• Title/Summary/Keyword: nonparametric tests

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The Admissibility of Some Nonparametric Tests

  • Li, Seung-Chun
    • Journal of the Korean Statistical Society
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    • v.26 no.2
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    • pp.223-229
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    • 1997
  • It is demonstrated that many standard nonparametric test such as the Mann-Whitney-Wilcoxon test, the Fisher-Yates test, the Savage test and the median test are admissible for a two-sample nonparametric testing problem. The admissibility of the Kruskal-Wallis test is demonstrated for a nonparametric one-way layout testing problem.

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Power Analysis of Distributions between Nonparametric Tests

  • Chan Keun Park
    • Communications for Statistical Applications and Methods
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    • v.5 no.2
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    • pp.417-429
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    • 1998
  • This paper compares powers of the two nonparametric tests under a variety of population distributions through a simulation study. Both tests require that the two underlying populations have the same variance, but this assumption is relaxed in some of the comparisons.

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Quantile-based Nonparametric Test for Comparing Two Diagnostic Tests

  • Kim, Young-Min;Song, Hae-Hiang
    • Communications for Statistical Applications and Methods
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    • v.14 no.3
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    • pp.609-621
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    • 2007
  • Diagnostic test results, which are approximately normal with a few number of outliers, but non-normal probability distribution, are frequently observed in practice. In the evaluation of two diagnostic tests, Greenhouse and Mantel (1950) proposed a parametric test under the assumption of normality but this test is inappropriate for the above non-normal case. In this paper, we propose a computationally simple nonparametric test that is based on quantile estimators of mean and standard deviation, instead of the moment-based mean and standard deviation as in some parametric tests. Parametric and nonparametric tests are compared with simulations under the assumption of, respectively, normality and non-normality, and under various combinations of the probability distributions for the normal and diseased groups.

Some Nonparametric Tests for Change-points with Epidemic Alternatives

  • Kim, Kyung-Moo
    • Communications for Statistical Applications and Methods
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    • v.4 no.2
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    • pp.427-434
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    • 1997
  • The purpose of this paper is to discuss distribution-free tests of hypothesis that the random samples are identically distributed against the epidemic alternative. But most tests that have been considered are depended only on specific null distribution. Two nonparametric tests are considered and compared with a likelihood ratio test by the empirical powers.

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Monte Carlo simulation for verification of nonparametric tests used in final status surveys of MARSSIM at decommissioning of nuclear facilities

  • Sohn, Wook;Hong, Eun-hee
    • Nuclear Engineering and Technology
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    • v.53 no.5
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    • pp.1664-1675
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    • 2021
  • In order to verify the statistical performance of the nonparametric tests used in the MARSSIM approach, all plausible contamination distribution types that can be encountered in a survey area should be investigated. As the first of such investigations, this study aims to perform the verification for normal distribution of the contamination in a survey area by simulating the collection of random samples from it through the Monte Carlo simulation. The results of the simulations conducted for a total of 81 simulation cases showed that Sign test and WRS test both exhibited an excellent statistical performance: 100% for the former and 98.8% for the latter. Therefore, in final status surveys of the MARSSIM approach, a high statistical performance can be expected in applying the nonparametric hypothesis tests to survey areas whose net contamination can be assumed to be normally distributed.

Normality Tests Using Nonparametric Rank Measures for Small Sample (소표본인 경우 비모수 순위척도를 이용한 정규성 검정)

  • Lee, Chang-Ho;Choi, Sung-Woon
    • Journal of the Korea Safety Management & Science
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    • v.10 no.3
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    • pp.237-243
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    • 2008
  • The present study proposes two normality tests using nonparametric rank measures for small sample such as modified normal probability paper(NPP) tests and modified Ryan-Joiner Test. This research also reviews various normality tests such as $X^2$ test, and Kullback-Leibler test. The proposed normality tests can be efficiently applied to the sparsity tests of factor effect or contrast using saturated design in $k^n$ factorial and fractional factorial design.

Comparison of Parametric and Bootstrap Method in Bioequivalence Test

  • Ahn, Byung-Jin;Yim, Dong-Seok
    • The Korean Journal of Physiology and Pharmacology
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    • v.13 no.5
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    • pp.367-371
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    • 2009
  • The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled data sets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Nonparametric two sample tests for scale parameters of multivariate distributions

  • Chavan, Atul R;Shirke, Digambar T
    • Communications for Statistical Applications and Methods
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    • v.27 no.4
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    • pp.397-412
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    • 2020
  • In this paper, a notion of data depth is used to propose nonparametric multivariate two sample tests for difference between scale parameters. Data depth can be used to measure the centrality or outlying-ness of the multivariate data point relative to data cloud. A difference in the scale parameters indicates the difference in the depth values of a multivariate data point. By observing this fact on a depth vs depth plot (DD-plot), we propose nonparametric multivariate two sample tests for scale parameters of multivariate distributions. The p-values of these proposed tests are obtained by using Fisher's permutation approach. The power performance of these proposed tests has been reported for few symmetric and skewed multivariate distributions with the existing tests. Illustration with real-life data is also provided.

Nonparametric Estimation for Ramp Stress Tests with Stress Bound under Intermittent Inspection (단속적 검사에서 스트레스한계를 가지는 램프스트레스시험을 위한 비모수적 추정)

  • Lee Nak-Young;Ahn Ung-Hwan
    • Journal of Korean Society for Quality Management
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    • v.32 no.4
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    • pp.208-219
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    • 2004
  • This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points an⊂1 so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the Inspection interval are assumed to occur at the midi)oint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.

A STUDY ON A NONPARAMETRIC TEST FOR THE PARALLELISM OF k REGRESSION LINES AGAINST ORDERED ALTERNATIVES

  • Jee, Eun-Sook
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.669-682
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    • 2001
  • In this paper a nonparametric test for the parallelism of k regression lines against ordered alternatives, when the independent variables are positive and all regression lines have a common intercept is proposed. The proposed test is based on a Jonckheere-type statistic applied to residuals. Under some conditions the proposed test statistic is asymptotically distribution-free. The small-sample powers of our test are compared with other tests by a Monte Carlo study. The simulation results show that the proposed test has significantly higher empirical powers than the other tests considered in this paper.