Non-normality

Marcelo Maia

2016
 Topics
• Bootstrap for inference about the mean

• Inferences about the median

• Non-parametric methods
 Inference about µ
• Assumption

• Moreover: the population from which sample

is randomly selected has a normal distribution
 Bootstrap
• resample from the original data set,

• thus producing a large number of replicate

data sets

• from which the sampling distribution of a

statistic can be approximated
Bootstrap technique
Testing
Inferences about the Median
Large sample approximation
One-side test about median M
• Use binomial distribution to determine
rejection region
• Test procedure: sign test
C = no de elementos necessários
para cair na área de rejeição.
Quanto menor C mais dificil cair
na área de rejeição
Inferência para comparação entre
valores centrais de 2 populações
• The two-sample t test is based on several
conditions:
– independent samples,

– normality, and

– equal variances
Inferência para comparação entre
valores centrais de 2 populações
• Wilcoxon rank sum test

• Alternative require less stringent conditiion

– independent samples,

– similar distributions
 Rank sum procedure
• must deal with the possibility of extreme observations
• replace each data value with its rank (from lowest to
highest) in the combined sample
• smallest value in the combined sample
– rank = 1

• largest value
– rank of N = n1 + n2
 Meaning of ranks
• If the null hypothesis of identical population distributions is true
– the n1 ranks from population 1 are just a random sample from the N integers 1, . . . ,
N.

– Thus, the distribution of the sum of the ranks T depends only on the sample sizes,
n1 and n2, and does not depend on the shape of the population distributions.

– the sampling distribution of T has mean and variance given by

 Alternativa para o teste t pareado

• makes use of the sign and the magnitude of

the rank of the differences between pairs of
measurements
 Procedure
• Let D0 be a specified hypothesized value of M.

• The test evaluates shifts in the distribution of differences to

the right or left of D0; in most cases, D0 is 0.
Notação