• Computing the ranks of data is only one of

several possible so-called scoring methods

that are in use... Section 2.7 reviews three of
them – we’ll look at the Van der Waerden
scores: For X1, ... , XN as our combined set of
data (two groups m+n=N), the Van der
Waerdan score is defined as

V(i) = -1(i/(N+1))

i.e., the standard normal quantile of i/(N+1)

(in R, this is done with the qnorm function and
the values for various N are given in Table
A.5)

• Once these scores are computed, we test the

usual two-sample hypothesis by doing a
permutation test on the sum of the Van der
Waerden scores on one of the groups – if
there are ties in the data, we average the V. d.
W. scores as we did with the ranks...

• Try this test on problem #5, page 73... How

does the p-value relate to the one you
computed with the Wilcoxon rank-sum
statistic?
• There are also non-parametric tests which can be
done to compare scale parameters...

• FIGURE 2.8.1, page 52 – two distributions with the

same location parameters, but different scale
parameters.
 Tests for equality of scale

• Assume Xi from treatment 1 and Y j from

treatment 2 follow:
X i     1 ix and Y j     2 jy
where the epsilons are iid with median = 0. Both
the X's and the Y's have the same location 
but different scale parameters. The null
hypothesis is that
 1   2 (or  1 /  2  1)
and there are two nonparametric tests we'll
consider:
• the Siegel-Tukey test; and
• the Ansari-Bradley test
Both of these tests require a different way of
ranking the data:
• arrange the data from smallest to largest
• assign rank 1 to the smallest obs, rank 2
to the largest, rank 3 to the next largest,
rank 4 to the next smallest, etc.
• to get the Siegel-Tukey statistic, apply
the Wilcoxon rank sum test - the smaller
ranks and smaller rank sum come from
the group with higher variability (see Fig.
2.8.1). Use the critical values of the
Wilcoxon statistic (Table A3 in our book)
or in R
• to get the Ansari-Bradley statistic rank
in the following way: rank 1 goes to both
the smallest and largest observations;
rank 2 to both the next smallest and the
next largest; etc. Then compute the
sum of the ranks of treatment 1 - the
problem is that p-values can't be
obtained from Table 3 anymore…but
both SAS and R have exact p-values
available in their software.
• Let's look at Example 2.8.1 on page 53:
– in SAS use PROC NPAR1WAY ST AB;
CLASS TREATMENT; EXACT ST AB;
VAR OUNCES;
– here, TREATMENT is the grouping
variable and OUNCES is the
response. ST stands for Siegel-Tukey
and AB stands for Ansari-Bradley
– there is a function in R called
ansari.test (the package is ctest - you
might have to load it?). Check out
the help file on this function… I
haven't found one for doing the
Siegel-Tukey test… can you write
one?
– another possibility is to use a
permutation test based on the ratio of
the sample deviances… see p. 54 and
Figure 2.8.2 for the RMD test. Use R! –
do this for HW ( and apply to #15 on
page 74)