Introduction

 Siegel-Tukey test named after Sidney Siegel and John

Tukey, is a non-parametric test which may be applied
to the data measured at least on an ordinal scale. It
tests for the differences in scale between two groups.
 The test is used to determine if one of two groups of
data tends to have more widely dispersed values than
the other.
 The test was published in 1980 by Sidney Siegel and
John Wilder Tukey in the journal of the American
Statistical Association in the article “A Non-
parametric Sum Of Ranks Procedure For Relative
Spread in Unpaired Samples “.
 Assumptions
 Each sample has been randomly selected from
the population.
 The two samples are independent of one
another.
 The level of measurement the data represent is
at least ordinal.
 The two populations from which the samples
are derived have equal medians.
 Procedure
 Null hypothesis
 H0 : δ2A = 2
δ B
 When the sample sizes are equal , then sum of the
ranks also will be equal.
 ԐR1 = ԐR2
 Alternate hypothesis

 H1: δ2A ≠ δ2B

 Procedure (Continued)
2) α=0.05
3) Test statistic
Siegel-Tukey test
4) Calculations
By combining the groups. The ranking is done by
alternate extremes (rank 1 is lowest, 2 and 3 are the
two highest, 4 and 5 are the two next lowest etc)
Sum the rank of first and second group, after this
procedure apply Mann-Whitney U test to find out
the U value.
 Procedure(Continued)
 U1 = n1n2+n1(n1+1)/2‒ ԐR1
 U2 = n1n2+n2(n2+1)‒ԐR2
 U = Min( U1,U2)
5)Critical region
Ucal ˂ Utab ˂ Ucal
6) Conclusion
Accept or reject H0
 In case when the sample size is less than 8
EXAMPLE
Two plastics each produced by a different process
were tested for ultimate strength. The
measurement shown below represent breaking
load in units of 1000 pounds per square inch.
Plastic 1: 15.3, 18.7, 22.3, 17.6, 15.1, 14.8
Plastic 2: 21.2, 22.4, 18.3, 19.3, 17.1, 27.7
Use Siegel-Tukey test to test the hypothesis that
: δ21 = δ22
 Solution
1) H0 : : δ21 = δ22

H1: δ21 ≠ δ22

2) α=0.05
3) Test statistic
Siegel-Tukey test
4) Calculations
Arrange combine samples in ascending order,
 Solution ( Continued )
 14.8, 15.1, 15.3, 17.1, 17.6, 18.3, 18.7, 19.3,
 1 4 5 8 9 12 11 10
 21.2, 22.3, 22.4, 27.7
 7 6 3 2
 R1 = 1+4+5+9+11+6 = 36
 R2 = 8+12+10+7+3+2 = 42
 U1 = n1n2+n1(n1+1)/2‒ ԐR1
 = 36+6( 6+1 ) /2 – 36
 =21
 Solution ( Continued )
 U2 = n1n2- U1
 = 36 – 21
 U2 = 15
 U = min ( U1 , U2 )

 U = min ( 21 , 15 )

 U = 15

5) Critical region
If U cal lies between 5 and 31 we accept H0,
otherwise we will reject
 Solution ( Continued )
6) Conclusion
As the calculated value of U lies in the interval 5
and 31. So, we accept the null hypothesis.
In case of tied ranks and n less than 8
EXAMPLE
X1 : 10, 10, 9, 1, 0, 0
X2 : 6, 6, 5, 5, 4, 4
SOLUTION:
1) H0 : : δ21 = δ22
H1: δ2 1 ≠ δ 2 2
2) α=0.05
3) Test statistic
Siegel-Tukey test
 Solution ( Continued )
4) Calculations
Arrange combine samples in ascending order,
 Arrange data set 0, 0, 1, 4, 4, 5, 5, 6, 6, 9, 10, 10

 Ranks 1 4 5 8 9 12 11 10 7 6 3 2
 Tied adjusted rank 2.5, 2.5, 5, 8.5, 8.5, 11.5, 11.5, 8.5,

8.5, 6, 2.5, 2.5

 R1 = 2.5+2.5+6+5+2.5+2.5 = 21
 Solution ( Continued )
 R2 = 8.5 +8.5+11.5+11.5+8.5+8.5 = 57
 U1 = n1n2+n1(n1+1)/2‒ ԐR1
 U1 = 36+6( 6+1)/2 – 21
 U1 = 36+21 – 21
 U1 = 36
 U2 = n1n2 – U1
 U2 = 36 – 36
 U2 = 0
 Solution ( Continued )
 U = min ( U1,U2 )
 U = min (36,0)

 U=0

5) Critical region
If U cal lies between 5 and 31 we will accept,
otherwise we will reject
6) Conclusion
As the calculated value of U does not lie in the
interval 5 and 31. So, we will reject the null
hypothesis.
 In case of tied ranks and n greater
than 8

If the sample size is greater than 8 and there are tied

ranks in the data. We will use the formula

Where s denotes the no of pair of ties

and t denotes no of tied ranks
 Incase of n greater than 8
EXAMPLE
 Group 1: 3.1, 5.3, 6.4, 6.2, 3.8, 7.5, 5.8, 4.3, 5.9, 4.9
 Group 2: 9, 5.6, 6.3, 8.5, 4.6, 7.1, 5.5, 7.9, 6.8, 5.7, 8.9

Solution:
1) H0 : : δ21 = δ22

H1: δ21 ≠ δ22

2) α=0.05
3) Test statistic
Siegel-Tukey test
 Solution ( Continued )
4) Calculations
Arrange combine samples in ascending order
 3.1, 3.8, 4.3, 4.6, 4.9, 5.3, 5.5, 5.6, 5.7, 5.8,

 1 4 5 8 9 12 13 16 17 20
 5.9, 6.2, 6.3, 6.4, 6,8, 7.1, 7.5, 7.9, 8.5, 8.9, 9.0

 21 19 18 15 14 11 10 7 6 3 2
R1 = 1+4+5+9+12+20+21+19+15+10 = 116
 Solution ( C0ntinued )
R2 = 8+13+16+17+18+14+11+7+6+3+2 = 115
U1 = n1n2+n1(n1+1)/2‒ ԐR1
U1 = 10(11)+10(10+1)/2 – 116
U1 = 149
U2 = n1n2+n2(n2+1)‒ԐR2

U2 = 10(11)+11(11+1)/2 – 115
U2 = 61
 Solution ( Continued )
 U=min( U1,U2 )
 U=min( 149,61 )
 U=61
 Solution ( Continued )
 Z = 0.42
5) Critical region
If Zcal ≥ Ztab we reject our null hypothesis
6) Conclusion
Since calculated value is less than tabulated value. So,
we accept the null hypothesis.
THANK
YOU