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Nonparametric Statistics: Learning Objectives
Nonparametric Statistics: Learning Objectives
Nonparametric Statistics
Chapter 17
Nonparametric Statistics
LEARNING OBJECTIVES
This chapter presents several nonparametric statistics that can be used to analyze data
enabling you to:
1.
2.
3.
Know when and how to use the Mann-Whitney U Test, the Wilcoxon matchedpairs signed rank test, the Kruskal-Wallis test, and the Friedman test.
4.
Learn when and how to measure correlation using Spearman's rank correlation
measurement.
Chapter 17 contains six techniques for analysis. Only the first technique, the runs
test, is conceptually a new idea for the student. The runs test is a mechanism for testing
to determine if a string of data are random. There is a runs test for small samples which
uses Table A.12 in the appendix and a test for large samples which utilizes a Z test.
The main portion of chapter 17 (middle part) contains nonparametric alternatives
to parametric tests presented earlier in the book. The Mann-Whitney U test is a
nonparametric alternative to the t test for independent means. The Wilcoxon matchedpairs signed ranks test is an alternative to the t test for matched-pairs. The KruskalWallis is a nonparametric alternative to the one-way analysis of variance test. The
Friedman test is a nonparametric alternative to the randomized block design presented in
chapter 11. Each of these four tests utilizes rank analysis.
The last part of the chapter is a section on Spearman's rank correlation. This
correlation coefficient can be presented as a nonparametric alternative to the Pearson
product-moment correlation coefficient of chapter 12. Spearman's rank correlation uses
either ranked data or data which is converted to ranks. The interpretation of Spearman's
rank correlation is similar to Pearson's product-moment correlation coefficient.
CHAPTER OUTLINE
17.1
Runs Test
Small-Sample Runs Test
Large-Sample Runs Test
17.2
Mann-Whitney U Test
Small-Sample Case
Large-Sample Case
17.3
17.4
Kruskal-Wallis Test
17.5
Friedman Test
17.6
KEY TERMS
Friedman Test
Kruskal-Wallis Test
Mann-Whitney U Test
Nonparametric Statistics
Parametric Statistics
Runs Test
Spearmans Rank Correlation
Wilcoxon Matched-Pairs Signed Rank Test
SOLUTIONS TO CHAPTER 17
17.1
Ho: The observations in the sample are randomly generated.
Ha: The observations in the sample are not randomly generated.
This is a small sample runs test since n1, n2 < 20
= .05, The lower tail critical value is 6 and the upper tail critical value is 16
n1 = 10
n2 = 10
R = 11
Since R = 11 is between the two critical values, the decision is to fail to reject the
null hypothesis.
The data are random.
17.2
Ho: The observations in the sample are randomly generated.
Ha: The observations in the sample are not randomly generated.
= .05, /2 = .025, Z.025= + 1.96
n1 = 26 n2 = 21 n = 47
R =
R =
2n1n2
2(26)(21)
+1 =
+ 1 = 24.234
n1 + n2
26 + 21
2n1n2 (2n1n2 n1 n2 )
=
(n1 + n2 ) 2 (n1 + n2 1)
2(26)(21)[2(26)(21) 26 21]
= 3.351
(26 + 21) 2 (26 + 21 1)
R=9
Z=
R R
9 24.234
= -4.55
3.351
Since the observed value of Z = -4.55 < Z.025 = -1.96, the decision is to reject the
null hypothesis. The data are not randomly generated.
17.3
n1 = 8
n2 = 52
= .05
This is a two-tailed test and /2 = .025. The p-value from the printout is .0264.
Since the p-value is the lowest value of alpha for which the null hypothesis can
be rejected, the decision is to fail to reject the null hypothesis
(p-value = .0264 > .025). There is not enough evidence to reject that the data are
randomly generated.
17.4
The observed number of runs is 18. The mean or expected number of runs
is 14.333. The p value for this test is .1452. Thus, the test is not significant
at alpha of .05 or .025 for a two-tailed test. The decision is to fail to reject the
null hypothesis. There is not enough evidence to declare that the data are not
random. Therefore, we must conclude that the data a randomly generated.
17.5
R =
R =
Z=
2n1n2
2(40)(24)
+1 =
+ 1 = 31
n1 + n2
64
2n1n2 (2n1n2 n1 n2 )
=
(n1 + n2 ) 2 (n1 + n2 1)
R R
2(40)(24)[2(40)(24) 40 24]
= 3.716
(64) 2 (63)
27 31
= -1.08
3.716
Since the observed Z of -1.08 is greater than the critical lower tail Z value
of -1.96, the decision is to fail to reject the null hypothesis. The data are
randomly generated.
17.6
17.7
Use the small sample Mann-Whitney U test since both n1, n2 < 10, = .05.
Since this is a two-tailed test, /2 = .025. The p-value is obtained using Table
A.13.
Value
11
13
13
14
15
17
18
18
21
21
22
23
23
24
26
29
n1 = 8
n2 = 8
Rank
1
2.5
2.5
4
5
6
7.5
7.5
9.5
9.5
11
12.5
12.5
14
15
16
Group
1
1
2
2
1
1
1
2
1
2
1
2
2
2
1
1
n1 (n1 + 1)
(8)(9)
W1 = (8)(8) +
62.5 = 37.5
2
2
17.8
Rank
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15.5
15.5
17
18
19
20
21
22
23
24
Group
2
2
2
2
2
1
1
2
2
1
2
1
2
2
2
2
1
2
1
1
1
1
1
1
n1 = 11
n2 = 13
W1 = 6 + 7 + 10 + 12 + 17 + 19 + 20 + 21 + 22 + 23 + 24 =
W1 = 181
n1 n2 (11)(13)
= 71.5
=
2
2
n1 n2 (n1 + n2 + 1)
=
12
U = n1 n2 +
Z=
(11)(13)(25)
= 17.26
12
n1 (n1 + 1)
(11)(12)
W1 = (11)(13 +
181 = 28
2
2
28 71.5
= -2.52
17.26
Since Z = 2.52 = 2.52 > Z = 2.33, the decision is to reject the null
hypothesis.
17.9
Contacts
6
8
9
9
10
11
11
12
12
13
13
13
14
15
16
17
Rank
1
2
3.5
3.5
5
6.5
6.5
8.5
8.5
11
11
11
13
14
15
16
Group
1
1
1
2
2
1
1
1
2
1
2
2
2
2
2
2
W1 = 39
U1 = n1 n2 +
n1 (n1 + 1)
(7)(8)
W1 = (7)(9) +
39 = 52
2
2
U 2 = n1 n2 U1 = (7)(9) 52 = 11
U = 11
From Table A.13, the p-value = .0156. Since this p-value is greater than = .01,
the decision is to fail to reject the null hypothesis.
17.10
Rank
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19.5
19.5
21
22.5
22.5
24
Group
U
R
R
U
U
U
U
R
U
R
U
U
R
U
U
R
R
R
U
U
R
R
R
R
n1 n2 (12)(12)
=
= 72
2
2
n1 n2 (n1 + n2 + 1)
=
12
U = n1 n2 +
Z=
n1 (n1 + 1)
(12)(13)
W1 = (12)(12) +
123 = 99
2
2
= .05
(12)(12)(25)
= 17.32
12
99 72
= 1.56
17.32
/2 = .025
Z.025 = +1.96
Since the calculated Z = 1.56 < Z.025 = 1.96, the decision is to fail to reject the
null hypothesis.
17.11
Rank
1
2
3
4
5
6
7
8
9
10
11
12.5
12.5
14
15
16
17.5
17.5
Gender
F
F
F
F
F
F
F
F
F
M
F
F
M
F
M
M
M
M
53,850
55,000
57,800
61,100
63,900
19
20
21
22
23
10
M
M
M
M
M
n1 = 11
n2 = 12
W1 = 10 + 12.5 + 15 + 16 + 17.5 + 17.5 + 19 + 20 + 21 + 22 + 23 = 193.5
n1 n2 (11)(12)
= 66
=
2
2
n1 n2 (n1 + n2 + 1)
=
12
U = n1 n2 +
Z=
= .01,
(11)(12)(24)
= 16.25
12
n1 (n1 + 1)
(11)(12)
W1 = (11)(12) +
193.5 = 4.5
2
2
4.5 66
= -3.78
16.25
Z.01 = 2.33
Since the observed Z = 3.78 > Z.01 = 2.33, the decision is to reject the null
hypothesis.
17.12
Rank
1
2
3
4
5
6
7
8
9
City
D
H
D
H
D
H
D
H
H
136,981
137,016
137,359
137,741
137,867
138,057
139,114
139,638
140,031
140,102
140,479
141,408
141,730
141,861
142,012
142,136
143,947
143,968
144,500
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
11
D
D
H
H
H
D
H
D
H
D
D
D
D
D
H
H
H
H
H
n1 = 13
n2 = 15
W1 = 1 + 3 + 5 + 7 + 10 + 11 + 15 + 17 + 19 +
20 + 21 + 22 + 23 = 174
U = n1 n2 +
=
Z=
n1 (n1 + 1)
(13)(14)
W1 = (13)(15) +
174 = 112
2
2
n1 n2 (13)(15)
= 97.5
=
2
2
n1 n2 (n1 + n2 + 1)
=
12
U
(13)(15)(29)
= 21.708
12
112 97.5
= 0.67
21.708
17.13
12
2
179
184
213
167
189
200
212
221
223
217
208
215
187
198
189
201
d
33
50
6
32
5
6
22
4
-3
1
26
-3
32
-2
-11
12
Rank
15
16
7.5
13.5
6
7.5
11
5
- 3.5
1
12
-3.5
13.5
-2
-9
10
n = 16
T- = 3.5 + 3.5 + 2 + 9 = 18
=
Z=
(n)(n + 1) (16)(17)
= 68
=
4
4
n(n + 1)(2n + 1)
16(17)(33)
= 19.34
=
24
24
T
= .10
18 68
= -2.59
19.34
/2 = .05
Z.05 = 1.645
Since the observed Z = -2.59 < Z.05 = -1.645, the decision is to reject the null
hypothesis.
13
17.14 Ho: Md = 0
Ha: Md 0
Before
49
41
47
39
53
51
51
49
38
54
46
50
44
49
45
After
43
29
30
38
40
43
46
40
42
50
47
47
39
49
47
d
6
12
17
1
13
8
5
9
-4
4
-1
3
5
0
-2
Rank
+9
+12
+14
+ 1.5
+13
+10
+ 7.5
+11
- 5.5
+ 5.5
- 1.5
+4
+ 7.5
-3
14
After
12,600
10,660
11,890
14,630
8,580
10,115
14,320
6,900
8,890
16,540
11,300
13,330
9,990
14,050
9,500
12,450
13,450
d
-2,100
-1,790
410
-4,120
-3,010
-965
-2,370
-160
-1,550
-3,140
900
-2,760
-110
-1,950
-500
-650
-2,950
Rank
-11
-9
3
-17
-15
-7
-12
-2
-8
-16
6
-13
-1
-10
-4
-5
-14
=
Z=
(n)(n + 1) (17)(18)
= 76.5
=
4
4
n(n + 1)(2n + 1)
17(18)(35)
= 21.12
=
24
24
T
= .05
9 76.5
= -3.20
21.12
Z.05 = -1.645
Since the observed Z = -3.20 < Z.05 = -1.645, the decision is to reject the null
hypothesis.
15
17.16 Ho:Md = 0
Ha:Md < 0
Manual
426
387
410
506
411
398
427
449
407
438
418
482
512
402
Scanner
473
446
421
510
465
409
414
459
502
439
456
499
517
437
d
-47
-59
-11
-4
-54
-11
13
-10
-95
-1
-38
-17
-5
-35
Rank
-11
-13
-5.5
-2
-12
-5.5
7
-4
-14
-1
-10
-8
-3
-9
n = 14
T+ = (+7)
T- = (11 + 13 + 5.5 + 3 + 12 + 5.5 + 4 + 14 + 1 + 10 + 8 + 3 + 9)= 98
T = min(T+,T-) = min(7, 98) = 7
from Table A.14 with = .05, n = 14, T.05,14 = 26
Since the observed T = 7 < T.05,14 = 26, the decision is to reject the null
hypothesis.
The differences are significantly less than zero and the after scores are
significantly higher.
16
2002
54
38
38
80
53
68
43
67
73
55
58
57
63
49
39
34
66
90
57
58
d
-5
-11
1
-5
6
-1
-21
-6
-15
5
14
5
-14
-1
-20
-2
-6
-10
-2
10
Rank
-7.5
-15
2
-7.5
11
-2
-20
-11
-18
7.5
16.5
7.5
-16.5
-2
-19
-4.5
-11
-13.5
-4.5
13.5
n = 20
T+ = 2 + 11 + 7.5 + 16.5 + 7.5 + 13.5 = 58
T = 58
=
Z=
(n)(n + 1) (20)(21)
= 105
=
4
4
n(n + 1)(2n + 1)
=
24
T
For = .10,
20(21)(41)
= 26.79
24
58 105
= -1.75
26.79
Z.10 = -1.28
Since the observed Z = -1.75 < Z.10 = -1.28, the decision is to reject the null
hypothesis.
17.18
17
April
2002
57.1
66.4
61.8
65.3
63.5
66.4
64.9
65.2
65.1
62.2
60.3
57.4
58.2
65.3
67.2
64.1
d
5.7
0.7
3.7
2.7
3.1
-0.7
4.3
1.8
0.1
-1.5
3.1
1.8
4.7
4.1
0.1
2.7
Rank
16
3.5
12
8.5
10.5
-3.5
14
6.5
1.5
-5
10.5
6.5
15
13
1.5
8.5
n = 16
T- = 8.5
T = 8.5
=
Z=
(n)(n + 1) (16)(17)
= 68
=
4
4
n(n + 1)(2n + 1)
16(17)(33)
= 19.339
=
24
24
T
8.5 68
= -3.08
19.339
18
2
165
197
204
214
183
1
1
6
4
3
9
10.5
2
2
7.5
12
14
5
Tj
33.5
40.5
nj
5
Tj
=
j
3
219
257
243
231
217
203
BY RANKS
3
18
26
23.5
19
16.5
10.5
113.5
6
4
286
243
259
250
279
5
197
215
235
217
240
233
213
4
29
23.5
27
25
28
5
7.5
15
21
16.5
22
20
13
115
132.5
5
n = 29
2
Tj
12
12
K=
3(n + 1) =
(8,062.67) 3(30) = 21.21
n(n + 1)
nj
29(30)
= .01
df = c - 1 = 5 - 1 = 4
2.01,4 = 13.2767
Since the observed K = 21.21 > 2.01,4 = 13.2767, the decision is to reject the null
hypothesis.
19
Group 2
30
38
35
24
29
Group 4
39
32
41
44
30
27
33
Group 2
8.5
14
12
4
6.5
By Ranks
Group 1
1
2
6.5
3
13
17
Tj
42.5
45
Group 3
15
10
16
18
8.5
5
11
83.5
nj
Tj
n = 18
2
Tj
12
12
K=
3(n + 1) =
(1,702.08) 3(19) = 2.72
n(n + 1)
nj
18(19)
= .05,
df = c - 1 = 3 - 1 = 2
2.05,2 = 5.99147
Since the observed K = 2.72 < 2.05,2 = 5.99147, the decision is to fail to reject
the null hypothesis.
20
Region 2
$225
950
100
350
275
Region 3
$ 675
500
1,100
310
660
Region 4
$1,075
1,050
750
180
330
680
425
By Ranks
Region 1
23
12
2
18
10
4
Region 2
5
19
1
9
6
Region 3
15
13
22
7
14
Tj
69
40
71
Region 4
21
20
17
3
8
16
11
96
nj
Tj
n = 23
2
K=
Tj
12
12
3(n + 1) =
(3,428.27) 3(24) = 2.75
n(n + 1)
nj
23(24)
= .05
df = c - 1 = 4 - 1 = 3
2.05,3 = 7.81473
Since the observed K = 2.75 < 2.05,3 = 7.81473, the decision is to fail to reject
the null hypothesis.
21
City
$16,300
15,900
15,900
16,650
15,800
Suburb
$16,000
16,600
16,800
16,050
15,250
16,550
By Ranks
Small Town
4.5
12
3
10
2
City
11
6.5
6.5
15
4.5
Tj
31.5
43.5
nj
Suburb
8
14
16
9
1
13
61
6
Tj
n = 16
2
K=
Tj
12
12
3(n + 1) =
(1,197.07) 3(17) = 1.81
n(n + 1)
nj
16(17)
= .05
df = c - 1 = 3 - 1 = 2
2.05,2 = 5.99147
Since the observed K = 1.81 < 2.05,2 = 5.99147, the decision is to fail to reject
the null hypothesis.
22
Amusement Parks
2
5.5
5.5
2
11.5
5.5
2
Tj
nj
Tj
=
j
34
7
Lake Area
3
2
3
5
4
4
3
5
2
City
2
2
3
2
3
2
3
3
1
3
By Ranks
Lake Area
20.5
11.5
20.5
33
28.5
28.5
20.5
33
11.5
207.5
9
City
11.5
11.5
20.5
11.5
20.5
11.5
20.5
20.5
5.5
20.5
154.0
10
National Park
2
4
3
4
3
5
4
4
National Park
11.5
28.5
20.5
28.5
20.5
33
28.5
28.5
199.5
8
= 12,295.80
n = 34
2
K=
Tj
12
12
3(n + 1) =
(12,295.80) 3(35) = 18.99
n(n + 1)
nj
34(35)
= .05
df = c - 1 = 4 - 1 = 3
2.05,3 = 7.81473
Since the observed K = 18.99 > 2.05,3 = 7.81473, the decision is to reject the
null hypothesis.
23
Swing Shift
45
48
44
51
48
54
49
43
Graveyard Shift
41
46
39
49
42
35
52
By Ranks
Day Shift
16.5
22
18
21
20
13
14.5
Tj
nj
Tj
=
j
125
7
Swing Shift
7
9.5
6
14.5
9.5
19
11.5
5
82
8
Graveyard Shift
3
8
2
11.5
4
1
16.5
46
7
n = 22
2
Tj
12
12
K=
3(n + 1) =
(3,374.93) 3(23) = 11.04
n(n + 1)
nj
22(23)
= .05
df = c - 1 = 3 - 1 = 2
2.05,2 = 5.99147
Since the observed K = 11.04 > 2.05,2 = 5.99147, the decision is to reject the
null hypothesis.
24
1
1
2.5
3
4
4
3
1
2
2
3
4
4
4
3
5
5
5
5
5
2
2
2.5
1
1
11.5
12
18
25
8.5
132.25
144
324
625
72.25
1
2
3
4
5
Rj
Rj2
Rj2 = 1,297.5
r2 =
12
12
2
R j 3b(C + 1) =
(1,297.5) 3(5)(6) = 13.8
bC (C + 1)
(5)(5)(6)
Since the observed value of r2 = 13.8 > 4,.052 = 9.48773, the decision is to
reject the null hypothesis. At least one treatment population yields larger values
than at least one other treatment population.
25
1
3
1
1
3
1
1
3
1
3
5
3
3
1
3
2
1
2
2
1
2
4
2
2
4
2
3
6
6
6
6
4
6
6
6
6
5
4
5
5
6
5
5
5
5
4
2
4
2
5
4
3
4
4
15
25
25
56
50
38
Rj2 225
625
625
3136
2500
1444
1
2
3
4
5
6
7
8
9
Rj
Rj2 = 8,555.5
r2 =
12
12
2
R j 3b(C + 1) =
(8,555) 3(9)(7) = 82.59
bC (C + 1)
(9)(6)(7)
Since the observed value of r2 = 82.59 > 5,.052 = 11.0705, the decision is to
reject the null hypothesis. At least one treatment population yields larger values
than at least one other treatment population.
26
1
2
3
4
5
6
1
2
1
1
1
2
4
3
4
3
3
3
3
4
3
4
4
4
2
1
2
2
2
1
Rj
20
22
10
64
400
484
100
Rj2
Rj2 = 1,048
r2 =
12
12
2
R j 3b(C + 1) =
(1,048) 3(6)(5) = 14.8
bC (C + 1)
(6)(4)(5)
Since the observed value of r2 = 14.8 > 4,.052 = 11.3449, the decision is to
reject the null hypothesis. At least one treatment population yields larger values
than at least one other treatment population.
27
5-day
4-day
1
2
3
4
5
6
7
8
9
10
3
3
3
3
2
3
3
3
3
3
2
2
1
2
3
2
1
2
2
1
1
1
2
1
1
1
2
1
1
2
Rj
29
18
13
841
324
169
Rj2
3.5 day
Rj2 = 1,334
r2 =
12
12
2
R j 3b(C + 1) =
(1,334) 3(10)(4) = 13.4
bC (C + 1)
(10)(3)(4)
Since the observed value of r2 = 13.4 > 2.05,2 = 5.99147, the decision is to
reject the null hypothesis. At least one treatment population yields larger values
than at least one other treatment population.
17.29 C = 4 treatments
28
b = 5 blocks
17.30 The experimental design is a random block design that has been analyzed using a
Friedman test. There are five treatment levels and seven blocks. Thus, the
degrees of freedom are four. The observed value of S = 13.71 is the equivalent of
r2. The p value is .009 indicating that this test is significant at alpha .01. The
null hypothesis is rejected. That is, at least one population yields larger values
than at least one other population. An examination of estimated medians shows
that treatment 1 has the lowest value and treatment 3 has the highest value
17.31
x
23
41
37
29
25
17
33
41
40
28
19
y
201
259
234
240
231
209
229
246
248
227
200
x Ranked
3
10.5
8
6
4
1
7
10.5
9
5
2
y Ranked
2
11
7
8
6
3
5
9
10
4
1
n = 11
rs = 1
6 d 2
n(n 1)
2
= 1
6(23.5)
= .893
11(120)
d
d2
1
1
-.5
0.25
1
1
-2
4
-2
4
-2
4
2
4
1.5
2.25
-1
1
1
1
1
1
2
d = 23.5
17.32
x
4
5
8
11
10
7
3
1
2
9
6
y
6
8
7
10
9
5
2
3
1
11
4
d
-2
-3
1
1
1
2
1
-2
1
-2
2
29
d2
4
9
1
1
1
4
1
4
1
4
4
d2 = 34
n = 11
rs = 1
17.33
x
99
67
82
46
80
57
49
91
6 d 2
n(n 1)
2
y
108
139
117
168
124
162
145
102
= 1
6(34)
= .845
11(120)
x Ranked
8
4
6
1
5
3
2
7
y Ranked
2
5
3
8
4
7
6
1
n =8
rs = 1
6 d 2
n(n 1)
2
= 1
6(164)
= -.95
8(63)
d
d2
6
36
-1
1
3
9
-7
49
1
1
-4
16
-4
16
6
36
d2 = 164
17.34
x
92
96
91
89
91
88
84
81
83
y
x Ranked
9.3
8
9.0
9
8.5
6.5
8.0
5
8.3
6.5
8.4
4
8.1
3
7.9
1
7.2
2
y Ranked
9
8
7
3
5
6
4
2
1
30
d
d2
-1
1
1
1
-.5
.25
2
4
1.5
2.25
-2
4
-1
1
-1
1
1
1
d2 = 15.5
n =9
rs = 1
17.35 Bank
Credit
Card
2.51
2.86
2.33
2.54
2.54
2.18
3.34
2.86
2.74
2.54
3.18
3.53
3.51
3.11
6 d 2
n(n 1)
Home
Equity
Loan
2.01
1.95
1.66
1.77
1.51
1.47
1.75
1.73
1.48
1.51
1.25
1.44
1.38
1.30
= 1
6(15.5)
= .871
9(80)
Bank
Cr. Cd.
Rank
12
6.5
13
10
10
14
3
6.5
8
10
4
1
2
5
Home
Eq. Loan
Rank
d
d2
1
11
121
2
4.5
20.25
6
7
49
3
7
49
7.5
2.5
6.25
10
4
16
4
-1
1
5
1.5
2.25
9
-1
1
7.5
2.5
6.25
14
-10
100
11
-10
100
12
-10
100
13
-8
64
2
d = 636
n = 14
rs = 1
6 d 2
n(n 1)
2
= 1
6(636)
14(142 1)
= -.398
There is a very modest negative correlation between overdue payments for bank
credit cards and home equity loans.
17.36
Iron
Rank
12
11
3
2
4
10
9
8
7
1
6
5
Year
1
2
3
4
5
6
7
8
9
10
11
12
rs = 1
6 d 2
n(n 1)
2
Steel
Rank
12
10
5
7
6
11
9
8
4
3
2
1
= 1
d
0
1
-2
-5
-2
-1
0
0
3
-2
4
4
31
d2
0
1
4
25
4
1
0
0
9
4
16
16
2
d = 80
6(80)
= 0.72
12(144 1)
Rank NYSE
11
10
9
8
7
6
4
2
1
3
5
Rank AMEX
1
2
5
3
4
6
7
8
9
10
11
d2
100
64
16
25
9
0
9
36
64
49
36
2
d = 408
d
10
8
4
5
3
0
-3
-6
-8
-7
-6
n = 11
rs = 1
6 d 2
n(n 1)
2
= 1
6(408)
= -0.855
11(112 1)
32
17.38 = .05
H0: The observations in the sample are randomly generated
Ha: The observations in the sample are not randomly generated
n1 = 13, n2 = 21
R = 10
Since this is a two-tailed test, use /2 = .025. The critical value is: Z.025 = + 1.96
R =
2n1n2
2(13)(21)
+1 =
+ 1 = 17.06
n1 + n2
13 + 21
2n1n2 (2n1n2 n1 n2 )
=
(n1 + n2 ) 2 (n1 + n2 1)
R =
Z=
R R
2(13)(21)[2(13)(21) 13 21]
= 2.707
(13 + 21) 2 (13 + 21 1)
10 17.06
= -2.61
2.707
Since the observed Z = - 2.61 < Z.025 = - 1.96, the decision is to reject the null
hypothesis. The observations in the sample are not randomly generated.
17.39
Sample 1
573
532
544
565
540
548
536
523
Sample 2
547
566
551
538
557
560
557
547
= .01 Since n1 = 8, n2 = 8 < 10, use the small sample Mann-Whitney U test.
x
Rank
Group
523
532
536
538
1
2
3
4
1
1
1
2
540
544
547
547
548
551
557
557
560
565
566
573
5
6
7.5
7.5
9
10
11.5
11.5
13
14
15
16
33
1
1
2
2
1
2
2
2
2
1
2
1
W1 = 1 + 2 + 3 + 5 + 6 + 9 + 14 + 16 = 56
U1 = n1 n2 +
n1 (n1 + 1)
(8)(9)
W1 = (8)(8) +
56 = 44
2
2
U 2 = n1 n2 U1 = 8(8) - 44 = 20
Take the smaller value of U1, U2 = 20
From Table A.13, the p-value (1-tailed) is .1172, for 2-tailed, the p-value is .2344.
Since the p-value is > = .05, the decision is to fail to reject the null
hypothesis.
17.40 = .05, n = 9
H0: Md = 0
Ha: Md 0
Group 1
Group 2
Rank
5.6
1.3
4.7
3.8
2.4
5.5
5.1
4.6
3.7
6.4
1.5
4.6
4.3
2.1
6.0
5.2
4.5
4.5
-0.8
-0.2
0.1
-0.5
0.3
-0.5
-0.1
0.1
-0.8
-8.5
-4.0
2.0
-6.5
5.0
-6.5
-2.0
2.0
-8.5
T+ = 2 + 5 + 2 = 9
34
17.41 nj = 7, n = 28, C = 4, df = 3
Group 1
Group 2
Group 3
Group 4
6
11
8
10
13
7
10
4
13
6
8
12
9
8
3
7
7
5
10
8
5
1
4
5
6
9
6
7
By Ranks:
Group 1
Group 2
9.5
25
17.5
23
27.5
13.5
23
139
Tj
Tj
3.5
27.5
9.5
17.5
26
20.5
17.5
122
Group 3
Group 4
2
13.5
13.5
6
23
17.5
6
81.5
1
3.5
6
9.5
20.5
9.5
13.5
63.5
Tj
12
12
K=
3(n + 1) =
(6411.36) 3(29) = 7.75
n(n + 1)
nj
28(29)
The critical value of chi-square is: 23,.01 = 11.3449.
Since K = 7.75 < 23,.01 = 11.3449, the decision is to fail to reject the null
hypothesis.
35
17.42 = .05, b = 7, C = 4, df = 3
2.05,3 = 7.81473
H0: The treatment populations are equal
Ha: At least one treatment population yields larger values than at least one other
treatment population
Blocks
Group 1
Group 2
Group 3
Group 4
1
2
3
4
5
6
7
16
8
19
24
13
19
21
14
6
17
26
10
11
16
15
5
13
25
9
18
14
17
9
9
21
11
13
15
By Ranks:
Blocks
Group 1
1
2
3
4
5
6
7
Rj
3
3
4
2
4
4
4
24
1
2
3
4
2
1
3
16
2
1
2
3
1
3
1
13
4
4
1
1
3
2
2
17
576
256
169
289
Rj2
Group 2
Group 3
Group 4
r2 =
12
12
2
R j 3b(C + 1) =
(1,290) 3(7)(5) = 5.57
bC (C + 1)
(7)(4)(5)
Since r2 = 5.57 < 2.05,3 = 7.81473, the decision is to fail to reject the null
hypothesis. The treatment population means are equal.
36
17.43
Ranks
1
101
129
133
147
156
179
183
190
87
89
84
79
70
64
67
71
1
2
3
4
5
6
7
8
7
8
6
5
3
1
2
4
d2
-6
36
-6
36
-3
9
-1
1
2
4
5 25
5 25
4 16
d2 = 152
n=8
rs = 1
6 d 2
n(n 1)
2
= 1
6(152)
= -.81
8(63)
5 Gal.
2.9
2.5
2.6
2.2
2.1
2.0
2.7
10 Gal.
3.1
2.4
3.0
2.3
2.9
1.9
5 Gal.
17.5
14
15
11
9.5
8
16
91
10 Gal.
20
13
19
12
17.5
6.5
By Ranks
1 Gal.
1
3.5
5
2
6.5
3.5
9.5
Tj 31
nj
88
Tj
=
j
37
n = 20
2
Tj
12
12
K=
3(n + 1) =
(2,610.95) 3(21) = 11.60
n(n + 1)
nj
20(21)
= .01
df = c - 1 = 3 - 1 = 2
2.01,2 = 9.21034
Since the observed K = 11.60 > 2.01,2 = 9.21034, the decision is to reject the null
hypothesis.
17.45 N = 40 n1 = 24 n2 = 16 = .05
Use the large sample runs test since both n1, n2 are not less than 20.
H0: The observations are randomly generated
Ha: The observations are not randomly generated
With a two-tailed test, /2 = .025, Z.025 = + 1.96. If the observed Z > .196
or < -1.96, the decision will be to reject the null hypothesis.
R = 19
R =
R =
Z=
2n1n2
2(24)(16)
+1 =
+ 1 = 20.2
n1 + n2
24 + 16
2n1n2 (2n1n2 n1 n2 )
=
(n1 + n2 ) 2 (n1 + n2 1)
R R
2(24)(16)[2(24)(16) 24 16]
= 2.993
(40) 2 (39)
19 20.2
= -0.40
2.993
Since Z = -0.40 > Z.025 = -1.96, the decision is to fail to reject the null
hypothesis.
38
Machine 1
231
233
229
232
235
234
236
Machine 2
229
232
233
235
228
237
233
Machine 3
234
231
230
231
232
231
230
Machine 1
2
1
2
3
2
3
Machine 2
1
3
3
1
3
2
Machine 3
1
2
1
2
1
1
By ranks:
Operator
1
3
4
5
6
7
Rj
Rj2
df = C-1 = 2
16
256
15
225
11
121
2.05,2 = 5.99147.
If the observed 2r > 5.99147, the decision will be to reject the null hypothesis.
Rj2 = 256 + 225 + 121 = 602
r2 =
12
12
2
R j 3b(C + 1) =
(602) 3(7)(4) = 2
bC (C + 1)
(7)(3)(4)
Since 2r = 2 < 2.05,2 = 5.99147, the decision is to fail to reject the null
hypothesis.
39
Rank
1
2
3
4
6
6
6
9
9
9
11
13
13
13
15
16.5
16.5
18.5
18.5
20
21
22
n1 = 10
Group
1
1
1
1
1
2
2
1
2
2
2
2
2
2
1
2
2
1
2
1
2
1
n2 = 12
W1 = 1 + 2 + 3 + 4 + 6 + 9 + 15 + 18.5 + 20 + 22 = 100.5
n1 n2 (10)(12)
= 60
=
2
2
n1 n2 (n1 + n2 + 1)
=
12
U = n1 n2 +
Z=
(10)(12)(23)
= 15.17
12
n1 (n1 + 1)
(10)(11)
W1 = (10)(12) +
100.5 = 74.5
2
2
74.5 60
= 0.96
15.17
Since the observed Z = 0.96 < Z.05 = 1.645 , the decision is to fail to reject the
null hypothesis.
40
Without
1209
902
862
503
974
675
821
567
602
1097
962
1045
896
708
642
327
483
978
973
841
d
-29
-28
209
165
-85
49
59
-85
194
110
6
-18
262
-38
207
232
-34
14
73
11
Rank
-6
-5
18
15
-12.5
9
10
-12.5
16
14
1
-4
20
-8
17
19
-7
3
11
2
n = 20
T- = 6 + 5 + 12.5 + 12.5 + 4 + 8 + 7 = 55
T = 55
=
Z=
(n)(n + 1) (20)(21)
= 105
=
4
4
n(n + 1)(2n + 1)
=
24
T
= .01,
20(21)(41)
= 26.79
24
55 105
= -1.87
26.79
/2 = .005
Z.005 = 2.575
Since the observed Z = -1.87 > Z.005 = -2.575, the decision is to fail to reject the
null hypothesis.
41
Rank
1
2
3
4
5
6
7
8
9.5
9.5
11
12.5
12.5
14
15.5
15.5
17
18
19
20
Month
J
M
J
J
M
M
M
J
M
J
M
M
J
M
M
J
J
M
J
J
n2 = 10
n1 (n1 + 1)
(10)(11)
W1 = (10)(10) +
109.5 = 45.5
2
2
From Table A.13, the p-value for U = 45 is .3980 and for 44 is .3697. For a
two-tailed test, double the p-value to at least .739. Using = .10, the decision is to
fail to reject the null hypothesis.
42
1
176
156
203
183
147
190
Location
2
3
58
111
62
98
89
117
73
118
46
101
83
113
4
120
117
105
113
114
115
By ranks:
Location
Brand
A
B
C
D
E
F
Rj
Rj2
1
4
4
4
4
4
4
24
576
2
1
1
1
1
1
1
3
2
2
3
3
2
2
4
3
3
2
2
3
3
6
36
14
196
16
256
Rj2 = 1,064
r2 =
12
12
2
R j 3b(C + 1) =
(1,064) 3(6)(5) = 16.4
bC (C + 1)
(6)(4)(5)
Since r2 = 16.4 > 2.05,3 = 7.81473, the decision is to reject the null hypothesis.
At least one treatment population yields larger values than at least one other
treatment population. An examination of the data shows that location one
produced the highest sales for all brands and location two produced the lowest
sales of gum for all brands.
43
No Box
170
112
90
87
51
49
11
40
165
82
94
139
21
55
60
52
d
15
-3
2
18
9
-4
14
18
-4
26
-5
-16
13
13
-1
26
Rank
11
-3
2
13.5
7
-4.5
10
13.5
-4.5
15.5
-6
-12
8.5
8.5
-1
15.5
n = 16
T- = 3 + 4.5 + 4.5 + 6 + 12 + 1 = 31
T = 31
=
Z=
(n)(n + 1) (16)(17)
= 68
=
4
4
n(n + 1)(2n + 1)
16(17)(33)
=
24
24
T
= .05,
= 19.34
31 68
= -1.91
19.34
/2 = .025
Z.025 = 1.96
Since the observed Z = -1.91 > Z.025 = -1.96, the decision is to fail to reject the
null hypothesis.
17.52
Cups
25
41
16
0
11
28
34
18
5
Stress
80
85
35
45
30
50
65
40
20
Ranked
Cups
6
9
4
1
3
7
8
5
2
44
Ranked
Stress
8
9
3
5
2
6
7
4
1
d
d2
-2
4
0
0
1
1
-4
16
1
1
1
1
1
1
1
1
1
1
d2 = 26
n=9
rs = 1
6 d 2
n(n 1)
2
= 1
6(26)
= .783
9(80)
R = 21
Since R = 21 between the two critical values, the decision is to fail to reject the
null hypothesis. The observations were randomly generated.
45
After
465
475
535
410
425
505
450
480
520
430
460
500
530
d
-35
10
-15
-50
15
-5
-25
-10
-5
0
-10
-5
10
Rank
-11
5.5
- 8.5
-12
8.5
-2
-10
-5.5
-2
OMIT
-5.5
-2
5.5
n = 12
T+ = 5.5 + 8.5 + 5.5 = 19.5
T = 19.5
From Table A.14, using n = 12, the critical T for = .01, one-tailed, is 10.
Since T = 19.5 is not less than or equal to the critical T = 10, the decision is to fail
to reject the null hypothesis.
46
Rank
1
2
3.5
3.5
5
6.5
6.5
9
9
9
11.5
11.5
13
15.5
15.5
15.5
15.5
19
19
19
21
22
Group
2
2
2
2
2
2
1
1
1
2
1
2
2
1
1
1
2
1
1
2
1
1
n2 = 11
n1 n2 (11)(11)
= 60.5
=
2
2
n1 n2 (n1 + n2 + 1)
=
12
U = n1 n2 +
Z=
(11)(11)(23)
= 15.23
12
n1 (n1 + 1)
(11)(12)
W1 = (11)(11) +
163.5 = 23.5
2
2
23.5 60.5
= -2.43
15.23
Since the observed Z = 2.43 > Z.05 = 1.645, the decision is to reject the null
hypothesis.
47
Rank
1
2
3
4
5
6
7.5
7.5
9
10
11
12
13
14
15
16
17
18
Type of Dispenser
M
M
M
A
M
M
A
M
M
M
A
M
A
A
A
A
A
A
n2 = 9
W1 = 4 + 7.5 + 11 + 13 + 14 + 15 + 16 + 17 + 18 = 115.5
U1 = n1 n2 +
n1 (n1 + 1)
(9)(10)
W1 = (9)(9) +
115.5 = 10.5
2
2
U 2 = n1 n2 U1 = 81 10.5 = 70.5
The smaller of the two is U1 = 10.5
= .01
From Table A.13, the p-value = .0039. The decision is to reject the null
hypothesis since the p-value is less than .01.
48
55
228
224
225
222
226
225
70
219
220
221
223
224
85
218
216
217
221
218
217
55
23
18.5
20.5
16
22
20.5
120.5
70
11.5
13
14.5
17
18.5
74.5
85
9
4
6.5
14.5
9
6.5
49.5
By Ranks:
Tj
45
4
2
9
4
11.5
1
31.5
nj
Tj
=
j
= 4,103.84
n = 23
2
Tj
12
12
K=
3(n + 1) =
(4,103.84) 3(24) = 17.21
n(n + 1)
nj
23(24)
= .01
df = c - 1 = 4 - 1 = 3
2.01,3 = 11.3449
Since the observed K = 17.21 > 2.01,3 = 11.3449, the decision is to reject the
null hypothesis.
49
17.58
Sales
Miles
Ranks
Sales
150,000
210,000
285,000
301,000
335,000
390,000
400,000
425,000
440,000
1,500
2,100
3,200
2,400
2,200
2,500
3,300
3,100
3,600
1
2
3
4
5
6
7
8
9
Ranks
Miles
d2
1
2
7
4
3
5
8
6
9
0
0
-4
0
2
1
-1
2
0
0
0
16
0
4
1
1
4
0
2
d = 26
n=9
rs = 1
6 d 2
n(n 1)
2
= 1
6(26)
= .783
9(80)
Quality
27
38
25
40
31
19
35
Mgmt. Inv.
16
21
18
28
29
20
31
By Ranks:
3-day
2
4
7
3
12
5
1
Tj
34
Quality
14
20
13
21
17.5
9
19
113.5
Mgmt. Inv.
6
11
8
15
16
10
17.5
83.5
nj
50
Tj
n = 21
2
K=
Tj
12
12
3(n + 1) =
(3,001.5) 3(22) = 11.96
n(n + 1)
nj
21(22)
= .10
df = c - 1 = 3 - 1 = 2
2.10,2 = 4.60517
Since the observed K = 11.96 > 2.10,2 = 4.60517, the decision is to reject the
null hypothesis.
Wives
35
29
30
20
27
31
22
19
29
28
21
22
33
38
34
31
36
31
d
-8
-7
-2
-1
1
-2
-4
2
-4
-10
-1
2
-10
-13
-12
-15
-13
-1
Rank
-12
-11
-6.5
-2.5
2.5
-6.5
-9.5
6.5
-9.5
-13.5
-2.5
6.5
-13.5
-16.5
-15
-18
-16.5
-2.5
51
=
Z=
(n)(n + 1) (18)(19)
= 85.5
=
4
4
n(n + 1)(2n + 1)
18(19)(37)
=
= 22.96
24
24
T
= .01
15.5 85.5
= -3.05
22.96
Z.01 = -2.33
Since the observed Z = -3.05 < Z.01 = -2.33, the decision is to reject the null
hypothesis.
17.61 This problem uses a random block design which is analyzed by the Friedman
nonparametric test. There are 4 treatments and 10 blocks. The value of the
observed r2 (shown as s) is 12.16 (adjusted for ties) which has an associated
p-value of .007 which is significant at = .01. At least one treatment population
yields larger values than at least one other treatment population. Examining the
treatment medians, treatment one has an estimated median of 20.125 and
treatment two has a treatment median of 25.875. These two are the farthest apart.
17.62 This is a Runs test for randomness. n1 = 21, n2 = 29. Because of the size of the
ns, this is a large sample Runs test. There are 28 runs, R = 28.
R = 25.36
Z=
R = 3.34
28 25.36
= 0.79
3.34
The p-value for this statistic is .4387 for a two-tailed test. The decision is to fail
to reject the null hypothesis at = .05.
52
17.64 A Kruskal-Wallis test has been used to analyze the data. The null hypothesis is
that the four populations are identical; and the alternate hypothesis is that at least
one of the four populations is different. The H statistic (same as the K statistic) is
11.28 when adjusted for ties. The p-value for this H value is .010 which indicates
that there is a significant difference in the four groups at = .05 and marginally
so for = .01. An examination of the medians reveals that all group medians are
the same (35) except for group 2 which has a median of 25.50. It is likely that it
is group 2 that differs from the other groups.