Non-parametric

tests
 • 1. To differentiate parametric and non-
parametric tests
• 2. To determine the advantages and
disadvantages of non-parametric tests.
• 3. to do complete hypothesis testing using
Learning the selected non-parametric tests:
• 3.1 The Wilcoxon Signed-Rank Test for Single Population
Outcomes • 3.2 The Wilcoxon Signed-Rank Test for Dependent Samples
(Paired Observation)
• 3.3 Mann-Whitney U Test
• 3.4 Kruskal-Wallis H-Test
• 3.5 Chi-Square Test
• 4. To differentiate the use of the selected non-parametric tests.
• 5. To utilize and interpret SPSS output for Non-Parametric Tests
 In the previous chapter, Hypothesis testing, we
NON- discussed parametric statistics (Z-test, t-test, and
ANOVA). In doing parametric tests, normality of

PARAMETRIC distribution is assumed, thus violation of this

assumption often lead to wrong findings and decision.
In this case, alternative procedure or test should be
STATISTICS conducted to avoid such error. Non-Parametric
Statistics, therefore, can be used.
 Non-Parametric Statistics, a free
distribution test, is a statistical technique
used for non-normally distributed data.
It makes few or no assumptions about
NON- the data, that is, it does not specify the
PARAMETRIC distribution of the population where the
sample data were drawn and
STATISTICS heterogeneity of variance is not a
concern. It does not employ hypothesis
testing about a specific parameter of the
population. Also it is an effective test
when the data is either nominal or
ordinal in scale.
 1. It is a free distribution test.
2. It can be used to test hypothesis
regarding parameter even when
the assumptions of normality and
ADVANTAGES OF homogeneity of variance are
NON-PARAMETRIC TEST violated.
3. It works well with small samples.
4. Requires easier computation
compared to parametric tests.
5. It can be used for any type of
data, categorical or continuous
data.
 1. Computation is laborious when the
sample size is too large.
2. If all the assumption for parametric
test is met but non-parametric test is
DISADVANTAGES OF used, some useful information about
NON-PARAMETRIC TEST the data is put into waste.
3. Non-parametric tests are less sensitive
compared to their parametric tests
counterpart when the assumptions for
parametric test is satisfied
 1. The Wilcoxon Signed-Rank Test
for Single Population

2 The Wilcoxon Signed-Rank Test

for Dependent Samples (Paired
SELECTED Observation)
NON-PARAMETRIC TEST
3 Mann-Whitney U Test

4 Kruskal-Wallis H-Test

5 Chi-Square Test

6 Spearman’s Correlation
  Used to the hypothesis regarding single population
 Uses hypothesis about the median instead of the
mean
 An alternative test for T-test for single population
Formula: Normal Approximation
1. The Wilcoxon Signed- For:
Rank Test for Single
Population Where: n = the number of observation different from
median (mean)
Ws = the smaller of sum of negative ranks and
sum of positive ranks
t = the number of tied ranks
Steps:
1. Determine the hypothesized mean or median
2. Subtract the hypothesized mean or median from each observation
3. Affix the sign of the difference (+ or -) to the difference and
4. Rank the difference based on their absolute values.
5. Find the sum of negative ranks W-, and the sum of the positive
ranks W+.
6. Find the Wilcoxon Statistics - Ws, the smaller of W- and W+.
7. Compute the Zc and determine the p-value, 2[P(Z< Zc)].
 Example:
•The Department of Trade and Industry (DTI) claims that on
the average the price pork in Metro Manila 220 pesos per kilo.
A group of consumers investigates the DTI’s and recorded the
price of pork in 12 randomly selected supermarkets in Metro
Manila. The data are as follows: 225, 218, 220, 235, 240, 215, Observations Difference Absolute
Sign Rank
230, 225, 220, 228, 220, and 230 (xi)
225
(xi-220)
5
value
5 + 4
218 -2 2 - 2
Solution: 220
235 15 15 + 9
•1 Ho: the average price is 220 ; (Median=220) 240 20 20 + 10
Ha: the average price is not 220; (Median≠220) 215 -5 5 - 4
•α=0.05 (rule of thumb) 230 10 10 + 7.5
225 5 5 + 4
•3Computation
221 1 1 + 1
Note: From the table (at the right), the observation that ties the hypothesized 228 8 8 + 6
value is disregarded in the computation. 220
Note also that there are two groups with tied ranks. Two observations with 230 10 10 + 7.5
ranked 7.5 and 3 observations with ranked 4.
W- = 2+4 = 6 W+ = 4+9+10+7.5+4+1+6+7.5 = 49
Therefore, Ws = 6
Zc=Ws - nn+14nn+12n+124-t3-t48= 6 – 1011410112124-33+23-(3+2)48
Zc=-2.199, which is the same with SPSS output
 TO compute the p-value for the Zc statistics, determine 2[P(Z< 2Zc)]
2[P(Z< 2Zc)] = 2[P(Z< -2.193)] ;
From the z –table the P(Z< -2.199) = 0.014
= 2 * 0.0142= 0.028
Thus, P-value = 0.028

4. Decision and Conclusion

Since the P-value of the computed Z-statistics is 0.028, then the null hypothesis that
the average price of pork is 220 pesos is rejected. In conclusion, the DTI’s claim that the
average price of pork of 220 in Metro Manila is therefore not true.
DATA ANALYSIS USING SPSS:
  Used to test difference between two related or dependent
groups
 An alternative test for T-test for dependent population

Formula: We employ the same formula from WSRT for single

population Normal Approximation
For:

2. The Wilcoxon Signed-Rank Test

Where: n = the number of observation different from median (mean)
for Dependent Samples (Paired
Ws = the minimum of sum of negative ranks and sum of positive
Observation)
ranks
Where: n = the number of observation different from median (mean)
Ws = the minimum of sum of negative ranks and sum of positive ranks
t = the number of tied ranks.
Steps:

1. For each paired observation, determine the difference

2. Affix the sign of the difference (+ or -) to the difference.
3. Rank the difference based on their absolute values.
4. Find the sum of negative ranks W-, and the sum of the positive
ranks W+.
5. Find the Wilcoxon Statistics - Ws, the smaller of W- and W+.
6. Compute the Zc and determine the p-value.
Example 1. A study was conducted to investigate some effects of physical training. At 0.05
level of significance, test the claim that the mean pre-training weight equals the mean post-
training weight. The weights are in kilograms. What do you conclude about the effect of
training in weight?

Pre-training weight:
99 57 62 69 74 77 59 92 70 85
Post-training weight:
94 57 62 69 66 76 58 88 70 84
•Solution:
•Ho: the pre-training weight equals post-training weight
•Ha: the pre training weight is not equal to post training weight
•α=0.05
•Computation: Pre-test Post-test
•W- = 0 W+ = 5+6+2+2+4+2 = 21 Ws = Min(W-, W+) = 0 weight weight Difference Sign Rank
•Note that there is one group with tied ranks. Three observations were
ranked 2.
99 94 5 + 5
•Zc=W - nn+14nn+12n+124-t3-t48= 0 – 6*746*7*1324-33-348 57 57 0
• = -2.226
62 62 0
TO compute the p-value for the Zc statistics, determine 2[P(Z< 2Zc)]
• 2[P(Z< 2Zc)] = 2[P(Z< -2.193)] ; 69 69 0
•From the z –table the P(Z< -2.264) = 0.013 = 2 * 0.013= 0.026
•Thus, P-value = 0.026
74 66 8 + 6
•4. Decision and Conclusion 77 76 1 + 2
•Since the P-value of the computed Z-statistics is less than 0.05 (0.026
<0.05), then the null hypothesis that the pre-training weight equals 59 58 1 + 2
post training weight is rejected. Thus, we can conclude that the training
is effective in reducing weight. 92 88 4 + 4
70 70 0
85 84 1 + 2
DATA ANALYSIS USING SPSS:
  Also called Mann-Whitney Wilcoxon test, an extension of the Wilcoxon Rank
Sum test is a non-parametric test that is used to test whether 2 samples came from
the sane population.
 An alternative test for t-test for independent samples.
 Unlike t-test for independent samples, equality or inequality of variances is not
put into consideration.
Formula: U statistic, the smaller of U1 and U2.

and
3. Mann-Whitney U Where:
Test = number of samples for group 1 = number of samples for
group 2
= sum of ranks for group 1 = sum of ranks for group
2
= smaller of and
The p-value can be estimated using , which is a two-tailed test.
Steps in MWUT
1. Rank the observations as one group from smallest to
highest.
2. Compute the sum of ranks in each group
3. Compute the U statistic and Z statistic
4. Determine the p-value of the Z statistic
Example:
1. Below are the daily sales in hundred thousand pesos of 2 fast-food chain located in the same city.
Jollybi 127.5 175.3 89.6 148.7 189.4 202.6 275.1

Makdough 125.2 172.9 100.3 134.4 161.8 210.1 218.3

Is there a significant difference between the average daily sales of the 2 fast-food chains?

Solution:

1. Ho: The 2 populations are equal (the medians of the 2 groups are the same)
Ha: The 2 populations are not equal (the medians of the 2 groups are the not same)
2. Α = 0.05
3. Test Statistics : MWUT
 •Solution: Jollybi Rank Makdough Rank
89.6 1 100.3 2
127.5 4 125.2 3
148.7 6 134.4 5
175.3 9 161.8 7
189.4 10 172.9 8
202.6 11 210.1 12
218.3 14 218.3 13

W1 = 1+4+6+9+10+11+14 = 55
W2 = 2+3+5+7+8+12+13 = 50
U1= n1n2+n1n1+12-W1=7x7+782-55=22
U2= n1n2+n2n2+12-W2=7x7+782-50=27
Zc= Ws-n1n1+n2+12n1n2n1+n2+112=50-71527x71512=-2.561.25=-0.319

P-value = 2*P(Z < -0.319) = 2*0.3745 = 0.7490 (Note: use the Z-table)
5. Decision and Conclusion: Failed to reject Ho, thus the 2 populations are equal.
Therefore, there is no significant difference between the average sales of the fast=food chains.
DATA ANALYSIS USING SPSS:
  Is a non-parametric test that is used to test significant differences of more than 2
independent samples/groups.
 Calculation is based on ranks,
 Alternative test for One-Way ANOVA
 Observations must be ordinal or continuous scale. Each group must have at least
4. Kruskal-Wallis H- 5 samples.
Test
Formula: H statistic

Where: = total number of observations

= number of observations in each group
= the number of groups
Steps in KWHT
1. Rank the observations as one group from smallest to
highest.
2. Compute the sum of ranks in each group
3. Compute the H statistic
4. Compare the computed H statistic using critical value table
for H or calculate the p-value using H statistic. P-value =
x2-dist (df, H), use Microsoft Excel for calculation.
Example:
• Keely Ambrose, director of
Human Resources for Miller
Industries, wishes to study
the percent increase in
salary for middle managers MilVille Camden Eaton Vineland
at the four manufacturing 2.2 1.9 3.7 5.7
plants. She gathers a
sample of managers and 3.6 2.7 4.5 6.8
determines the percent 4.9 3.1 7.1 8.9
increase in salary from last 6.8 6.9 9.3 11.6
year to this year. At the 5%
significance level can Keely 7.1 8.3 11.6 13.9
conclude that there is a
difference in the percent
increases for the various
plants.
Solution:
1. Ho: the populations of the 4 groups are equal
Ha: at least 2 of the populations are not equal
2. Level of significance, α = 0.05
3. Test statistic: KWHT
4. Computation:

MilVille Rank Camden Rank Eaton Rank Vineland Rank

2.2 2 1.9 1 3.7 6 5.7 9

3.6 5 2.7 3 4.5 7 6.8 10.5

4.9 8 3.1 4 7.1 13.5 8.9 16

6.8 10.5 6.9 12 9.3 17 11.6 18.5

7.1 13.5 8.3 15 11.6 18.5 13.9 20

SUM (Ri) 39 35 62 74
Solution:4. Computation:
MilVille Rank Camden Rank Eaton Rank Vineland Rank
2.2 2 1.9 1 3.7 6 5.7 9
3.6 5 2.7 3 4.5 7 6.8 10.5
4.9 8 3.1 4 7.1 13.5 8.9 16
6.8 10.5 6.9 12 9.3 17 11.6 18.5
7.1 13.5 8.3 15 11.6 18.5 13.9 20
SUM (Ri) 39 35 62 74

5.949

H0.05 = 7.377
Using Microsoft Excel, the P-value is;
P-value = CHSQ.DIST.RT (H, df) = CHSQ.DIST.RT (5.949, 3) = 0.114

5. Decision and Conclusion: The computed H is not greater than the tabular H 0.05, fail to reject Ho. Therefore,
there is no significant difference on the percent increase of salary for middle managers among the 4 manufacturing
plants.
Note: In cases that there are many ties, the H statistic can be adjusted to yield a better result. SPSS uses this adjustment
in calculating H statistic.
The adjusted H statistic, HA is calculated
HA = H/T
,
Where the sum,, is calculated from all over the scores where tie exist and is the number of ties in that level or
scores. In example number 1, there are 3 levels where ties exist, and in each level there are 2 ties, thus

Now

HA = H/T = 5.949/0.9977 = 5.962 ; which is exactly the same value computed using SPSS
P-value = CHSQ.DIST.RT (H, df) = CHSQ.DIST.RT (5.962, 3) = 0.113
 • Test of goodness of fit and Chi-Square test of independence
and test of proportions.
• In the Chi-Square test of Independence, the frequency of one
nominal variable is compared with different values of the
5. Chi-Square Test
second nominal variable.
• The Chi-square test of Independence is used when we want
to test associations/relationship between Independent
Variable and Dependent Variable which are both categorical
variables.
• It tests the Hypothesis:
against
 ASSUMPTIONS:
1. Independent random sampling.
2. The data used is the cross tabulated frequencies.
3. Nominal/Ordinal level data.
4. No more than 20% of the cells have an expected frequency less than 5.
5. No empty cells.
5. Chi-Square Test Note: incases that numbers 4 and 5 assumptions are violated, merging of cases or cells is
recommended.
Formula for the Chi-square statistic:

Where:

Note that expected frequency ( can be computed by the multiplying the i-th row total frequency
and j-th column total frequency and dividing the product by the grand total frequency.
Steps in Chi-Square test
1. Tabulate the frequencies into rows and columns and get total frequencies in each column and row, and get the
grand total frequencies
2. Compute the expected frequencies Eij
3. Compute the χ2 statistic
4. Compare the computed χ2 statistic using critical value table for χ 2 or calculate the p-value using χ2 statistic. P-
value = χ2-dist (df, χ2 ), use Microsoft Excel for calculation.

Example 1. (Source: https://online.stat.psu.edu/statprogram/reviews/statistical-concepts/chi-square-tests)

Is gender independent of education level? A random sample of 395 people were surveyed, and each person
was asked to report the highest education level they obtained. The data is presented below

Educational Level
Gender High School Bachelors Masters PhD Total

Female 60 54 46 41 201

Male 40 44 53 57 194

Total 100 98 99 98 395

Question: Are gender and education level dependent at 5% level of significance? In other words, given the data
collected above, is there a relationship between the gender of an individual and the level of education that they have
obtained?
Solution:
1. Ho: Gender and education level are independent
Ha: Gender and education level are dependent
2. Test Statistics: Use Chi-square test of independence at 5% significance level
3. Computation:

Educational Level

Gender High School Bachelors Masters PhD Total

Female 60(E11) 54(E12) 46(E13) 41(E14) 201

Male 40(E21) 44(E22) 53(E23) 57(E24) 194

Total 100 98 99 98 395

Calculate first the Expected frequencies
E11 = 201*100*/395 = 58.89 E12 = 201*98/395 = 49.87
E13 = 201*99/395 = 50.38 E14 = 201*98/395 = 49.87
E21 = 194*100/395 = 49.11 E22 = 194*98/395 = 48.13
E23 = 194*99/395 = 48.62 E24 = 194*98/395 = 48.13
Compute the statistic
= 9.370
Determine the critical value, with α = 0.05 and df = (r-1)(c-1)=1*3=3
(0.05, 3) = 7.814
Or determine the P-value of the statistic.
P-value () = 0.025 (exact result using SPSS)

5. Decision and Conclusion

Since the computed statistic is greater than the tabular value, reject the null hypothesis and conclude that education
is dependent on gender.
  The Spearman's rank-order correlation is the nonparametric version of
the Pearson product-moment correlation r. Spearman's correlation coefficient, (ρ,
also signified by rs) is a measure of the strength and direction of linear association
between two ranked variables.
 Like the correlation coefficient r, the spearman can take values from -1 to +1.
Negative indicates negative correlation while positive indicates positive
7. . Spearman Rank- correlation.
Order Correlation  When is approaching ±1, this indicates strong correlation
 When is approaching ±1, this indicates weak to zero correlation

Formula for Spearman rho

Where:
n = the number of paired observations
di = the difference between ranks for each paired observation
Steps in calculating Spearman Rho
•Rank, 1 being the highest, the observations in each group separately.
•Determine the difference, di, between rank for each paired observation.
•Square each di
•Compute the spearman rho coefficient using the formula shown above

Example: Is there a correlation between weekly sales and number of employees of a certain fast-food chain.
A sample of 12 branches were included in the study. The data is presented below:

Weekly sales (100000) 6.4 7.5 3.4 5.7 8.8 6.1 9.8 7.2 5.8 6.7 4.3 7.6

Number of employees 12 15 7 10 14 13 20 18 8 11 6 17
Solution:

Weekly sales Number of Rank Rank

(100000) (X) employees (Y) of X of Y di di2 1189
6.4 12 7 7 0 0 = 0.8811
7.5 14 4 5 -1 1

3.4 7 12 11 1 1 The computed spearman rho correlation coefficient is 0.8811 or

5.7 10 10 9 1 1 approximately 0.88. This indicates that there is a strong positive
8.8 15 2 4 -2 4
correlation between the weekly sales and the number of employees.

6.1 13 8 6 2 4

9.8 18 1 2 -1 1

7.2 20 5 1 4 16

5.8 8 9 10 -1 1

6.7 11 6 8 -2 4

4.3 6 11 12 -1 1

7.6 17 3 3 0 0

Sum 34
Practice Exercise: Answer each problem as indicated. Hint: Use 4-step hypothesis testing.
1. New recruits to a call center are given initial training in answering customer calls. Following this training they
are independently assessed on their competence, and are rated on a score of 1 to 10, 1 representing ‘totally
incompetent’ to 10 ‘totally competent’. It is usual for the trainees’ scores to be symmetrically distributed about a
median of 6. A new trainer has been appointed and the scores of her first 19 trainees are: 6, 5, 6, 9, 7, 3, 4, 6, 7, 2,
9, 8, 7, 4, 5, 6, 9, 5, and 7. Is there evidence at the 5% level that the new trainer has made any difference?
2. Samples of cream from each of 10 dairies(A-J) are each divided into two portions. One portion from each
is sent to Laboratory 1, the other to Laboratory 2, for bacterium counts. The counts, in thousand bacteria ml -1
are:
Is there a significant difference between the 2 laboratory tests? Use 5% level
Dairy A B C D E F G H I J
Laboratory 1 11.7 12.1 13.3 15.1 15.9 15.3 11.9 16.2 15.1 13.6
Laboratory 2 10.9 10.9 11.9 13.4 15.4 14.8 12.3 15.0 14.2 13.1
3. A random sample of 12 basketball players were asked to shoot free throws before and after rigorous exercise. The
number of successful free throw attempts by each player was as follows:

Player 1 2 3 4 5 6 7 8 9 10 11 12
Before 18 12 7 21 19 14 8 11 19 16 8 11
After 16 10 8 23 13 10 8 13 9 8 8 5

Test the hypothesis that the free throw success rate tends to decrease when the players are tired. Use 5% level
of significance.

4. Below is the fuel efficiency of 3 brands of gasoline tested to 21 identical car make:
Brand A Brand B Brand C
14 18 20
15 18.5 23
16 19 23
17 19 23
19 20 24
20 20 25
20 20.5 26

Is there a significant difference on the fuel efficiency of the 3 brands of gasoline? Use 1% level of
significance
Answer to Practice Exercises
1. New recruits to a call center are given initial training in answering customer calls. Following this training they
are independently assessed on their competence, and are rated on a score of 1 to 10, 1 representing ‘totally
incompetent’ to 10 ‘totally competent’. It is usual for the trainees’ scores to be symmetrically distributed about a
median of 6. A new trainer has been appointed and the scores of her first 19 trainees are: 6, 5, 6, 9, 7, 3, 4, 6, 7, 2,
9, 8, 7, 4, 5, 6, 9, 5, and 7. Is there evidence at the 5% level that the new trainer has made any difference?
Solution:
1. Ho: The average rating on competence is 6. (Median = 6)
Ha: The average rating on competence is not 6. (Median ≠ 6)
2. Test Statistics: Use The Wilcoxon Signed-Rank Test for Single Population at 5% level of significance.
3. Computation: SPSS Computer Output

4. Decision and Conclusion: The p-value is 0,855which is greater than 0,05, thus we fail to reject Ho. Therefore, the
average rating on competence is 6, indicating the competence score of the new trainees is not different with the others.
2. Samples of cream from each of 10 dairies(A-J) are each divided into two portions. One portion from each is sent to
Laboratory 1, the other to Laboratory 2, for bacterium counts. The counts, in thousand bacteria ml -1 are:
Is there a significant difference between the 2 laboratory tests results? Use 5% level of significance.

Solution:
1. Ho: There is no significant difference in the laboratory test results. (The medians of the 2 lab results
are the same)
Ha: There is no significant difference in the laboratory test results. (The medians of the 2 lab results
are the same)
2. Test Statistics: Use The Mann-Whitney U-test at 5% level of significance.
3. Computation: SPSS Computer Output

4. Decision and Conclusion: The p-value is 0.247which is greater than 0,05, thus we fail to reject Ho. Therefore, the
medians of the 2 lab results are the same, indicating that bacterium counts of LAB 1 and LAB 2 are the same.
3. A random sample of 12 basketball players were asked to shoot free throws before and after rigorous exercise. The
number of successful free throw attempts by each player was as follows:

Player 1 2 3 4 5 6 7 8 9 10 11 12
Before 18 12 7 21 19 14 8 11 19 16 8 11
After 16 10 8 23 13 10 8 13 9 8 8 5

Test the hypothesis that the free throw success rate tends to decrease when the players are tired. Use 5% level
of significance.

Solution:
1. Ho: There is no significant difference in the freethrow success rate before and after the rigorous exercise.
Ha: There is a significant difference in the freethrow success rate before and after the rigorous exercise
2. Test Statistics: Use The Wilcoxon Signed-Rank Test for Dependent Samples (Paired Observation)
at 5% level of significance.
Solution:

3. Computation: SPSS Computer Output

4. Decision and Conclusion: The p-value is 0.045 which is less than 0,05, thus we reject Ho. Therefore, there is a
significant decrease in the free throw success rate after the rigorous exercise.
4. Below is the fuel efficiency of 3 brands of gasoline tested to 21 identical car make:
Brand A Brand B Brand C
14 18 20
15 18.5 23
16 19 23
17 19 23
19 20 24
20 20 25
20 20.5 26

Is there a significant difference on the fuel efficiency of the 3 brands of gasoline? Use 1% level of
significance

Solution:
1. Ho: There is no significant difference in the fuel efficiency of the three brands of gasoline.
Ha: There is a significant difference in the fuel efficiency of the three brands of gasoline.

2. Test Statistics: Use The Kruskal-Wallis H-Test at 1% level of significance.

Solution:

3. Computation: SPSS Computer Output

2. or

4. Decision and Conclusion: The p-value is 0.001 which is less than 0,01, thus we reject Ho. Therefore, there is a
significant difference in the fuel efficiency of the three brands of gasoline.