality of the treatment effects i. e. the null hypothesis H 0 : τ = τ = τ 3 = = τ =τ (say) against the alternatie H : at least two of the τ i s are different. To test the aboe hypothesis, rank the obserations y ij from to k within a block. Let R ij be the rank of y ij. Then following the lines of Friedman test, Durbin test statistic is gien by T = r( k ( ) r( k + ) Ri )( k + ) ( ) 3r( )( k + ) Ri ~ k )( k + ) ( k ) = χ r( ( ) The test rejects H 0 if T is more than the cut-off point. The cut off point is obtained by referring to the chi-square distribution with (-) degree of freedom. The exact test can be obtained by rejecting H 0 when T m α, where some alues of m α are gien in Skillings and Mack (98). Pair-wise Comparisons When the Durbin test rejects the null hypothesis that the all treatment effects are not the same, it is of interest to identify significantly different treatments. Therefore, a test procedure 688

11 for making pair wise comparisons is needed. The null hypothesis H : i τ i H 0 : i = τ i τ i i =,,..., can be tested at α % leel of significance using the r( k + )( k ) Ri Ri' z p i i',i,i' =,,..., 6( ) τ against where p = α/(-) and z p is the quantile of order -p under the standard normal distribution. From the aboe, we can say that the least significant difference between the treatments i and i is r( k + )( k ) c = z p 6( ) If R i Ri' > c then the difference between treatments i and i' is considered significant at α s leel of significance. The aboe procedure is illustrated with the help of following example: Example.3: In an experiment to compare palatability of four arieties of rice (cooked), four judges were asked to rank three arieties each. The results are as follows. Rice Judges Sum of Variety 3 4 ranks (R i ) Now we the use the Durbin test ( 4 ) T = 3* 4 * ( 3 )( 3 + ) [( 4 6) + ( 6 6) + ( 5 6) + ( 9 6) ] = 5.5 The tabulated alue of χ at 3 degree of Freedom is 7.85 and the calculated alue is 5.5 so the treatments are not significantly different at 5 % leel of significance. Here the probability greater than χ is Skillings and Mack Test In some of the experimental situations, the use of a BIB design may not be feasible. One may hae to use a partially balanced incomplete block (PBIB) design. In some of the experimental situations een a non-proper block design may be useful. Skillings and Mack (98) proposed a Friedman-type test statistic i. e. useful for any binary block design. Let (, b, r, k) represents a binary block design in which treatments arranged in b blocks such that j th block contains k j distinct treatments and i th treatment is replicated r i times; i =,,,, j =,,, b. For the analysis of experimental data generated through a binary block designs, 689

12 we make use of statistic gien by Skillings and Mack (98). To compute the test statistic, we find adjusted treatment sums for ranked data. For this we proceed as follows:. Within each block, rank the obserations from to k j, where k j is the number of treatment present in j th block.. Let R ij be the rank of y ij if the obseration is present; otherwise, let R ij = (k j +)/ 3. Compute an adjusted treatment sum for the i th treatment, namely A b = / [ /( k + ) ] [ R ( k ) / ] i j ij j + j= Let matrix, which is the coariance matrix of the random ector A' = (A,, A ). The coariance structure of the R ij s is well known and in this case only minor modifications are required because of missing cells. In block j, under H 0 : τ = τ = τ 3 = = τ = τ (say), we hae ( k j + )( k j ) / if treatment i is present in block j Var( Rij ) =, 0,otherwise ( k j + ) / If j = j', i i' nij = and ntj' = Co( Rij,Ri' j' ) =, 0,otherwise where n ij is the number of times treatment i appears in block j. Thus and Var( A b i ) = ( k j )nij, j= Co( A b i, Ai' ) = nij nii', j= i =,,, i i' where n ij equals one if treatment i appear in block j and equal to zero otherwise. By defining λ it to be the number of blocks containing obserations for both treatments i and i'. It can be seen by inspection that under H 0 the ((σ ii' )) can be rewritten as and σ ii' = -λ ii', i i' σ ii = i' = i' i λ ii' = i' = i' i σ ii', i =,,,. Thus the elements of are simple to obtain. The off-diagonal elements are (-λ ii' ), and the diagonal elements are the negatie of the sum of off-diagonal elements in that row. We note that the coariance matrix is singular, because the sum of the rows (columns) is always zero. In any connected block design, the rank of will be -. The test statistic we now propose is of the form T =A' - A 690

13 where - is a generalized inerse of. T follows an approximate χ -distribution with d.f. as the rank of. The aboe procedure is illustrated with the help of following example: Example.4: An engineer is studying the mileage performance characteristics of 4 types of gasoline addities. In the road test he wishes to use cars as block (9). The results are as follows. Gasoline Car (Block) Addities A B C D Now we rank the data within each block. If obseration is not present then we use R ij = (k j +)/. We get Gasoline Car ( Block) Addities A.5* B * C 3 3 D *.5* 4 3 * Represents missing obseration rank. Now we calculate adjusted treatment sums (A i ) as Block Adjusted Treatment Sum (A i ) A B C D So, A i = ( )' The coariance matrix is obtained by counting the number of times treatment pair occur together. 69

14 7 7 = And Generalized inerse - is = Now, T = A' - A = [ ] = The tabulated alue of χ at 3 degree of Freedom is 7.85 and the calculated alue is So the treatments are significantly different at 5 % leel of significance. Here the probability greater than χ is The statistic is quite general and the commonly used Friedman test statistic and Durbin test statistic discussed in Section. and.3 respectiely are the particular cases of this test. For example, in a RCB designs all n ij =, all λ ii' = b and k j =, therefore, for a RCB design = b(i - ') and A i = Substituting, these in T, we get T = ( b ) Ai T = Ri 3b( + ) b( + ) / b + Rij + j= Now in case of a BIB design, all blocks hae k< obserations and the number of blocks in which any pair of treatments occur together is, λ. Therefore, for a BIB design = (r(k- )+λ)i-λ '. T statistic is reduces to. 69

15 T T = ( λ ) Ai ( ) 3r( )( k + ) = Ri r( k )( k + ) k Since λ(-) = r(k-).5 Gore test for Multiple Obserations per Plot The test discussed aboe can also be used for general block design where only one obseration per plot is aailable. Howeer sometime more than one obserations are aailable from each cell. The appropriate model for such situation is y ijk = µ + τ i + β j + ijk, i =, ;, ; j =,,, b; k =,,, n ij. where y ijk is the k th obseration in the (i, j) th cell, n is the number of obserations in the (i, j) th cell, that is the number of experimental units receiing i th treatment and i th block. ijk are independent errors that follow a continuous distribution with a zero median. We are interested to test the equality of the treatment effect i.e. H 0 : τ = τ = τ 3 = = τ = τ (say) against an alternatie hypothesis that at least two of the τ i s are different. b Now, suppose N = nij, the total number of obserations and i j nij pij =, N pij q ij =, qi. = qij, b j * q.. = q i i. Consider a pair of plots (i, j) and (i, j). They are in the same column j. We can form n ij.n i j pairs of obserations by taking one obseration from each of these cells. Suppose u i,i,j is the proportion of these pairs, such that the obseration from plot (i,j) is larger of two. Then define b u i = ui'ij i' j= Using these, the test statistic is N * T = ( ui ( )b / ) / qi. ( ui ( )b / ) / q i. / q.. The test rejects H 0 if T is greater than the upper cut off point of the chi-square distribution with ( -) degree of freedom. The aboe procedure is illustrated with the help of following example: Example.5: The following table gies the number of days to maturity for three arieties of a cereal crop grown in two soil conditions. 693

16 Soil type Variety Light Heay A 30, 5, 3, 4 7, 5, 39 B 08, 4, 4, 06 9,, 0 C 55, 46, 5, 65 97, 08 In this data set n = 4, n = 3, n = 4, n = 3, n 3 = 4, n 3 =. and = 3, b =, N = 0, Now Then p = p = p 3 = 4/0 = 0.; p = p = 3/0 = 0.5; p 3 = /0 = 0. q = q = q 3 = /0.0 = 5; q = q = /0.5 = 6.67; q 3 = /0. =0 q. = =.67; q. = =.67; q 3. = 5+0=5 q.. = + + = Computation of u i,i,j : Let us first compute u,,, here 6 (4x4) comparisons altogether. Take each obseration in cell (,) and compare it with 4 obserations in cell (, ). Obseration 30 is bigger than all 4 alues in cell (, ). Hence, it contributes 4. Similarly 5 contribute 3, 3 contributes 3 and 4 contributes 4. The total is 4. So, u,, is 4/6. Similarly u,, =9/9; u,3, =0; u,3, =; u,3, =0; u,3, =4/6; u,, =/6; u,, =0; u 3,, =; u 3,, =0; u 3,, =; u 3,, =/6; Hence u = = ; u = = ; u 3 = = From these now we calculate test statistic N * T = ( ui ( )b / ) / qi. ( ui ( )b / ) / q i. / q.. * 0 T = [( ) ( ) / 038] 3 = 5.8 The tabulated alue of χ at degree of Freedom is 5.99 and the calculated alue is 5.8 so the arieties of cereal crop are not significantly different at 5% leel of significance. Here the probability greater than χ is A lot of efforts hae also been made at IASRI to deelop the non-parametric test procedures for the analysis of groups of experiments conducted in Randomized block designs and split plot designs. For details one may refer to Rai and Rao (980, 984). Acknowledgements: The help receied from Sh. Ajeet Kumar, M.Sc. (Agricultural Statistics) student during the preparation of this lecture note is duly acknowledged. 694

17 References Conoer, W.J. and Iman, R.L. (976). In Some Alternatie Procedure Using Ranks for the Analysis of Experimental Designs. Commun. Statist. Theor. Math. A5(4), Deshpande, J.V., Gore, A.P. and Shanubhogue, A. (995). Statistical Analysis of Nonnormal Data. Wiley Eastern Limited, New Delhi. Durbin, J. (95), Incomplete Blocks in Ranking Experiments. Brit. J. Statist. Psych. 4, Friedman, M. (937), The Use of ranks to aoid the assumption of Normality implicit in the Analysis of Variance, J. Amer. Statist. Assoc. 3, Gore, A.P. (975). Some Non-parametric Tests and Selection Procedures for Main Effects in Two- ways Layouts. Annals of the Institute of Statistical Mathematics, 7, Gore, A.P. and Shanobhogue, A. (988). A Note on Rank Analysis of Split Plot Experiments, Journal of Indian Society of Agricultural Statistics, XL 3, Hollander, M. and Wolfe, D.A. (999). Nonparametric Statistical Methods, nd Ed, New York: John Wiley. Kruskal, W.H. (95). A Nonparametric Test for the Seeral Sample Problem, Ann. Math. Statist. 3, Kumar, Ajeet. (00). Non-parametric methods in analysis of experimental data. Course Seminar Write deliered during January April, 00. Rai, S.C. and Rao, P.P (980). Use of Ranks in Groups of Experiments. Indian Soc. Agril. Statist., 3, 5-3. Rai, S.C. and Rao, P.P (984). Rank Analysis of Group off Split-Plot Experiments. Indian Soc. Agril. Statist., 36, Sen, P.K. (996). Design and Analysis of Experiments: Non-parametric Methods with Applications to Clinical Trials. Handbook of Statistics, Vol 3, eds. S.Ghosh and C.R.Rao, Siegel, S. and Catellan, N.J. Jr. (988). Non parametric statistics for the Behaioural Sciences, nd Ed., McGraw Hill, New York. Skillings, J.H. and Mack G.A. (98). On the Use of a Friedman-Type Statistic in Baanced and Unbalanced Block Designs. Technometrics 3 (),

18 Appendix-I Kruskal-Wallis Test Statistic Each table entry is the smallest of the Kruskal-Wallis T such that its right-tail probability is less than or equal to the alue gien on the top row for = 3, each sample size less than or equal to fie. r r r

19 Appendix-II Friedman Test Statistic Critical alue for the Friedman two-way analysis of ariance by rank statistics, T b α.0 α.05 α

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analysis of Variance and Design of Experiments-I MODULE IV LECTURE - 3 EXPERIMENTAL DESIGNS AND THEIR ANALYSIS Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

More information

MULTIVARIATE ANALYSIS OF VARIANCE

MULTIVARIATE ANALYSIS OF VARIANCE MULTIVARIATE ANALYSIS OF VARIANCE RAJENDER PARSAD AND L.M. BHAR Indian Agricultural Statistics Research Institute Library Avenue, New Delhi - 0 0 lmb@iasri.res.in. Introduction In many agricultural experiments,

More information

Nonparametric Statistics. Leah Wright, Tyler Ross, Taylor Brown

Nonparametric Statistics. Leah Wright, Tyler Ross, Taylor Brown Nonparametric Statistics Leah Wright, Tyler Ross, Taylor Brown Before we get to nonparametric statistics, what are parametric statistics? These statistics estimate and test population means, while holding

More information

Dr. Maddah ENMG 617 EM Statistics 10/12/12. Nonparametric Statistics (Chapter 16, Hines)

Dr. Maddah ENMG 617 EM Statistics 10/12/12. Nonparametric Statistics (Chapter 16, Hines) Dr. Maddah ENMG 617 EM Statistics 10/12/12 Nonparametric Statistics (Chapter 16, Hines) Introduction Most of the hypothesis testing presented so far assumes normally distributed data. These approaches

More information

CHAPTER 17 CHI-SQUARE AND OTHER NONPARAMETRIC TESTS FROM: PAGANO, R. R. (2007)

CHAPTER 17 CHI-SQUARE AND OTHER NONPARAMETRIC TESTS FROM: PAGANO, R. R. (2007) FROM: PAGANO, R. R. (007) I. INTRODUCTION: DISTINCTION BETWEEN PARAMETRIC AND NON-PARAMETRIC TESTS Statistical inference tests are often classified as to whether they are parametric or nonparametric Parameter

More information

Non-parametric tests, part A:

Non-parametric tests, part A: Two types of statistical test: Non-parametric tests, part A: Parametric tests: Based on assumption that the data have certain characteristics or "parameters": Results are only valid if (a) the data are

More information

4/6/16. Non-parametric Test. Overview. Stephen Opiyo. Distinguish Parametric and Nonparametric Test Procedures

4/6/16. Non-parametric Test. Overview. Stephen Opiyo. Distinguish Parametric and Nonparametric Test Procedures Non-parametric Test Stephen Opiyo Overview Distinguish Parametric and Nonparametric Test Procedures Explain commonly used Nonparametric Test Procedures Perform Hypothesis Tests Using Nonparametric Procedures

More information

NESTED BLOCK DESIGNS

NESTED BLOCK DESIGNS NESTED BLOCK DESIGNS Rajender Parsad I.A.S.R.I., Library Avenue, New Delhi 0 0 rajender@iasri.res.in. Introduction Heterogeneity in the experimental material is the most important problem to be reckoned

More information

HYPOTHESIS TESTING SAMPLING DISTRIBUTION

HYPOTHESIS TESTING SAMPLING DISTRIBUTION Introduction to Statistics in Psychology PSY Professor Greg Francis Lecture 5 Hypothesis testing for two means Why do we let people die? HYPOTHESIS TESTING H : µ = a H a : µ 6= a H : = a H a : 6= a always

More information

SAMPLING IN FIELD EXPERIMENTS

SAMPLING IN FIELD EXPERIMENTS SAMPLING IN FIELD EXPERIMENTS Rajender Parsad I.A.S.R.I., Library Avenue, New Delhi-0 0 rajender@iasri.res.in In field experiments, the plot size for experimentation is selected for achieving a prescribed

More information

Chapter 15: Nonparametric Statistics Section 15.1: An Overview of Nonparametric Statistics

Chapter 15: Nonparametric Statistics Section 15.1: An Overview of Nonparametric Statistics Section 15.1: An Overview of Nonparametric Statistics Understand Difference between Parametric and Nonparametric Statistical Procedures Parametric statistical procedures inferential procedures that rely

More information

An Optimal Split-Plot Design for Performing a Mixture-Process Experiment

An Optimal Split-Plot Design for Performing a Mixture-Process Experiment Science Journal of Applied Mathematics and Statistics 217; 5(1): 15-23 http://www.sciencepublishinggroup.com/j/sjams doi: 1.11648/j.sjams.21751.13 ISSN: 2376-9491 (Print); ISSN: 2376-9513 (Online) An Optimal

More information

PSY 307 Statistics for the Behavioral Sciences. Chapter 20 Tests for Ranked Data, Choosing Statistical Tests

PSY 307 Statistics for the Behavioral Sciences. Chapter 20 Tests for Ranked Data, Choosing Statistical Tests PSY 307 Statistics for the Behavioral Sciences Chapter 20 Tests for Ranked Data, Choosing Statistical Tests What To Do with Non-normal Distributions Tranformations (pg 382): The shape of the distribution

More information

Empirical Power of Four Statistical Tests in One Way Layout

Empirical Power of Four Statistical Tests in One Way Layout International Mathematical Forum, Vol. 9, 2014, no. 28, 1347-1356 HIKARI Ltd, www.m-hikari.com http://dx.doi.org/10.12988/imf.2014.47128 Empirical Power of Four Statistical Tests in One Way Layout Lorenzo

More information

Data are sometimes not compatible with the assumptions of parametric statistical tests (i.e. t-test, regression, ANOVA)

Data are sometimes not compatible with the assumptions of parametric statistical tests (i.e. t-test, regression, ANOVA) BSTT523 Pagano & Gauvreau Chapter 13 1 Nonparametric Statistics Data are sometimes not compatible with the assumptions of parametric statistical tests (i.e. t-test, regression, ANOVA) In particular, data

More information

ST4241 Design and Analysis of Clinical Trials Lecture 9: N. Lecture 9: Non-parametric procedures for CRBD

ST4241 Design and Analysis of Clinical Trials Lecture 9: N. Lecture 9: Non-parametric procedures for CRBD ST21 Design and Analysis of Clinical Trials Lecture 9: Non-parametric procedures for CRBD Department of Statistics & Applied Probability 8:00-10:00 am, Friday, September 9, 2016 Outline Nonparametric tests

More information

3. Nonparametric methods

3. Nonparametric methods 3. Nonparametric methods If the probability distributions of the statistical variables are unknown or are not as required (e.g. normality assumption violated), then we may still apply nonparametric tests

More information

Non-parametric (Distribution-free) approaches p188 CN

Non-parametric (Distribution-free) approaches p188 CN Week 1: Introduction to some nonparametric and computer intensive (re-sampling) approaches: the sign test, Wilcoxon tests and multi-sample extensions, Spearman s rank correlation; the Bootstrap. (ch14

More information

Chapter 18 Resampling and Nonparametric Approaches To Data

Chapter 18 Resampling and Nonparametric Approaches To Data Chapter 18 Resampling and Nonparametric Approaches To Data 18.1 Inferences in children s story summaries (McConaughy, 1980): a. Analysis using Wilcoxon s rank-sum test: Younger Children Older Children

More information

Nonparametric Location Tests: k-sample

Nonparametric Location Tests: k-sample Nonparametric Location Tests: k-sample Nathaniel E. Helwig Assistant Professor of Psychology and Statistics University of Minnesota (Twin Cities) Updated 04-Jan-2017 Nathaniel E. Helwig (U of Minnesota)

More information

COVARIANCE ANALYSIS. Rajender Parsad and V.K. Gupta I.A.S.R.I., Library Avenue, New Delhi

COVARIANCE ANALYSIS. Rajender Parsad and V.K. Gupta I.A.S.R.I., Library Avenue, New Delhi COVARIANCE ANALYSIS Rajender Parsad and V.K. Gupta I.A.S.R.I., Library Avenue, New Delhi - 110 012 1. Introduction It is well known that in designed experiments the ability to detect existing differences

More information

One-way ANOVA Model Assumptions

One-way ANOVA Model Assumptions One-way ANOVA Model Assumptions STAT:5201 Week 4: Lecture 1 1 / 31 One-way ANOVA: Model Assumptions Consider the single factor model: Y ij = µ + α }{{} i ij iid with ɛ ij N(0, σ 2 ) mean structure random

More information

Kruskal-Wallis and Friedman type tests for. nested effects in hierarchical designs 1

Kruskal-Wallis and Friedman type tests for. nested effects in hierarchical designs 1 Kruskal-Wallis and Friedman type tests for nested effects in hierarchical designs 1 Assaf P. Oron and Peter D. Hoff Department of Statistics, University of Washington, Seattle assaf@u.washington.edu, hoff@stat.washington.edu

More information

Chapter 12. Analysis of variance

Chapter 12. Analysis of variance Serik Sagitov, Chalmers and GU, January 9, 016 Chapter 1. Analysis of variance Chapter 11: I = samples independent samples paired samples Chapter 1: I 3 samples of equal size J one-way layout two-way layout

More information

HYPOTHESIS TESTING SAMPLING DISTRIBUTION. the sampling distribution for di erences of means is. 2 is known. normal if.

HYPOTHESIS TESTING SAMPLING DISTRIBUTION. the sampling distribution for di erences of means is. 2 is known. normal if. Introduction to Statistics in Psychology PSY Professor Greg Francis Lecture 5 Hypothesis testing for two sample case Why do we let people die? H : µ = a H a : µ 6= a H : = a H a : 6= a always compare one-sample

More information

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur

Dr. Shalabh Department of Mathematics and Statistics Indian Institute of Technology Kanpur Analysis of Variance and Design of Experiments-I MODULE IV LECTURE - EXPERIMENTAL DESIGNS AND THEIR ANALYSIS Dr Shalah Department of Mathematics and Statistics Indian Institute of Technology Kanpur Randomized

More information

Unit 14: Nonparametric Statistical Methods

Unit 14: Nonparametric Statistical Methods Unit 14: Nonparametric Statistical Methods Statistics 571: Statistical Methods Ramón V. León 8/8/2003 Unit 14 - Stat 571 - Ramón V. León 1 Introductory Remarks Most methods studied so far have been based

More information

Non-Parametric Statistics: When Normal Isn t Good Enough"

Non-Parametric Statistics: When Normal Isn t Good Enough Non-Parametric Statistics: When Normal Isn t Good Enough" Professor Ron Fricker" Naval Postgraduate School" Monterey, California" 1/28/13 1 A Bit About Me" Academic credentials" Ph.D. and M.A. in Statistics,

More information

Module 9: Nonparametric Statistics Statistics (OA3102)

Module 9: Nonparametric Statistics Statistics (OA3102) Module 9: Nonparametric Statistics Statistics (OA3102) Professor Ron Fricker Naval Postgraduate School Monterey, California Reading assignment: WM&S chapter 15.1-15.6 Revision: 3-12 1 Goals for this Lecture

More information

Exam details. Final Review Session. Things to Review

Exam details. Final Review Session. Things to Review Exam details Final Review Session Short answer, similar to book problems Formulae and tables will be given You CAN use a calculator Date and Time: Dec. 7, 006, 1-1:30 pm Location: Osborne Centre, Unit

More information

Astrometric Errors Correlated Strongly Across Multiple SIRTF Images

Astrometric Errors Correlated Strongly Across Multiple SIRTF Images Astrometric Errors Correlated Strongly Across Multiple SIRTF Images John Fowler 28 March 23 The possibility exists that after pointing transfer has been performed for each BCD (i.e. a calibrated image

More information

Notes on Linear Minimum Mean Square Error Estimators

Notes on Linear Minimum Mean Square Error Estimators Notes on Linear Minimum Mean Square Error Estimators Ça gatay Candan January, 0 Abstract Some connections between linear minimum mean square error estimators, maximum output SNR filters and the least square

More information

Lecture 7: Hypothesis Testing and ANOVA

Lecture 7: Hypothesis Testing and ANOVA Lecture 7: Hypothesis Testing and ANOVA Goals Overview of key elements of hypothesis testing Review of common one and two sample tests Introduction to ANOVA Hypothesis Testing The intent of hypothesis

More information

CHI SQUARE ANALYSIS 8/18/2011 HYPOTHESIS TESTS SO FAR PARAMETRIC VS. NON-PARAMETRIC

CHI SQUARE ANALYSIS 8/18/2011 HYPOTHESIS TESTS SO FAR PARAMETRIC VS. NON-PARAMETRIC CHI SQUARE ANALYSIS I N T R O D U C T I O N T O N O N - P A R A M E T R I C A N A L Y S E S HYPOTHESIS TESTS SO FAR We ve discussed One-sample t-test Dependent Sample t-tests Independent Samples t-tests

More information

Parametric versus Nonparametric Statistics-when to use them and which is more powerful? Dr Mahmoud Alhussami

Parametric versus Nonparametric Statistics-when to use them and which is more powerful? Dr Mahmoud Alhussami Parametric versus Nonparametric Statistics-when to use them and which is more powerful? Dr Mahmoud Alhussami Parametric Assumptions The observations must be independent. Dependent variable should be continuous

More information

SEVERAL μs AND MEDIANS: MORE ISSUES. Business Statistics

SEVERAL μs AND MEDIANS: MORE ISSUES. Business Statistics SEVERAL μs AND MEDIANS: MORE ISSUES Business Statistics CONTENTS Post-hoc analysis ANOVA for 2 groups The equal variances assumption The Kruskal-Wallis test Old exam question Further study POST-HOC ANALYSIS

More information

ST4241 Design and Analysis of Clinical Trials Lecture 7: N. Lecture 7: Non-parametric tests for PDG data

ST4241 Design and Analysis of Clinical Trials Lecture 7: N. Lecture 7: Non-parametric tests for PDG data ST4241 Design and Analysis of Clinical Trials Lecture 7: Non-parametric tests for PDG data Department of Statistics & Applied Probability 8:00-10:00 am, Friday, September 2, 2016 Outline Non-parametric

More information

STAT 135 Lab 9 Multiple Testing, One-Way ANOVA and Kruskal-Wallis

STAT 135 Lab 9 Multiple Testing, One-Way ANOVA and Kruskal-Wallis STAT 135 Lab 9 Multiple Testing, One-Way ANOVA and Kruskal-Wallis Rebecca Barter April 6, 2015 Multiple Testing Multiple Testing Recall that when we were doing two sample t-tests, we were testing the equality

More information

Basic Business Statistics, 10/e

Basic Business Statistics, 10/e Chapter 1 1-1 Basic Business Statistics 11 th Edition Chapter 1 Chi-Square Tests and Nonparametric Tests Basic Business Statistics, 11e 009 Prentice-Hall, Inc. Chap 1-1 Learning Objectives In this chapter,

More information

Nonparametric Statistics

Nonparametric Statistics Nonparametric Statistics Nonparametric or Distribution-free statistics: used when data are ordinal (i.e., rankings) used when ratio/interval data are not normally distributed (data are converted to ranks)

More information

NONPARAMETRIC TESTS. LALMOHAN BHAR Indian Agricultural Statistics Research Institute Library Avenue, New Delhi-12

NONPARAMETRIC TESTS. LALMOHAN BHAR Indian Agricultural Statistics Research Institute Library Avenue, New Delhi-12 NONPARAMETRIC TESTS LALMOHAN BHAR Indian Agricultural Statistics Research Institute Library Avenue, New Delhi-1 lmb@iasri.res.in 1. Introduction Testing (usually called hypothesis testing ) play a major

More information

BLOCK DESIGNS WITH FACTORIAL STRUCTURE

BLOCK DESIGNS WITH FACTORIAL STRUCTURE BLOCK DESIGNS WITH ACTORIAL STRUCTURE V.K. Gupta and Rajender Parsad I.A.S.R.I., Library Avenue, New Delhi - 0 0 The purpose of this talk is to expose the participants to the interesting work on block

More information

1 ONE SAMPLE TEST FOR MEDIAN: THE SIGN TEST

1 ONE SAMPLE TEST FOR MEDIAN: THE SIGN TEST NON-PARAMETRIC STATISTICS ONE AND TWO SAMPLE TESTS Non-parametric tests are normally based on ranks of the data samples, and test hypotheses relating to quantiles of the probability distribution representing

More information

4. A Physical Model for an Electron with Angular Momentum. An Electron in a Bohr Orbit. The Quantum Magnet Resulting from Orbital Motion.

4. A Physical Model for an Electron with Angular Momentum. An Electron in a Bohr Orbit. The Quantum Magnet Resulting from Orbital Motion. 4. A Physical Model for an Electron with Angular Momentum. An Electron in a Bohr Orbit. The Quantum Magnet Resulting from Orbital Motion. We now hae deeloped a ector model that allows the ready isualization

More information

Agonistic Display in Betta splendens: Data Analysis I. Betta splendens Research: Parametric or Non-parametric Data?

Agonistic Display in Betta splendens: Data Analysis I. Betta splendens Research: Parametric or Non-parametric Data? Agonistic Display in Betta splendens: Data Analysis By Joanna Weremjiwicz, Simeon Yurek, and Dana Krempels Once you have collected data with your ethogram, you are ready to analyze that data to see whether

More information

Non-parametric Tests

Non-parametric Tests Statistics Column Shengping Yang PhD,Gilbert Berdine MD I was working on a small study recently to compare drug metabolite concentrations in the blood between two administration regimes. However, the metabolite

More information

Introduction to Statistical Inference Lecture 10: ANOVA, Kruskal-Wallis Test

Introduction to Statistical Inference Lecture 10: ANOVA, Kruskal-Wallis Test Introduction to Statistical Inference Lecture 10: ANOVA, Kruskal-Wallis Test la Contents The two sample t-test generalizes into Analysis of Variance. In analysis of variance ANOVA the population consists

More information

Analysis of Variance and Co-variance. By Manza Ramesh

Analysis of Variance and Co-variance. By Manza Ramesh Analysis of Variance and Co-variance By Manza Ramesh Contents Analysis of Variance (ANOVA) What is ANOVA? The Basic Principle of ANOVA ANOVA Technique Setting up Analysis of Variance Table Short-cut Method

More information

Degrees of freedom df=1. Limitations OR in SPSS LIM: Knowing σ and µ is unlikely in large

Degrees of freedom df=1. Limitations OR in SPSS LIM: Knowing σ and µ is unlikely in large Z Test Comparing a group mean to a hypothesis T test (about 1 mean) T test (about 2 means) Comparing mean to sample mean. Similar means = will have same response to treatment Two unknown means are different

More information

Data analysis and Geostatistics - lecture VII

Data analysis and Geostatistics - lecture VII Data analysis and Geostatistics - lecture VII t-tests, ANOVA and goodness-of-fit Statistical testing - significance of r Testing the significance of the correlation coefficient: t = r n - 2 1 - r 2 with

More information

Data Analysis: Agonistic Display in Betta splendens I. Betta splendens Research: Parametric or Non-parametric Data?

Data Analysis: Agonistic Display in Betta splendens I. Betta splendens Research: Parametric or Non-parametric Data? Data Analysis: Agonistic Display in Betta splendens By Joanna Weremjiwicz, Simeon Yurek, and Dana Krempels Once you have collected data with your ethogram, you are ready to analyze that data to see whether

More information

BIO 682 Nonparametric Statistics Spring 2010

BIO 682 Nonparametric Statistics Spring 2010 BIO 682 Nonparametric Statistics Spring 2010 Steve Shuster http://www4.nau.edu/shustercourses/bio682/index.htm Lecture 8 Example: Sign Test 1. The number of warning cries delivered against intruders by

More information

Biostatistics 270 Kruskal-Wallis Test 1. Kruskal-Wallis Test

Biostatistics 270 Kruskal-Wallis Test 1. Kruskal-Wallis Test Biostatistics 270 Kruskal-Wallis Test 1 ORIGIN 1 Kruskal-Wallis Test The Kruskal-Wallis is a non-parametric analog to the One-Way ANOVA F-Test of means. It is useful when the k samples appear not to come

More information

Introduction and Descriptive Statistics p. 1 Introduction to Statistics p. 3 Statistics, Science, and Observations p. 5 Populations and Samples p.

Introduction and Descriptive Statistics p. 1 Introduction to Statistics p. 3 Statistics, Science, and Observations p. 5 Populations and Samples p. Preface p. xi Introduction and Descriptive Statistics p. 1 Introduction to Statistics p. 3 Statistics, Science, and Observations p. 5 Populations and Samples p. 6 The Scientific Method and the Design of

More information

STATISTIKA INDUSTRI 2 TIN 4004

STATISTIKA INDUSTRI 2 TIN 4004 STATISTIKA INDUSTRI 2 TIN 4004 Pertemuan 11 & 12 Outline: Nonparametric Statistics Referensi: Walpole, R.E., Myers, R.H., Myers, S.L., Ye, K., Probability & Statistics for Engineers & Scientists, 9 th

More information

Estimation of Efficiency with the Stochastic Frontier Cost. Function and Heteroscedasticity: A Monte Carlo Study

Estimation of Efficiency with the Stochastic Frontier Cost. Function and Heteroscedasticity: A Monte Carlo Study Estimation of Efficiency ith the Stochastic Frontier Cost Function and Heteroscedasticity: A Monte Carlo Study By Taeyoon Kim Graduate Student Oklahoma State Uniersity Department of Agricultural Economics

More information

NOTES ON THE REGULAR E-OPTIMAL SPRING BALANCE WEIGHING DESIGNS WITH CORRE- LATED ERRORS

NOTES ON THE REGULAR E-OPTIMAL SPRING BALANCE WEIGHING DESIGNS WITH CORRE- LATED ERRORS REVSTAT Statistical Journal Volume 3, Number 2, June 205, 9 29 NOTES ON THE REGULAR E-OPTIMAL SPRING BALANCE WEIGHING DESIGNS WITH CORRE- LATED ERRORS Authors: Bronis law Ceranka Department of Mathematical

More information

different formulas, depending on whether or not the vector is in two dimensions or three dimensions.

different formulas, depending on whether or not the vector is in two dimensions or three dimensions. ectors The word ector comes from the Latin word ectus which means carried. It is best to think of a ector as the displacement from an initial point P to a terminal point Q. Such a ector is expressed as

More information

HYPOTHESIS TESTING II TESTS ON MEANS. Sorana D. Bolboacă

HYPOTHESIS TESTING II TESTS ON MEANS. Sorana D. Bolboacă HYPOTHESIS TESTING II TESTS ON MEANS Sorana D. Bolboacă OBJECTIVES Significance value vs p value Parametric vs non parametric tests Tests on means: 1 Dec 14 2 SIGNIFICANCE LEVEL VS. p VALUE Materials and

More information

MATH Notebook 3 Spring 2018

MATH Notebook 3 Spring 2018 MATH448001 Notebook 3 Spring 2018 prepared by Professor Jenny Baglivo c Copyright 2010 2018 by Jenny A. Baglivo. All Rights Reserved. 3 MATH448001 Notebook 3 3 3.1 One Way Layout........................................

More information

Chap The McGraw-Hill Companies, Inc. All rights reserved.

Chap The McGraw-Hill Companies, Inc. All rights reserved. 11 pter11 Chap Analysis of Variance Overview of ANOVA Multiple Comparisons Tests for Homogeneity of Variances Two-Factor ANOVA Without Replication General Linear Model Experimental Design: An Overview

More information

S D / n t n 1 The paediatrician observes 3 =

S D / n t n 1 The paediatrician observes 3 = Non-parametric tests Paired t-test A paediatrician measured the blood cholesterol of her patients and was worried to note that some had levels over 00mg/100ml To investigate whether dietary regulation

More information

Scalar multiplication and algebraic direction of a vector

Scalar multiplication and algebraic direction of a vector Roberto s Notes on Linear Algebra Chapter 1: Geometric ectors Section 5 Scalar multiplication and algebraic direction of a ector What you need to know already: of a geometric ectors. Length and geometric

More information

Lecture 14: ANOVA and the F-test

Lecture 14: ANOVA and the F-test Lecture 14: ANOVA and the F-test S. Massa, Department of Statistics, University of Oxford 3 February 2016 Example Consider a study of 983 individuals and examine the relationship between duration of breastfeeding

More information

Analysis of variance

Analysis of variance Analysis of variance Tron Anders Moger 3.0.007 Comparing more than two groups Up to now we have studied situations with One observation per subject One group Two groups Two or more observations per subject

More information

Glossary. The ISI glossary of statistical terms provides definitions in a number of different languages:

Glossary. The ISI glossary of statistical terms provides definitions in a number of different languages: Glossary The ISI glossary of statistical terms provides definitions in a number of different languages: http://isi.cbs.nl/glossary/index.htm Adjusted r 2 Adjusted R squared measures the proportion of the

More information

IX. Complete Block Designs (CBD s)

IX. Complete Block Designs (CBD s) IX. Complete Block Designs (CBD s) A.Background Noise Factors nuisance factors whose values can be controlled within the context of the experiment but not outside the context of the experiment Covariates

More information

Week 7.1--IES 612-STA STA doc

Week 7.1--IES 612-STA STA doc Week 7.1--IES 612-STA 4-573-STA 4-576.doc IES 612/STA 4-576 Winter 2009 ANOVA MODELS model adequacy aka RESIDUAL ANALYSIS Numeric data samples from t populations obtained Assume Y ij ~ independent N(μ

More information

Statistics for Managers Using Microsoft Excel Chapter 10 ANOVA and Other C-Sample Tests With Numerical Data

Statistics for Managers Using Microsoft Excel Chapter 10 ANOVA and Other C-Sample Tests With Numerical Data Statistics for Managers Using Microsoft Excel Chapter 10 ANOVA and Other C-Sample Tests With Numerical Data 1999 Prentice-Hall, Inc. Chap. 10-1 Chapter Topics The Completely Randomized Model: One-Factor

More information

Rank-Based Methods. Lukas Meier

Rank-Based Methods. Lukas Meier Rank-Based Methods Lukas Meier 20.01.2014 Introduction Up to now we basically always used a parametric family, like the normal distribution N (µ, σ 2 ) for modeling random data. Based on observed data

More information

Types of Statistical Tests DR. MIKE MARRAPODI

Types of Statistical Tests DR. MIKE MARRAPODI Types of Statistical Tests DR. MIKE MARRAPODI Tests t tests ANOVA Correlation Regression Multivariate Techniques Non-parametric t tests One sample t test Independent t test Paired sample t test One sample

More information

Lect-19. In this lecture...

Lect-19. In this lecture... 19 1 In this lecture... Helmholtz and Gibb s functions Legendre transformations Thermodynamic potentials The Maxwell relations The ideal gas equation of state Compressibility factor Other equations of

More information

Nonparametric Tests. Mathematics 47: Lecture 25. Dan Sloughter. Furman University. April 20, 2006

Nonparametric Tests. Mathematics 47: Lecture 25. Dan Sloughter. Furman University. April 20, 2006 Nonparametric Tests Mathematics 47: Lecture 25 Dan Sloughter Furman University April 20, 2006 Dan Sloughter (Furman University) Nonparametric Tests April 20, 2006 1 / 14 The sign test Suppose X 1, X 2,...,

More information

My data doesn t look like that..

My data doesn t look like that.. Testing assumptions My data doesn t look like that.. We have made a big deal about testing model assumptions each week. Bill Pine Testing assumptions Testing assumptions We have made a big deal about testing

More information

Contents Kruskal-Wallis Test Friedman s Two-way Analysis of Variance by Ranks... 47

Contents Kruskal-Wallis Test Friedman s Two-way Analysis of Variance by Ranks... 47 Contents 1 Non-parametric Tests 3 1.1 Introduction....................................... 3 1.2 Advantages of Non-parametric Tests......................... 4 1.3 Disadvantages of Non-parametric Tests........................

More information

DESAIN EKSPERIMEN Analysis of Variances (ANOVA) Semester Genap 2017/2018 Jurusan Teknik Industri Universitas Brawijaya

DESAIN EKSPERIMEN Analysis of Variances (ANOVA) Semester Genap 2017/2018 Jurusan Teknik Industri Universitas Brawijaya DESAIN EKSPERIMEN Analysis of Variances (ANOVA) Semester Jurusan Teknik Industri Universitas Brawijaya Outline Introduction The Analysis of Variance Models for the Data Post-ANOVA Comparison of Means Sample

More information

Assignment 4 (Solutions) NPTEL MOOC (Bayesian/ MMSE Estimation for MIMO/OFDM Wireless Communications)

Assignment 4 (Solutions) NPTEL MOOC (Bayesian/ MMSE Estimation for MIMO/OFDM Wireless Communications) Assignment 4 Solutions NPTEL MOOC Bayesian/ MMSE Estimation for MIMO/OFDM Wireless Communications The system model can be written as, y hx + The MSE of the MMSE estimate ĥ of the aboe mentioned system

More information

This is particularly true if you see long tails in your data. What are you testing? That the two distributions are the same!

This is particularly true if you see long tails in your data. What are you testing? That the two distributions are the same! Two sample tests (part II): What to do if your data are not distributed normally: Option 1: if your sample size is large enough, don't worry - go ahead and use a t-test (the CLT will take care of non-normal

More information

Non-parametric Hypothesis Testing

Non-parametric Hypothesis Testing Non-parametric Hypothesis Testing Procedures Hypothesis Testing General Procedure for Hypothesis Tests 1. Identify the parameter of interest.. Formulate the null hypothesis, H 0. 3. Specify an appropriate

More information

Hypothesis testing, part 2. With some material from Howard Seltman, Blase Ur, Bilge Mutlu, Vibha Sazawal

Hypothesis testing, part 2. With some material from Howard Seltman, Blase Ur, Bilge Mutlu, Vibha Sazawal Hypothesis testing, part 2 With some material from Howard Seltman, Blase Ur, Bilge Mutlu, Vibha Sazawal 1 CATEGORICAL IV, NUMERIC DV 2 Independent samples, one IV # Conditions Normal/Parametric Non-parametric

More information

ANALYSIS OF VARIANCE OF BALANCED DAIRY SCIENCE DATA USING SAS

ANALYSIS OF VARIANCE OF BALANCED DAIRY SCIENCE DATA USING SAS ANALYSIS OF VARIANCE OF BALANCED DAIRY SCIENCE DATA USING SAS Ravinder Malhotra and Vipul Sharma National Dairy Research Institute, Karnal-132001 The most common use of statistics in dairy science is testing

More information

Analysis of 2x2 Cross-Over Designs using T-Tests

Analysis of 2x2 Cross-Over Designs using T-Tests Chapter 234 Analysis of 2x2 Cross-Over Designs using T-Tests Introduction This procedure analyzes data from a two-treatment, two-period (2x2) cross-over design. The response is assumed to be a continuous

More information

Selection should be based on the desired biological interpretation!

Selection should be based on the desired biological interpretation! Statistical tools to compare levels of parasitism Jen_ Reiczigel,, Lajos Rózsa Hungary What to compare? The prevalence? The mean intensity? The median intensity? Or something else? And which statistical

More information

THE ROYAL STATISTICAL SOCIETY HIGHER CERTIFICATE

THE ROYAL STATISTICAL SOCIETY HIGHER CERTIFICATE THE ROYAL STATISTICAL SOCIETY 004 EXAMINATIONS SOLUTIONS HIGHER CERTIFICATE PAPER II STATISTICAL METHODS The Society provides these solutions to assist candidates preparing for the examinations in future

More information

Tentative solutions TMA4255 Applied Statistics 16 May, 2015

Tentative solutions TMA4255 Applied Statistics 16 May, 2015 Norwegian University of Science and Technology Department of Mathematical Sciences Page of 9 Tentative solutions TMA455 Applied Statistics 6 May, 05 Problem Manufacturer of fertilizers a) Are these independent

More information

22s:152 Applied Linear Regression. Chapter 8: 1-Way Analysis of Variance (ANOVA) 2-Way Analysis of Variance (ANOVA)

22s:152 Applied Linear Regression. Chapter 8: 1-Way Analysis of Variance (ANOVA) 2-Way Analysis of Variance (ANOVA) 22s:152 Applied Linear Regression Chapter 8: 1-Way Analysis of Variance (ANOVA) 2-Way Analysis of Variance (ANOVA) We now consider an analysis with only categorical predictors (i.e. all predictors are

More information

Chapter 4: Techniques of Circuit Analysis

Chapter 4: Techniques of Circuit Analysis Chapter 4: Techniques of Circuit Analysis This chapter gies us many useful tools for soling and simplifying circuits. We saw a few simple tools in the last chapter (reduction of circuits ia series and

More information

Statistical Procedures for Testing Homogeneity of Water Quality Parameters

Statistical Procedures for Testing Homogeneity of Water Quality Parameters Statistical Procedures for ing Homogeneity of Water Quality Parameters Xu-Feng Niu Professor of Statistics Department of Statistics Florida State University Tallahassee, FL 3306 May-September 004 1. Nonparametric

More information

Analysis of Variance

Analysis of Variance Analysis of Variance Blood coagulation time T avg A 62 60 63 59 61 B 63 67 71 64 65 66 66 C 68 66 71 67 68 68 68 D 56 62 60 61 63 64 63 59 61 64 Blood coagulation time A B C D Combined 56 57 58 59 60 61

More information

An Analysis of College Algebra Exam Scores December 14, James D Jones Math Section 01

An Analysis of College Algebra Exam Scores December 14, James D Jones Math Section 01 An Analysis of College Algebra Exam s December, 000 James D Jones Math - Section 0 An Analysis of College Algebra Exam s Introduction Students often complain about a test being too difficult. Are there

More information

PLSC PRACTICE TEST ONE

PLSC PRACTICE TEST ONE PLSC 724 - PRACTICE TEST ONE 1. Discuss briefly the relationship between the shape of the normal curve and the variance. 2. What is the relationship between a statistic and a parameter? 3. How is the α

More information

Inferences About the Difference Between Two Means

Inferences About the Difference Between Two Means 7 Inferences About the Difference Between Two Means Chapter Outline 7.1 New Concepts 7.1.1 Independent Versus Dependent Samples 7.1. Hypotheses 7. Inferences About Two Independent Means 7..1 Independent

More information

Online Companion to Pricing Services Subject to Congestion: Charge Per-Use Fees or Sell Subscriptions?

Online Companion to Pricing Services Subject to Congestion: Charge Per-Use Fees or Sell Subscriptions? Online Companion to Pricing Serices Subject to Congestion: Charge Per-Use Fees or Sell Subscriptions? Gérard P. Cachon Pnina Feldman Operations and Information Management, The Wharton School, Uniersity

More information

ANOVA - analysis of variance - used to compare the means of several populations.

ANOVA - analysis of variance - used to compare the means of several populations. 12.1 One-Way Analysis of Variance ANOVA - analysis of variance - used to compare the means of several populations. Assumptions for One-Way ANOVA: 1. Independent samples are taken using a randomized design.

More information

KRUSKAL-WALLIS ONE-WAY ANALYSIS OF VARIANCE BASED ON LINEAR PLACEMENTS

KRUSKAL-WALLIS ONE-WAY ANALYSIS OF VARIANCE BASED ON LINEAR PLACEMENTS Bull. Korean Math. Soc. 5 (24), No. 3, pp. 7 76 http://dx.doi.org/34/bkms.24.5.3.7 KRUSKAL-WALLIS ONE-WAY ANALYSIS OF VARIANCE BASED ON LINEAR PLACEMENTS Yicheng Hong and Sungchul Lee Abstract. The limiting

More information

On computing Gaussian curvature of some well known distribution

On computing Gaussian curvature of some well known distribution Theoretical Mathematics & Applications, ol.3, no.4, 03, 85-04 ISSN: 79-9687 (print), 79-9709 (online) Scienpress Ltd, 03 On computing Gaussian curature of some well known distribution William W.S. Chen

More information

Introduction to Biostatistics: Part 5, Statistical Inference Techniques for Hypothesis Testing With Nonparametric Data

Introduction to Biostatistics: Part 5, Statistical Inference Techniques for Hypothesis Testing With Nonparametric Data SPECIAL CONTRIBUTION biostatistics Introduction to Biostatistics: Part 5, Statistical Inference Techniques for Hypothesis Testing With Nonparametric Data Specific statistical tests are used when the null

More information

Construction of Partially Balanced Incomplete Block Designs

Construction of Partially Balanced Incomplete Block Designs International Journal of Statistics and Systems ISS 0973-675 Volume, umber (06), pp. 67-76 Research India Publications http://www.ripublication.com Construction of Partially Balanced Incomplete Block Designs

More information

A Geometric Review of Linear Algebra

A Geometric Review of Linear Algebra A Geometric Reiew of Linear Algebra The following is a compact reiew of the primary concepts of linear algebra. I assume the reader is familiar with basic (i.e., high school) algebra and trigonometry.

More information

MUTUALLY ORTHOGONAL LATIN SQUARES AND THEIR USES

MUTUALLY ORTHOGONAL LATIN SQUARES AND THEIR USES MUTUALLY ORTHOGONAL LATIN SQUARES AND THEIR USES LOKESH DWIVEDI M.Sc. (Agricultural Statistics), Roll No. 449 I.A.S.R.I., Library Avenue, New Delhi 0 02 Chairperson: Dr. Cini Varghese Abstract: A Latin

More information