Non-Parametric Hypothesis Testing

Nonparametric
Methods
Statistical Methods Based On Ranks

Non-Parametric Statistics
Learning Objectives
 What is Parametric Hypothesis Testing
 What is Nonparametric Hypothesis Testing
 Different Types of Nonparametric Tests
– 1-Sample Sign Test
– 1-Sample Wilcoxon Sign Rank Test
– 2-Sample Sign Test ? ?
– 2-Sample Wilcoxon Sign Rank Test ?
– Mann-Whitney Test
– Kruskal-Wallis Test
– Mood’s Median Test
– Levene’s Test
Seagate Confidential 2 Supplier Six Sigma Modular Training

Roadmap of Hypothesis Tests
Quantitative Y Qualitative Y
Normal?-Yes
Two Samples Two Samples

or More
Quantitative Y Quantitative Y
(More than one factor) (One factor only) 2-Proportion Test Contingency Table
One Sample Two Samples Two Samples

or More One Sample
1-Proportion Test
•1-Sample z Test •2-Sample z Test •One-Way Anova
•1-Sample t Test •2-Sample t Test •F-test/Barlett’s
2 Test -Variances Equal
-Variances Unequal
•Pair-t Test
Anova

Summary of Hypothesis Tests

Type of Test Test for What Assumptions
1 1-sample z  = o x known
2 1-sample t  = o x unknown
x is normal
2
3  o x is normal
4 1-proportion  = o -
2 2
5 2-sample z 1 = 2 1 , 2 known
2 2
6 2-sample t 1 = 2 1 , 2 unknown
- equal 2 x 1,x 2 are normal
- unequal 2
7 Pair-t test 1 = 2  is normal
2 2
1 , 2 unknown
2 2
8 F-test 1 2 x 1, x 2 are normal
2 2
1 , 2 unknown
9 2-proportion  1=  2 -

Violation of Normality Assumption

All hypothesis tests assume that the data is
normally distributed.
 Mean becomes the
representative index of
central tendency.
x
 If the data is not

Non Parametric
Hypothesisnormal,
Tests will mean still
a representative index
of the distribution?
 What hypothesis
x testing to use?
What is Parametric Hypothesis Test?

What is a parameter?
A characteristic that describes the population
distribution.
Parameters for Normal Distribution   , 
Parameters for Binomial Distribution  p, n
Parameter for Poisson Distribution  
Parameter for t Distribution  
Parameters for F Distribution   , 

1 2

What is Parametric Hypothesis Test?

During hypothesis testing, assumed distribution is extracted and with
identified confidence level, acceptance and rejection zone are
established.
Based on the parameters and/or parametric statistics, the test is

performed and post into the assumed distribution to determine
whether it falls into the acceptance or rejection zone.
Eg. 1-sample z test
Assumed distribution - Normal Zcal
Parameter - 
–
Parametric statistic - x x – 0
Calculated z = x - o 

Parameter and parametric statistic ½ ½

are used in the 1-sample z test. -z/2 0 z/2
Thus, known as Parametric
Hypothesis Test. Likewise for other
tests making use of parameters.
What is Nonparametric Hypothesis Test?

 Also known as Distribution-free tests.
 Does not make any assumption about the
distribution of the sampled populations.
 Does not utilize the estimation of variance,
mean, and any other population
parameters.But mainly focus on median.

What is Nonparametric Hypothesis Test?
 Median does not consider the type of

distribution of the data.
 The sample median is a measure of central
tendency that divides the data into two
equal parts, half below the median and half
above.

Roadmap of Nonparametric Tests

Quantitative Y
Normal?- Yes or No
Quantitative Y Quantitative Y
(More than one factor) (One factor only)
One Sample Two Samples

Two Samples
or More
•1-Sample Sign Test •Kruskal-Wallis

•2-Sample Sign Test •Mood Median’s
•1-Sample Wilcoxon
•2-Sample Wilcoxon •Levene’sTest
Sign Rank Test
Sign Rank Test
•Mann-Whitney
Friedmans

Summary of Nonparametric Hypothesis Tests
Test for Type of Test # of Factors # of Levels Parametric Equivalent Comments
Location 1-Sample Sign Test 1 1 1-Sample t Test Comparison to
(Median) 1-Sample Wilcoxon target. Wilcoxon is
Sign Rank Test more powerful but
does not tolerate
outliers as well as
Sign Test
2-Sample Sign Test 1 2 Pair t Test Paired/Blocked
2-Sample Wilcoxon comparisons(look at
Sign Rank Test differences between
paired values)
Mann-Whitney 1 2 2-Sample t Test Independent values

Kruskal-Wallis 1 2 or more ANOVA No outliers present.
Mood's Median Test 1 2 or more ANOVA Outliers present
Friedman 2 2 or more 2 Way ANOVA
Dispersion Levene's 1 2 or more F-test, Barlett
(Variance,
Standard
Deviation)
Association Spearman's Rank 2 2 or more Contingency Tables
(Independent Correlation
or dependent)
Nonparametric Regression
Linear Regression
(Both do not exist in Correlation
Minitab)

Hypothesis Test Flow Chart

State problem in “English”
Translate into statistical hypotheses

(H0 and Ha)
Ho Ha
Gather evidence (sampling)
DECIDE:
What does the evidence
suggest? State practical implications
in “English”
Reject H0? Or Not Reject H0?

1-Sample Sign Test
1-Sample Sign Test

 To test hypotheses about the median ~ of a
continuous distribution.
 It is equivalent to 1-sample t-test.
Recall:
The sample median is a measure of central tendency that
divides the data into two equal parts, half below the median
and half above.
50% 50%
~
 o

1-Sample Sign Test

~
Ho :  ~ ~
Ha :  ~ (Two  tailed)
o o
~
Ha :  ~ (One  tailed)
o
~
o
~ )  0 .5
P( X  
~ )  0 .5
P( X  
o
o
~
 ~

~
 ~ o
o
~
Ho :  ~ ~
Ha :  ~
o o
1-Sample Sign Test

 x1, x2, x3, …..xn is a random sample from a
population.
 Reduce the data set into a binary
distribution by forming the differences.
~  ''
X1   Data transform
o
into binary
~  ''
X2   o distribution
~  ' '
X3   o
~  ' '
X4   o
~ 0 Ignore zero
X5   o during
computation
1-Sample Sign Test

 If Ho is true, in long term,
the number of ‘+’ = number of ‘-’
R+ = R-
 However, due to sample to sample variation, r+ might
not equal to r-.
 Therefore, need to know how large r+ must be in
order to reject Ho at a given significant level .
 Need to know the sampling distribution of r+ or r-
What is the sampling

Distribution of r+ or r-?

1-Sample Sign Test

 ‘+’ or ‘-’  Binary data Binomial Distribution
 R has a binomial distribution with sample size
+
n and success probability p. Likewise for R-.
 If H is true,
o
p = Probablity of obtaining a ‘+’ or ‘-’
= 0.5
~ )  0 .5
P( X   o
- +
-
- +
-
- - +++
- -
- ++
- - - + ++
~
 ~
o
~
Ho :  ~
o
1-Sample Sign Test

Three Approaches to Decision Making
1. Critical Value Approach
Accept~ H
Ho :  ~ ~r-) >
Ha(r:+,
if min
o o
~ r*(Two  tailed)
o
Rejection Acceptance
Zone Zone
Accept Ho if r- > r*
~
Ho :  ~ Ha : ~
~ (One  tailed)
o o
0 r* n/2 r
Accept Ho if r+ > r*
~
Ho :  ~ ~
o o

1-Sample Sign Test

2. P-value Approach
 Accept Ho if P-value > significance level, 
 P-value is computed as follows:
a. ~
Ho :  ~ ~
Ha : 
If ~ (One  tailed)
o o
P-value = P(R+  r+ when p = ½)
Reject Zone, P(R+  r+)


r+ n/2

1-Sample Sign Test

b. If Ho : ~  ~o ~
o
P-value = P(R+  r+ when p = ½)
P(R+  r+)
Reject Zone,

r+

1-Sample Sign Test

c. If Ho : ~  ~o ~
o
P-value = 2P(R+  r+ when p = ½), if r+ < n/2
/2 P(R+  r+)

r+
P-value = 2P(R+  r+ when p = ½), if r+ > n/2
P(R+  r+)
/2
r+
1-Sample Sign Test

3. Confidence-Interval Approach
 Arrange the data in ascending order.
 Let x be the position of the ordered data values.
 If the confidence interval ranges from the ‘x’ th
smallest to the ‘x’ th largest data,then the
confidence is given by
1-2P(R<x)
~ is
Accept Ho if 
included in the
confidence interval
~
 ~
o
(x(min), x(max))
Example 1a: 1-Sample Sign Test

A thermostat used in an electrical device is to be checked for the accuracy of its design setting of
200F. Ten thermostats were tested to determine their actual settings, resulting in the following data:
197 198
Perform sign test to determine if the median setting is different from the design setting of 200 F. Use
 = 0.05
203.4 203.7
204.1 198.5
202.5 201.3
206.3 199


a.State problem in “English”
a. To check the accuracy of
thermostat setting vs design
b.Translate into statistical hypotheses
(H0 and Ha) settings of 200F.
c.Gather evidence (sampling)

~  200  F
b. Ho : 
~  200 F (Two  tailed)
Ha : 
d.DECIDE:
suggest? c. 197 198
203.4 203.7
204.1 198.5
e.State practical implications in
“English” 202.5 201.3
206.3 199


d. Reduce the data set into a
binary distribution by forming
(H0 and Ha) the differences.
Xi Xi-200 Sign
c.Gather evidence (sampling) 197 -3 -
203.4 3.4 +
204.1 4.1 +
d.DECIDE:
202.5 2.5 +
suggest?
206.3 6.3 +
198 -2 -
203.7 3.7 +
198.5 -1.5 -
e.State practical implications in 201.3 1.3 +
“English”
199 -1 -
r+ =  of ‘+’ = 6
r- =  of ‘-’ = 4

r = min (r+, r-) = min (6, 4) = 4
From Table, r* = 1
Since r > r* , cannot reject Ho.
r= 4
Rejection Acceptance
Zone Zone
r* = 1 r
0 n/2

Critical Values of Sign Test
Table obtained from:

Applied Statistics and
Probability For Engineers
-Douglas C Montgomery,
George C Runger


2. P-value Approach
P-value
= 2P(R+  r+ when p = ½)
= 2P(R+  6)
10  10 
2=  (0.5)R  (0.5)10 R  P = 0.754 P = 0.05
R  8  R  
Accept Reject
= 2(0.377)
= 0.754
Since P-value > 0.05 (), cannot reject Ho.


Using Minitab
Stat  Nonparametrics  1-Sample Sign


Session Window:
Sign Test for Median: Temp

Sign test of median = 200.0 versus not = 200.0
N Below Equal Above P Median
Temp 10 4 0 6 0.7539 201.9
r-
r+ P-value Approach:
P-value > 0.05
Cannot reject Ho

3. Confidence Interval Approach
 Arrange data in ascending order.
 If the chosen confidence interval ranges from 2 nd smallest to the 2nd largest
number.ie x =2
 Confidence level of the confidence

interval is given by ~  204.1
198.0  
1-2(P<2) = 1-2(0.0107) = 0.9786
 97.86% confidence interval is given by:
Since the = 200 is included in the

confidence interval (198.0, 204.1),
cannot reject Ho.
~  204.1
198.0  
~



Using Minitab


Session Window:
Sign CI: Temp
Sign confidence interval for median
Achieved
N Median Confidence Confidence interval Position
Temp 10 201.9 0.8906 ( 198.5, 203.7) 3
0.9500 ( 198.3, 203.8) NLI
0.9785 ( 198.0, 204.1) 2
Confidence Interval
Non linear
Approach:
~ =200 is included in the
 interpolation
o
interval, cannot reject Ho.

b.Translate into statistical hypotheses e. Conclusion

(H0 and Ha)
There is no significant
difference between the
thermostat setting and
d.DECIDE: the design setting of
What does the evidence 200F.
suggest?
Reject Ho? Or Not Reject Ho?

“English”

1-Sample Wilcoxon Test
1-Sample Wilcoxon Signed-Rank Test

 1-Sample Sign test only make use of ‘+’ and ‘-’
of the differences between the observations and
the median  ~.
o
 Wilcoxon Signed-Rank test makes use of both
direction (sign) and magnitude.
 Assumption: Symmetric continuous distribution.


~
Ho :  ~ ~
o
o ~

~ ~
Ha :   o (o One  tailed)
~
o
Steps
1. ~ )=d
Form the difference (xi -  o i.
2. Rank order of differences, di , in terms of absolute

values. For tied di, assign the average of the tied
ranks.
3. Calculate
w+ = sum of the ranks of the positive differences
w- = sum of the ranks of the negative differences

3 Approaches to Decision Making
Type of Test Alternative Hypothesis Accept Ho Criteria
Two-tailed test  o w = min (w +, w -) > w crit, 
One-tailed test   >  o w - w crit, 
 <  o w + w crit, 
2. P-value Approach
Type of Test Alternative Hypothesis Accept H o Criteria
Two-tailed test   o P-value = 2P (W w m ax) > 
One-tailed test  >  o P-value = P (W w -) > 
 <  o P-value = P (W w +) > 


3.Confidence Interval Approach
Observation 2 4 5 6 7 1.Each entry is the

2 2 3 3.5 4 4.5 average of
4 4 4.5 5 5.5 observations of
5 5 5.5 6
corresponding
6 6 6.5
7 7
column and row. It
is called Walsh
average.
2. Arrange the
Walsh average
in order.
If confidence interval goes from dth

smallest to dth largest Walsh average,
confidence is given by 1-2P(W<d).
~is included in the
Accept Ho if 
confidence interval.
Example 1b:1-Sample Wilson Signed-Rank Test

Apply Wilson Signed-Rank test to the thermostat setting
data of Example 1.
xi di =x i -200 Rank ~  200  F
Ho : 
197 -3 -6
H : ~  200 F (Two  tailed)
203.4 3.4 +7 a
204.1 4.1 +9
202.5 2.5 +5 w+ = 7+9+5+10+8+2
206.3 6.3 +10 = 41
198 -2 -4 w- = 6+4+3+1=14
203.7 3.7 +8
198.5 -1.5 -3
w = min (41, 14) = 14
201.3 1.3 +2 w 0.05 = 8
199 -1 -1 Since w > w 0.05 = 8,
cannot reject Ho. Value
obtained
from
Table
Critical Values for Wilcoxon Signed-Rank Test

Example 1b :1-Sample Wilson Signed-Rank Test

Using Minitab
Stat  Nonparametrics  1-Sample Wilcoxon


Session Window
Wilcoxon Signed Rank Test: Temp

Test of median = 200.0 versus median not = 200.0
N for Wilcoxon Estimated
N Test Statistic P Median
Temp 10 10 41.0 0.185 201.3
P-value
Approach:
Critical value P-value > 0.05,
Approach cannot reject Ho.

Using Minitab


Session Window
Wilcoxon Signed Rank CI: Temp

Estimated Achieved
N Median Confidence Confidence Interval
Temp 10 201.3 94.7 ( 198.8, 203.8)
Confidence Interval
Approach:
~ = 200 is included
 o
in the interval,
cannot reject Ho.
2-Sample Sign Test
2- Sample Sign Test

 Equivalent to Paired-t test.
 Assumptions:
– Paired observations from two continuous
distributions that differ only with respect to
their means.
– This assures that the differences
distribution is continuous and symmetric.

2- Sample Sign Test

~ μ
Ho : μ ~ 0
x y
~ 
Ha :  ~ 0
Steps x y
H : ~ ~ 0
1. Form the difference (xi - yi) = di. a x y
H : ~ 
 ~ 0
2. Calculate a x y
r+ = sum of positive differences

r- = sum of negative differences
3. Decision Making
 Critical Value Approach
 P-value Approach
 Confidence Interval Approach
(Same as that of 1-Sample Sign Test)

Example 2
A new drug is developed to cure a
particular illness. Test was conducted on
10 patients to determine the effectiveness
of the new drug. Data can be found in file:
Nonparametric.mtw.


a. To determine the
effectiveness of the new drug
(H0 and Ha)
~ ~
b. Ho : μx  μy  0
c.Gather evidence (sampling) ~ 
Ha :  ~ 0
x y
d.DECIDE:
What does the evidence c. Severity Before (X) Severity After (Y)
2 2
suggest? 2 1
Reject H0? Or Not Reject H0? 1 2
1 1
3 1
e.State practical implications in 4 2
“English” 5 3
3 2
1 1
5 1
Seagate Confidential 51 Severity_

Supplier Six Sigma Modular Training
Example 2a : 2-Sample Sign Test

a.State problem in “English” Using Minitab
(H0 and Ha)
d.DECIDE:
suggest?

“English”


Session Window:
Sign Test for Median: Delta
Sign test of median = 0.00000 versus > 0.00000
N Below Equal Above P Median
Delta 10 1 3 6 0.0625 1.000
Critical Value Approach: P-value Approach:

r- =1> r*=0, from table, P-value > 0.05,
cannot reject Ho.
cannot reject Ho.


Session Window:
Sign CI: Delta
Sign confidence interval for median
Achieved
N Median Confidence Confidence interval Position
Delta 10 1.000 0.8906 ( 0.000, 2.000) 3
0.9500 ( 0.000, 2.000) NLI
0.9785 ( 0.000, 2.000) 2
Confidence Interval Approach:

‘0’is included in the interval,
cannot reject Ho.

b.Translate into statistical hypotheses e. Conclusion:

(H0 and Ha)
There is either no
difference in severity of
sickness or increase in
d.DECIDE: severity of sickness
What does the evidence after taking the new
suggest? drug.

“English”

2-Sample Wilcoxon
Sign-Rank Test
2- Sample Wilcoxon Signed-Rank Test

 Equivalent to Paired-t test.
 Assumptions:
– Paired observations from two continuous
distributions that differ only with respect to
their means.
– This assures that the differences
distribution is continuous and symmetric.

2- Sample Wilcoxon Signed-Rank Test

~ μ
Ho : μ ~ 0
x y
Steps ~ 
Ha :  ~ 0
x y
1. Form the difference (xi - yi) = di. H : ~ ~ 0
a x y
2. Rank order of differences di in terms Ha : ~ ~ 0
x y
of absolute values.
3. Calculate
w+ = sum of the ranks of the positive differences
w- = sum of the ranks of the negative differences
4. Decision Making
(Same as that of 1-Sample Wilcoxon Test)
Example 2b: 2-Sample Wilcoxon Signed-Rank Test

Apply Wilson Signed-Rank test to the severity data of
Example 2.
Using Minitab
Session Window
P-value
Approach:
P-value < 0.05,
Wilcoxon Signed Rank Test: Delta reject Ho.
Test of median = 0.000000 versus median > 0.000000
N for Wilcoxon Estimated
N Test Statistic P Median
Delta 10 7 26.0 0.026 1.000

Example 2b: 2-Sample Wilcoxon Signed-Rank Test
Using Minitab
Session Window
Wilcoxon Signed Rank CI: Delta

Estimated Achieved
N Median Confidence Confidence Interval
Delta 10 1.00 94.7 ( 0.00, 2.00)
???

Sign Test vs Wilcoxon Sign Rank Test
Wilcoxon is more powerful as it make use

of the sign and magnitude of the
difference. But it does not tolerate outliers
as well as Sign Test.

Mann-Whitney Test
Mann-Whitney Test
 Equivalent to 2-sample t test.
 Assumption:
– X1 and X2 distributions have the same
shape and spread, only differ in their
locations.

Mann-Whitney Test
Steps Ho : μ~ μ~
1 2
1. Rank all N = n1 + n2 observations
Ha : ~ ~
1 2
in ascending order.Assign tied
Ha : ~ ~
observations the average of the 1 2
tied ranks. Ha : ~ ~
1 2
2. Sum the ranks of group 1 and group 2 separately.
w1 = sum of ranks of group 1
w2 = sum of ranks of group 2
3. Decision Making
Type of Test Alternative Hypothesis Accept Ho Criteria

Two-tailed test     Both w 1& w 2 > w crit, 
One-tailed test     >   w 2 w crit, 
    <   w 1 w crit, 

Example 3: Mann-Whitney Test

The mean axial stress in tensile members used
in an aircraft structure is being studied. Two
alloys are being investigated. Alloy 1 is a
traditional material, and alloy 2 is a new
aluminum-lithium alloy that is much lighter than
the standard material. Ten specimens of each
alloy type are tested, and the axial stress is
measured. Using =0.05, test the hypothesis
that the means of the two stress distributions
are identical. Data in file: Nonparametric.mtw

Example 3 : Mann-Whitney Test

a. To determine whether the two
alloys exhibit the same mean
(H0 and Ha) axial stress.
b. Ho : μ ~ μ ~
1 2
c.Gather evidence (sampling) ~ 
Ha :  ~
1 2
d.DECIDE: Alloy 1 Alloy 2

What does the evidence c. 3238 3261
suggest? 3195 3187
3246 3209
3190 3212
3204 3258
e.State practical implications in 3254 3248
“English” 3229 3215
3225 3226
3217 3240
3241 3234


d. Arrange, rank and sum the
rank for each group
(H0 and Ha)
separately.

Critical-value Approach:
d.DECIDE:
w1 = 99 From
suggest? w2 =111 table
w crit, 0.05 = 78
“English” Since w1, w2 > w crit, 0.05,
cannot reject Ho.


Using Minitab
Stat  Nonparametrics  Mann-Whitney
Session Window
Mann-Whitney Test and CI: Alloy 1, Alloy 2
Confidence Interval
Alloy 1 N = 10 Median = 3227.0 Approach:
Alloy 2 N = 10 Median = 3230.0 ‘0’ is included in the interval,
cannot reject Ho.
Point estimate for ETA1-ETA2 is -6.0
95.5 Percent CI for ETA1-ETA2 is (-29.0,17.0)
W = 99.0 Critical Value Approach
Test of ETA1 = ETA2 vs ETA1 not = ETA2 is significant at 0.6776

Cannot reject at alpha = 0.05
P-value Approach:
Seagate Confidential 68 P-valueSupplier
. 0.05, cannot reject
Six Sigma Ho. Training
Modular


(H0 and Ha)
Both alloys exhibit the
same mean axial
stress.
d.DECIDE:
suggest?

“English”

Mann-Whitney vs Wilcoxon Signed-Rank

If 2 data sets are blocked (or paired), the Wilcoxon-
Signed Rank test is the preferred test.
Without blocking, the variance between the blocks is

pooled with the variance within the populations.
Consequently, the Mann-Whitney Test is more

conservative and less likely to detect the difference
between the 2 populations, as in the case of the 2-
Sample t Test vs the Paired-t Test.

Kruskal-Wallis Test
Kruskal-Wallis Test
 Equivalent to one-way ANOVA
 Assumption:
– Random sample from each population.
– Samples were taken independently of each
other.
– Populations have approximately the same
shape (variances must be approximately
the same).

Kruskal-Wallis Test
~ 
H0 :  ~  .....  
~
1 2 i
~ 
H0 :  ~  .....  
~
1 2 i
Steps
1. Rank all N = n1 + n2+ …..+ni observations in
ascending order.Assign tied observations the
average of the tied ranks.
2. Sum the ranks of individual group.
r1 = sum of ranks of group 1
r2 = sum of ranks of group 2
ri = sum of ranks of group I

Kruskal-Wallis Test
4. Calculate the Krusal-Wallis test statistic
12 a ri2
kw    3(N  1)
N(N  1) i 1 ni
5. Decision Making:
 Critical Value Approach:
Cannot reject Ho if kw  i21,
 P-value Approach:
Cannot reject Ho if P-value > 

Example 4: Kruskal-Wallis Test

In an experiment, five different levels of cotton
content in a synthetic fiber were tested to
determine whether cotton content has any
effect on fiber tensile strength. Apply Kruskal-
Wallis test to these data (found in file:
Nonparametric.mtw) , using  = 0.01

Example 4a
a. To determine whether cotton
content has any effect on fiber
(H0 and Ha) tensile strength
~ μ
b. Ho : μ ~ μ ~ μ
~ μ ~
1 2 3 4 5
H :μ~ μ ~ μ~ μ~ μ ~
1 1 2 3 4 5
d.DECIDE:
What does the evidence c. 15 Percent 20 Percent 25 Percent 30 Percent 35 Percent
suggest? 7 12 14 19 7
Reject H0? Or Not Reject H0? 7 17 18 25 10
15 12 18 22 11
11 18 19 19 15
e.State practical implications in 9 18 19 23 11
“English”

Example 4a
d.DECIDE:
suggest?
Fiber Critical-value Approach:

d.
Percent
Tensile Rank  Ri
of Cotton
12 a ri2
Strength
7 15 2
kw    3(N  1)
7
15
15
15
2
12.5 27.5
N(N  1) i 1 ni
11 15 7
12  27.5 2 66 2 
9 15 4
    .....  3(25  1)
25(25  1)  5
12 20 9.5
17 20 14 5 
12 20 9.5 66
18
18
20
20
16.5
16.5
 18.84
14
18
25
25
11
16.5 02.01,4  13.28
18 25 16.5 85
19
19
25
25
20.5
20.5
 2
Since kw > 0.01,4 , reject Ho.
19 30 20.5
25 30 25
22 30 23 113
19 30 20.5
23 30 24
7 35 2
10 35 5
11 35 7 33.5
15 35 12.5
11 35 7

Using Minitab
Example 4a
Stat  Nonparametrics  Kruskal-Wallis
Session Window
Kruskal-Wallis Test: Stack versus Percent
Kruskal-Wallis Test on Stack
Percent N Median Ave Rank Z
15 5 9.000 5.5 -2.55
20 5 17.000 13.2 0.07
Critical 25 5 18.000 17.0 1.36

Value 30 5 22.000 22.6 3.26
P -Value
Approach Approach:
35 5 11.000 6.7 -2.14 P-value<
Overall 25 13.0 0.01, reject
H o.
H = 18.84 DF = 4 P = 0.001
H = 19.06 DF = 4 P = 0.001 (adjusted for ties)
Example 4a

(H0 and Ha)
Different level of cotton
content in a synthetic
fiber will result in
d.DECIDE: different fiber tensile
What does the evidence strength.
suggest?

“English”

Mood’s Median Test

 Equivalent to one-way ANOVA
 Assumption:
– Random sample from each population.
– Samples were taken independently of each
other.
– Populations have approximately the same
shape (variances must be approximately
the same).


~ 
H0 :  ~  .....  
~
1 2 k
~ 
H0 :  ~  .....  
~
1 2 k
Steps
1. Obtain the overall median of the whole set
of observations.
2. For each group,
 compute the expected number of

observations that lie above the overall
median (ei)
 count the actual number of observations
that lie above/below the overall median
(fi)

4. Calculate the Mood’s Median test statistic
mm = i [(fi-ei)² ÷ ei ]
5. Decision Making:
 Critical Value Approach:
Cannot reject Ho if mm  k21,
 P-value Approach:
Cannot reject Ho if P-value > 

Example 4b: Mood’s Median Test

Apply Mood’s Median test to Example 4.
P -Value
Using Minitab
Stat  Nonparametrics  Kruskal-Wallis
Approach:
Mood Median Test: Stack versus Percent
P-value<
Mood median test for Stack
0.01, reject
Chi-Square = 16.99 DF = 4 P = 0.002 Ho.
Individual 95.0% CIs
Percent N<= N> Median Q3-Q1 ------+---------+---------+---------+
15 Perce 5 0 9.0 6.0 (---+-----------)
20 Perce 2 3 17.0 6.0 (---------+-)
25 Perce 1 4 18.0 3.0 (-------+-)
30 Perce 0 5 22.0 5.0 (-----+-----)
35 Perce 5 0 11.0 4.5 (-------+-------)
------+---------+---------+---------+
10.0 15.0 20.0 25.0
Overall median = 15.0
* NOTE * Levels with < 6 observations have confidence < 95.0%
Kruskal-Wallis vs Mood’s Median

The Kruskal-Wallis Test compares the average rank of
each population. In the presence of outliers, the
average rank of a population may be biased
significantly, thereby resulting in a decision error.
The Mood’s Median Test compares the number of data

points that are above/below the median for each
population. Hence, this test is more robust against the
presence of outliers.

Levene’s Test
Levene’s Test
The non-parametric equivalent of the F-Test (k=2)
and Bartlett’s Test (k>2), the Levene’s Test is
used for comparing the variance of 2 or more
continuous populations.
H0 : 1² = . . . = k² where i² is the

variance of
population i
H1 : i²  j² for some i  j

Levene’s Test
Steps
~
1. For each of the groups, determine the median Yi.
2. For each of the observation within group i,
~
let dij = |Yij - Yi|
3. Perform a 1-Way ANOVA on dij; using groups as
treatments
4. Let F* = Mean Square of dij  Mean Square of Error
5. Compare F* vs F(1-; k-1, N-k)

Example 5: Levene’s Test
The vacuum pressure of 6 nozzles can be found

in Nonparametric.mtw. Determine if the variance
of the vacuum pressure across the 6 nozzles is
homogeneous.

Example 5 : Levene’s Test

Stat  ANOVA  Test for Equal Variances

Example 5 : Levene’s Test

Test for Equal Variances for Vacuum Pressure
95% Confidence Intervals for Sigmas Factor Levels
Nozzle A
Bartlett's Test
Nozzle B Test Statistic: 1.832

P-Value : 0.872
Nozzle C
Nozzle D
Levene's Test
Test Statistic: 0.418

Nozzle E
P-Value : 0.834
Nozzle F
5 15 25

Limitations of Nonparametric Statistics
If the data set is normally distributed, nonparametric

statistics tend to be more conservative in rejecting the
null hypothesis, ie.
P-value of a nonparametric test will be higher than

that of a parametric test.
For a given significance level , the confidence
interval for a nonparametric test will be wider than
that determined by a parametric test.

End of Topic
What question do you have?
Statistical significance does not always

mean practical significance.

Reference Books
Author:
Ajit C. Tamhane
Dorothy D Dunlop
Publisher:
Prentice-Hall, Inc.
ISBN: 0-13-744426-5

Reference Books
Author:
Ryan/ Joiner
Publisher:
Duxbury Thomson Learning
ISBN: 0 534-37093-4

Reference Books
Author:
Myles Hollander and D
Wolfe
Publisher:
New York: Wiley, 1973

Non-Parametric Hypothesis Testing

Uploaded by

Copyright:

Available Formats

You might also like

Non-Parametric Hypothesis Testing

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Non-Parametric Hypothesis Testing

Uploaded by

Copyright:

Available Formats

Nonparametric

Statistical Methods Based On Ranks

Seagate Confidential 2 Supplier Six Sigma Modular Training

Two Samples Two Samples

One Sample Two Samples Two Samples

Seagate Confidential 3 Supplier Six Sigma Modular Training

Summary of Hypothesis Tests

Seagate Confidential 4 Supplier Six Sigma Modular Training

Violation of Normality Assumption

 If the data is not

What is Parametric Hypothesis Test?

Parameters for Binomial Distribution  p, n

Parameter for Poisson Distribution  

Parameter for t Distribution  

Parameters for F Distribution   , 

Seagate Confidential 6 Supplier Six Sigma Modular Training

What is Parametric Hypothesis Test?

Based on the parameters and/or parametric statistics, the test is

Parameter and parametric statistic ½ ½

What is Nonparametric Hypothesis Test?

Seagate Confidential 8 Supplier Six Sigma Modular Training

What is Nonparametric Hypothesis Test?

 Median does not consider the type of

Seagate Confidential 9 Supplier Six Sigma Modular Training

Roadmap of Nonparametric Tests

One Sample Two Samples

•1-Sample Sign Test •Kruskal-Wallis

Seagate Confidential 10 Supplier Six Sigma Modular Training

Mann-Whitney 1 2 2-Sample t Test Independent values

Seagate Confidential 11 Supplier Six Sigma Modular Training

Hypothesis Test Flow Chart

Translate into statistical hypotheses

Seagate Confidential 12 Supplier Six Sigma Modular Training

1-Sample Sign Test

Seagate Confidential 14 Supplier Six Sigma Modular Training

1-Sample Sign Test

1-Sample Sign Test

1-Sample Sign Test

What is the sampling

Seagate Confidential 17 Supplier Six Sigma Modular Training

1-Sample Sign Test

1-Sample Sign Test

Seagate Confidential 19 Supplier Six Sigma Modular Training

1-Sample Sign Test

P-value = P(R+  r+ when p = ½)

Reject Zone, P(R+  r+)

Seagate Confidential 20 Supplier Six Sigma Modular Training

1-Sample Sign Test

P-value = P(R+  r+ when p = ½)

Seagate Confidential 21 Supplier Six Sigma Modular Training

1-Sample Sign Test

P-value = 2P(R+  r+ when p = ½), if r+ < n/2

/2 P(R+  r+)

P-value = 2P(R+  r+ when p = ½), if r+ > n/2

1-Sample Sign Test

Example 1a: 1-Sample Sign Test

Seagate Confidential 24 Supplier Six Sigma Modular Training

Example 1a: 1-Sample Sign Test