Statistics For Business and Economics

14 - 1
2003 Pearson Prentice Hall

Statistics for Business and
Economics
Nonparametric Statistics
Chapter 14
14 - 2
Learning Objectives
1. Distinguish Parametric & Nonparametric
Test Procedures
2. Explain a Variety of Nonparametric Test
Procedures
3. Solve Hypothesis Testing Problems
Using Nonparametric Tests
4. Compute Spearmans Rank Correlation
14 - 3
Hypothesis Testing
Procedures
Hypothesis
Testing
Procedures
Nonparametric Parametric
Z Test
Kruskal-Wallis
H-Test
Wilcoxon
Rank Sum
Test
t Test
One-Way
ANOVA
Many More Tests Exist!
14 - 4
Parametric Test
Procedures
1. Involve Population Parameters
Example: Population Mean
2. Require Interval Scale or Ratio Scale
Whole Numbers or Fractions
Example: Height in Inches (72, 60.5, 54.7)
3. Have Stringent Assumptions
Example: Normal Distribution
4. Examples: Z Test, t Test, _
2
Test
14 - 5
Nonparametric Test
Procedures
1. Do Not Involve Population Parameters
Example: Probability Distributions, Independence
2. Data Measured on Any Scale
Ratio or Interval
Ordinal
Example: Good-Better-Best
Nominal
Example: Male-Female
3. Example: Wilcoxon Rank Sum Test
14 - 6
Advantages of
Nonparametric Tests
1. Used With All Scales
2. Easier to Compute
Developed Originally Before
Wide Computer Use
3. Make Fewer Assumptions
4. Need Not Involve
Population Parameters
5. Results May Be as Exact
as Parametric Procedures
1984-1994 T/Maker Co.
14 - 7
Disadvantages of
Nonparametric Tests
1. May Waste Information
If Data Permit Using Parametric
Procedures
Example: Converting Data From
Ratio to Ordinal Scale
2. Difficult to Compute by
Hand for Large Samples
3. Tables Not Widely Available
1984-1994 T/Maker Co.
14 - 8
Frequently Used
Nonparametric Tests
1. Sign Test
2. Wilcoxon Rank Sum Test
3. Wilcoxon Signed Rank Test
4. Kruskal Wallis H-Test
5. Friedmans F
r
-Test
6. Spearmans Rank Correlation Coefficient
14 - 9
Sign Test
14 - 10
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 11
Sign Test
1. Tests One Population Median, q (eta)
2. Corresponds to t-Test for 1 Mean
3. Assumes Population Is Continuous
4. Small Sample Test Statistic: # Sample
Values Above (or Below) Median
Alternative Hypothesis Determines
5. Can Use Normal Approximation If n > 10
14 - 12
Sign Test Uses P-Value
to Make Decision
.031
.109
.219
.273
.219
.109
.031
.004 .004
0%
10%
20%
30%
0 1 2 3 4 5 6 7 8
X
P(X)
Binomial: n = 8 p = 0.5
P-Value Is the Probability of Getting an Observation At
Least as Extreme as We Got. If 7 of 8 Observations
Favor H
a
, Then P-Value = P(x > 7) = .031 + .004 = .035.
If o = .05, Then Reject H
0
Since P-Value s o.
14 - 13
Sign Test Example
Youre an analyst for Chef-
Boy-R-Dee. Youve asked
7 people to rate a new
ravioli on a 5-point Likert
scale (1 = terrible to
5 = excellent. The ratings
are: 2 5 3 4 1 4 5.
At the .05 level, is there
evidence that the median
rating is less than 3?
14 - 14
Sign Test Solution
H0:
Ha:
o =
Test Statistic:
P-Value:
Decision:

Conclusion:

14 - 15
Sign Test Solution
H0: q = 3
Ha: q < 3
o =
Test Statistic:
P-Value:
Decision:

Conclusion:

14 - 16
Sign Test Solution
H0: q = 3
Ha: q < 3
o = .05
Test Statistic:
P-Value:
Decision:

Conclusion:

14 - 17
Sign Test Solution
H0: q = 3
Ha: q < 3
o = .05
Test Statistic:
P-Value:
Decision:

Conclusion:

S = 2
(Ratings 1 & 2 Are
Less Than q = 3:
2, 5, 3, 4, 1, 4, 5)
14 - 18
Sign Test Solution
H0: q = 3
Ha: q < 3
o = .05
Test Statistic:
P-Value:
Decision:

Conclusion:

P(x > 2) = 1 - P(x s 1)
= .937
(Binomial Table, n = 7,
p = 0.50)
S = 2
(Ratings 1 & 2 Are
Less Than q = 3:
2, 5, 3, 4, 1, 4, 5)
14 - 19
Sign Test Solution
H0: q = 3
Ha: q < 3
o = .05
Test Statistic:
P-Value:
Decision:

Conclusion:

Do Not Reject at o = .05
P(x > 2) = 1 - P(x s 1)
= .937
p = 0.50)
S = 2
(Ratings 1 & 2 Are
Less Than q = 3:
2, 5, 3, 4, 1, 4, 5)
14 - 20
Sign Test Solution
H0: q = 3
Ha: q < 3
o = .05
Test Statistic:
P-Value:
Decision:

Conclusion:

There Is No Evidence
Median Is Less Than 3
P(x > 2) = 1 - P(x s 1)
= .937
p = 0.50)
S = 2
(Ratings 1 & 2 Are
Less Than q = 3:
2, 5, 3, 4, 1, 4, 5)
14 - 21
Wilcoxon Rank Sum Test
14 - 22
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 23
1. Tests Two Independent Population
Probability Distributions
2. Corresponds to t-Test for 2 Independent
Means
3. Assumptions
Independent, Random Samples
Populations Are Continuous
4. Can Use Normal Approximation If n
i
> 10
14 - 24
Procedure
1. Assign Ranks, R
i
, to the n
1
+ n
2

Sample Observations
If Unequal Sample Sizes, Let n
1
Refer to
Smaller-Sized Sample
Smallest Value = 1
Average Ties
2. Sum the Ranks, T
i
, for Each Sample
3. Test Statistic Is T
A
(Smallest Sample)
14 - 25
Example
Youre a production planner. You want to
see if the operating rates for 2 factories is
the same. For factory 1, the rates (% of
capacity) are 71, 82, 77, 92, 88. For
factory 2, the rates are 85, 82,
94 & 97. Do the factory rates
have the same probability
distributions at the
.10 level?
14 - 26
Solution
H0:
Ha:
o =
n1 = n2 =
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

E Ranks
14 - 27
Solution
H0: Identical Distrib.
Ha: Shifted Left or Right
o =
n1 = n2 =
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

E Ranks
14 - 28
Solution
o = .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

E Ranks
14 - 29
Wilcoxon Rank Sum
Table (Portion)
n
1
3 4 5 ..
T
L
T
U
T
L
T
U
T
L
T
U
..
3 6 15 7 17 7 20 ..
n
2
4 7 17 12 24 13 27 ..
5 7 20 13 27 19 36 ..
: : : : : : : :
o = .05 one-tailed; o = .10 two-tailed
14 - 30
Solution
o = .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject Reject
Do Not
Reject
13 27 E Ranks
14 - 31
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
Rank Sum
14 - 32
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 85
82 82
77 94
92 97
88 ... ...
Rank Sum
14 - 33
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 94
92 97
88 ... ...
Rank Sum
14 - 34
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 2 94
92 97
88 ... ...
Rank Sum
14 - 35
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 82 4
77 2 94
92 97
88 ... ...
Rank Sum
14 - 36
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum
14 - 37
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum
14 - 38
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 6 ... ...
Rank Sum
14 - 39
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 7 97
88 6 ... ...
Rank Sum
14 - 40
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97
88 6 ... ...
Rank Sum
14 - 41
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum
14 - 42
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum 19.5 25.5
14 - 43
Solution
o = .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject Reject
Do Not
Reject
13 27 E Ranks
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
14 - 44
Solution
o = .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject Reject
Do Not
Reject
13 27 E Ranks
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
14 - 45
Solution
o = .10
n1 = 4 n2 = 5
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

There Is No Evidence
Distrib. Are Not Equal
Reject Reject
Do Not
Reject
13 27 E Ranks
T2 = 5 + 3.5 + 8+ 9 = 25.5
(Smallest Sample)
14 - 46
Wilcoxon Signed Rank Test
14 - 47
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 48
Wilcoxon
Signed Rank Test
1. Tests Probability Distributions of
2 Related Populations
2. Corresponds to t-test for Dependent
(Paired) Means
3. Assumptions
Random Samples
Both Populations Are Continuous
4. Can Use Normal Approximation If n > 25
14 - 49
Signed Rank Test
Procedure
1. Obtain Difference Scores, D
i
= X
1i
- X
2i

2. Take Absolute Value of Differences, D
i

3. Delete Differences With 0 Value
4. Assign Ranks, R
i
, Where Smallest = 1
5. Assign Ranks Same Signs as D
i

6. Sum + Ranks (T
+
) & - Ranks (T
-
)
Test Statistic Is T
-
(One-Tailed Test)
Test Statistic Is Smaller of T
-
or T
+
(2-Tail)
14 - 50
Signed Rank Test
Computation Table
X
1i
X
2i
D
i
= X
1i
- X
2i
|D
i
| R
i
Sign Sign R
i
X
11
X
21
D
1
= X
11
- X
21
|D
1
| R
1
R
1
X
12
X
22
D
2
= X
12
- X
22
|D
2
| R
2
R
2
X
13
X
23
D
3
= X
13
- X
23
|D
3
| R
3
R
3
: : : : : : :
X
1n
X
2n
D
n
= X
1n
- X
2n
|D
n
| R
n
R
n
Total T
+
& T
-
14 - 51
Signed Rank Test
Example
You work in the finance department. Is the new
financial package faster (.05 level)? You collect
the following data entry times:
User Current New
Donna 9.98 9.88
Santosha 9.88 9.86
Sam 9.90 9.83
Tamika 9.99 9.80
Brian 9.94 9.87
Jorge 9.84 9.84
1984-1994 T/Maker Co.
14 - 52
Signed Rank Test
Solution
H0:
Ha:

o =
n =
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

T
0
Reject
Do Not
Reject
14 - 53
Signed Rank Test
Solution
Ha: Current Shifted
Right
o =
n =
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

T
0
Reject
Do Not
Reject
14 - 54
Signed Rank Test
Computation Table
X
1i
X
2i
D
i
|D
i
| R
i
Sign Sign R
i
9.98 9.88 +0.10 0.10 4 + +4
9.88 9.86 +0.02 0.02 1 + +1
9.90 9.83 +0.07 0.07 2 2.5 + +2.5
9.99 9.80 +0.19 0.19 5 + +5
9.94 9.87 +0.07 0.07 3 2.5 + +2.5
9.84 9.84 0.00 0.00 ... ... Discard
Total T
+
= 15, T
-
= 0
14 - 55
Signed Rank Test
Solution
Ha: Current Shifted
Right
o = .05
n = 5 (not 6; 1 elim.)
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject
Do Not
Reject
T
0
14 - 56
Wilcoxon Signed Rank
Table (Portion)
One-Tailed Two-Tailed
n = 5 n = 6 n = 7 ..
o = .05 o = .10
1 2 4 ..
o = .025 o = .05
1 2 ..
o = .01 o = .02
0 ..
o = .005 o = .01
..
n = 11 n = 12 n = 13
: : : :
14 - 57
Signed Rank Test
Solution
Ha: Current Shifted
Right
o = .05
n = 5 (not 6; 1 elim.)
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject
Do Not
Reject
1 T
0
14 - 58
Signed Rank Test
Solution
Ha: Current Shifted
Right
o = .05
n = 5 (not 6; 1 elim.)
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject
Do Not
Reject
1 T
0
Since One-Tailed
Test & Current
Shifted Right, Use T
-
:
T
-
= 0
14 - 59
Signed Rank Test
Solution
Ha: Current Shifted
Right
o = .05
n = 5 (not 6; 1 elim.)
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject at o = .05
Reject
Do Not
Reject
1 T
0
Since One-Tailed
Test & Current
-
:
T
-
= 0
14 - 60
Signed Rank Test
Solution
Ha: Current Shifted
Right
o = .05
n = 5 (not 6; 1 elim.)
Critical Value(s):
Test Statistic:
Decision:

Conclusion:

Reject at o = .05
There Is Evidence New
Package Is Faster
Reject
Do Not
Reject
1 T
0
Since One-Tailed
Test & Current
-
:
T
-
= 0
14 - 61
Kruskal-Wallis H-Test
14 - 62
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 63
1. Tests the Equality of More Than 2 (p)
Population Probability Distributions
2. Corresponds to ANOVA for More Than
2 Means

3. Used to Analyze Completely
Randomized Experimental Designs
4. Uses _
2
Distribution with p - 1 df
If At Least 1 Sample Size n
j
> 5
14 - 64
Assumptions
1. Independent, Random Samples
2. At Least 5 Observations Per Sample
3. Continuous Population Probability
Distributions
14 - 65
Procedure
1. Assign Ranks, R
i
, to the n Combined
Observations
Smallest Value = 1; Largest Value = n
Average Ties
2. Sum Ranks for Each Group
14 - 66
Procedure
1. Assign Ranks, R
i
, to the n Combined
Observations
Smallest Value = 1; Largest Value = n
Average Ties
2. Sum Ranks for Each Group
3. Compute Test Statistic
( )
( ) 1 3
1
12
1
2
+
|
|
.
|
\
|
+
=

=
n
n
R
n n
H
p
j
j
j
Squared total of
each group
14 - 67
Example
As production manager,
you want to see if 3 filling
machines have different
filling times. You assign
15 similarly trained &
experienced workers,
5 per machine, to the
machines. At the .05 level,
is there a difference in the
distribution of filling times?
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
14 - 68
_
2
0
Solution
H0:
Ha:
o =
df =
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

14 - 69
_
2
0
Solution
Ha: At Least 2 Differ
o =
df =
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

14 - 70
_
2
0
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

14 - 71
_
2
0 5.991
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

o = .05
14 - 72
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3

14 - 73
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3

1

14 - 74
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2

1

14 - 75
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
2

1

3
14 - 76
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
14 9 2
15 6 7
12 10 1
11 8 4
13 5 3
14 - 77
Solution
Raw Data
Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
Ranks
Mach1 Mach2 Mach3
14 9 2
15 6 7
12 10 1
11 8 4
13 5 3
65 38 17
Total
14 - 78
Solution
( )
( )
( ) ( )
( ) ( ) ( )
( )
( )
58 . 11
48 6 . 191
240
12
16 3
5
17
5
38
5
65
16 15
12
1 3
1
12
2 2 2
1
2
=

|
.
|
\
|
=

|
|
.
|
\
|
|
|
.
|
\
|
+ +
=
+
|
|
.
|
\
|
+
=

=
n
n
R
n n
H
p
j
j
j
14 - 79
_
2
0 5.991
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

o = .05
H = 11.58
14 - 80
_
2
0 5.991
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

Reject at o = .05
o = .05
H = 11.58
14 - 81
_
2
0 5.991
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

Reject at o = .05
There Is Evidence Pop.
Distrib. Are Different
o = .05
H = 11.58
14 - 82
Friedman F
r
-Test for a
Randomized Block Design
14 - 83
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 84
Friedman F
r
-Test
1. Tests the Equality of More Than 2 (p)
Population Probability Distributions
2. Corresponds to ANOVA for More Than
2 Means

3. Used to Analyze Randomized Block
Experimental Designs
4. Uses _
2
Distribution with p - 1 df
If either p, the number of treatments, or b,
the number of blocks, exceeds 5
14 - 85
Friedman F
r
-Test
Assumptions
1. The p treatments are randomly
assigned to experimental units within
the b blocks Samples
2. The measurements can be ranked
within the blocks
3. Continuous population probability
distributions
14 - 86
Friedman F
r
-Test
Procedure
1. Assign Ranks, R
i
= 1 p, to the p
treatments in each of the b blocks
Smallest Value = 1; Largest Value = p
Average Ties
2. Sum Ranks for Each Treatment
14 - 87
Friedman F
r
-Test
Procedure
1. Assign Ranks, R
i
= 1 p, to the p
treatments in each of the b blocks
Smallest Value = 1; Largest Value = p
Average Ties
2. Sum Ranks for Each Treatment
3. Compute Test Statistic

( )
( ) 1 3
1
12
1
2
+
|
|
.
|
\
|
+
=

=
p b R
p bp
F
p
j
j r
Squared total of
each treatment
14 - 88
Friedman F
r
-Test
Example
Three new traps were tested
to compare their ability to trap
mosquitoes. Each of the traps,
A, B, and C were placed side-
by-side at each five different
locations. The number of
mosquitoes in each trap was
recorded. At the .05 level, is
there a difference in the
distribution of number of
mosquitoes caught by the
three traps?
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5
14 - 89
_
2
0
Friedman F
r
-Test
Solution
o =
df =
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

14 - 90
_
2
0
Friedman F
r
-Test
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

14 - 91
_
2
0 5.991
Friedman F
r
-Test
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

o = .05
14 - 92
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5

Ranks
TrapA TrapB TrapC

14 - 93
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5
Ranks
TrapA TrapB TrapC
1

14 - 94
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5
Ranks
TrapA TrapB TrapC
2 3 1
1

14 - 95
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5
Ranks
TrapA TrapB TrapC
2 3 1
3 2 1

14 - 96
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5

Ranks
TrapA TrapB TrapC
2 3 1
3 2 1
3 1 2
.
.
14 - 97
Friedman F
r
-Test
Solution
Raw Data
TrapA TrapB TrapC
3 5 0
23 17 15
11 5 7
8 4 2
19 11 5

Ranks
TrapA TrapB TrapC
2 3 1
3 2 1
3 1 2
3 2 1
3 2 1
14 10 6
Total
14 - 98
Friedman F
r
-Test
Solution
( )
( )
64 . 6 60 ) 332 (
60
12
) 1 3 ( ) 5 ( 3 ) 6 10 14 (
) 1 3 ( ) 3 )( 5 (
12
1 3
1
12
2 2 2
1
2
=
|
.
|
\
|
=
+
|
|
.
|
\
|
+ +
+
=
+
|
|
.
|
\
|
+
=

=
r
r
p
j
j r
F
F
p b R
p bp
F
14 - 99
_
2
0 5.991
Friedman F
r
-Test
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

o = .05
F
r
= 6.64
14 - 100
_
2
0 5.991
Friedman F
r
-Test
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

Reject at o = .05
o = .05
F
r
= 6.64
14 - 101
_
2
0 5.991
Friedman F
r
-Test
Solution
o = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):

Test Statistic:
Decision:

Conclusion:

Reject at o = .05
There Is Evidence Pop.
Distrib. Are Different
o = .05
F
r
= 6.64
14 - 102
Spearmans Rank
Correlation Coefficient
14 - 103
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedmans F
r
-Test
14 - 104
Spearmans Rank
1. Measures Correlation Between Ranks
2. Corresponds to Pearson Product
Moment Correlation Coefficient
3. Values Range from -1 to +1
14 - 105
Spearmans Rank
1. Measures Correlation Between Ranks
2. Corresponds to Pearson Product
Moment Correlation Coefficient
3. Values Range from -1 to +1
4. Equation (Shortcut)
( ) 1
6
1
2
2
=

n n
d
r
s
14 - 106
Spearmans Rank
Correlation Procedure
1. Assign Ranks, R
i
, to the Observations
of Each Variable Separately
2. Calculate Differences, d
i
, Between
Each Pair of Ranks
3. Square Differences, d
i
2
, Between Ranks
4. Sum Squared Differences for Each
Variable
5. Use Shortcut Approximation Formula

14 - 107
Spearmans Rank
Correlation Example
Youre a research assistant for the FBI. Youre
investigating the relationship between a persons
attempts at deception
& % changes in their
pupil size. You ask
subjects a series of
questions, some of
which they must
answer dishonestly.
At the .05 level, what is the correlation coefficient?
Subj. Deception Pupil
1 87 10
2 63 6
3 95 11
4 50 7
5 43 0
14 - 108
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
Total
14 - 109
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
1 87 10
2 63 6
3 95 11
4 50 7
5 43 0
Total
14 - 110
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
1 87 4 10
2 63 3 6
3 95 5 11
4 50 2 7
5 43 1 0
Total
14 - 111
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
1 87 4 10 4
2 63 3 6 2
3 95 5 11 5
4 50 2 7 3
5 43 1 0 1
Total
14 - 112
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
1 87 4 10 4 0
2 63 3 6 2 1
3 95 5 11 5 0
4 50 2 7 3 -1
5 43 1 0 1 0
Total
14 - 113
Spearmans Rank
Correlation Table
Subj. Decep. R
1i
Pupil R
2i
d
i
d
i
2
1 87 4 10 4 0 0
2 63 3 6 2 1 1
3 95 5 11 5 0 0
4 50 2 7 3 -1 1
5 43 1 0 1 0 0
Total 2
14 - 114
Spearmans Rank
Correlation Solution
( )
( )
( )
90 . 0
10 . 0 1
1 5 5
2 6
1
1
6
1
2
2
1
2
=
=

=
=

=
n n
d
r
n
i
i
s
14 - 115
Conclusion
1. Distinguished Parametric &
Nonparametric Test Procedures
2. Explained a Variety of Nonparametric
Test Procedures
3. Solved Hypothesis Testing Problems
Using Nonparametric Tests
4. Computed Spearmans Rank Correlation
End of Chapter
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14 - 1

2003 Pearson Prentice Hall

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