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Nonparametric

and Wilcoxon
Test

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Objectives

• Determine when to perform a non-parametric test.


• Discuss when and how to use Wilcoxon Signed Rank Test ;
• Apply and perform accurately and independently the statistical calculation of Wilcoxon Signed Rank v
Test;
• Perform the computation of Wilcoxon Signed Rank Test using Microsoft Excel;
• Demonstrate proficiency in the statement of the analysis, interpretation and conclusion of data using
Wilcoxon Signed Rank Test.
Nonparametric statistics
• Nonparametric statistics are called distribution-free statistics because
they are not constrained by assumptions about the distribution of the
population.
• Do not require a normal distribution and can use nominal and ordinal data
• Consequently they can easily accommodate data that have a wide range of
variance. Unlike parametric statistics, these distribution-free tests can be used
with both quantitative and qualitative data.
• Developed by the chemist Frank Wilcoxon
Wilcoxon Test
• Developed both the rank-sum and the signed-rank tests
• Signed rank test
• assumes that there is information in the magnitudes
and signs of the differences between paired
observations.
• As the nonparametric equivalent of the paired
student's t-test, the Wilcoxon Signed Rank can be
used as an alternative to the t-test when the
population data does not follow a normal distribution.
• The Wilcoxon Rank Sum test can be used to test the null
Wilcoxon Test hypothesis that two population have the same continuous
distribution.
• The base assumptions necessary to employ this
method of testing is that the data are from the same
population and are paired, the data can be measured
on at least an interval scale, and the data were chosen
randomly and independently.
• Wilcoxon Rank Sum test is the nonparametric counterpart
of the two sample mean t-test . It also known as the
Mann-Whitney U test.
Sample Problem

• A study is run to evaluate the effectiveness of an exercise


program in reducing systolic blood pressure in patients with
pre-hypertension (defined as a systolic blood pressure
between 120-139 mmHg or a diastolic blood pressure
between 80-89 mmHg). A total of 15 patients with pre-
hypertension enroll in the study, and their systolic blood
pressures are measured. Each patient then participates in an
exercise training program where they learn proper techniques
and execution of a series of exercises. Patients are instructed
to do the exercise program 3 times per week for 6 weeks. After
6 weeks, systolic blood pressures are again measured.
• At α=0.05, is there is a difference in systolic blood pressures
after participating in the exercise program as
compared to before?
• Step1. Set up hypotheses and determine level of significance.
• H0: Median difference id 0 (There is no significant difference in the systolic
blood pressure of patients with hypertension before) and after the exercise
program
• H1: Median difference is not 0 (There is a significant difference in the systolic
blood pressure of patients with hypertension before and after the exercise
program)
• Step 2. Select the appropriate test statistic.
• The test statistic for the Wilcoxon Signed Rank Test is W, defined as the
smaller of W+ and W- which are the sums of the positive and negative ranks,
respectively.
• Step 3. Determine the Critical Value
• The critical value of W can be found in the table of critical values. To
determine the appropriate critical value from the Signed- Rank Test Table,the
sample size (n=15) , two-tailed , at a level of significance (α=0.05).
• WCRITICAL= 25.
• Step 4. Compute the test statistic.
• Because the before and after systolic blood pressures measures are paired,
we compute difference scores for each patient
• The next step is to rank the ordered absolute values of the difference
scores . Specifically, we assign ranks from 1 through n to the smallest
through largest absolute values of the difference scores, respectively,
and assign the mean rank when there are ties in the absolute values
of the difference scores.
• The final step is to attach the signs ("+" or "-") of the observed
differences
• Step 5. Decision
• To make the decision, choose the smaller between w+ and therefore, w = 31
• We failed to reject H0 because 31 > 25.
• Step 6. Conclusion
• There is no significant difference in the systolic blood pressure of the patients
before and after they participated in the exercise program
Sample Problem 2
• From: https://sphweb.bumc.bu.edu/otlt/mph-
modules/bs/bs704_nonparametric/bs704_nonparametric4.html
• Consider a Phase II clinical trial designed to investigate the effectiveness of
a new drug to reduce symptoms of asthma in children. A total of n=10
participants are randomized to receive either the new drug or a placebo.
Participants are asked to record the number of episodes of shortness of
breath over a 1 week period following receipt of the assigned treatment.
The data are shown below.
• Is there a difference in the number of episodes of shortness of breath over
a 1 week period in participants receiving the new drug as compared to
those receiving the placebo? By inspection, it appears that participants
receiving the placebo have more episodes of shortness of breath, but is
this statistically significant?
• Step 1:
• H0: There is no significant difference between the placebo and the new drug
• Ha: There is a significant difference between the placebo and the new drug
• Step 2:
• The test statistic for the Wilcoxon Signed Rank Test is W, defined as the
smaller of W+ and W- which are the sums of the positive and negative ranks,
respectively
• Step 3:
• Determine the critical value
• Critical value = 0
Sum of Ranks
Sum of Ranks
in the New
in placebo: 37
Drug group: 18
• Step 5. Decision
• To make the decision, choose the smaller between two W-values and
therefore, w = 18
• We reject H0 because 18 < 36.
• Step 6. Conclusion
• There is a significant difference between the placebo and the new drug.
Sample Problem Number 3
• A researcher wants to compare the test scores of two groups of
students, Group A and Group B, to determine if there is a significant
difference in their performance. The researcher randomly selects 10
students from each group and records their test scores as follows:

• Group A: 75, 82, 90, 68, 95, 78, 88, 92, 80, 85
• Group B: 60, 72, 78, 68, 70, 75, 65, 80, 73, 77

• Determine if there is a significant difference between the two groups


at a significance level of 0.05
• Step1. Set up hypotheses and determine level of significance.
• H0: Median difference is 0 (There is no significant difference in the test scores
of the two groups of students.)
• H1: Median difference is not 0 (There is a significant difference in the test
scores of the two groups of students.)
• Step 2. Select the appropriate test statistic.
• The test statistic for the Wilcoxon Rank Sum Test is W, defined as the smaller
of Wa and Wb which are the sums of the ranks for the group A and B,
respectively.
• Step 3. Determine the Critical Value
• The critical value of W can be found in the table of critical values. To
determine the appropriate critical value from the Rank Sum Test Table,the
sample size (n=10, 10) , two-tailed , at a level of significance (α=0.05).
• WCRITICAL= 78.
• Step 4. Compute the test statistic.
78A 11.5 60B 1
78B 11.5 65B 2
80A 13.5 68A 3.5
80B 13.5 68B 3.5
82A 15 70B 5
85A 16 72B 6
88A 17 73B 7
90A 18 75A 8.5
92A 19 75B 8.5
95A 20 77B 10
Group A 142

Group B 68
• Step 5. Decision
• To make the decision, choose the smaller between two W-values and
therefore, w = 68
• We H0 because 68 < 78.
• Step 6. Conclusion
• There is a significant difference in the test scores of the two groups of
students.
Wilcoxon Signed Rank Test

• Nonparametric Test for two related populations where N is


large
• For large sample , the same procedure as the small sample is
followed. This time, after choosing the smaller between w+
and w-, compute for the test statistics using:

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