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CHAPTER CONTENTS
CHAPTER CONTENTS
12.1 Introduction .................................................................................................. 590
12.2 Nonparametric Confidence Interval ................................................................. 592
12.3 Nonparametric Hypothesis Tests for One Sample ............................................. 597
12.4 Nonparametric Hypothesis Tests for Two Independent Samples ........................ 609
12.5 Nonparametric Hypothesis Tests for > 2 Samples ........................................ 618
12.6 Chapter Summary .......................................................................................... 627
12.7 Computer Examples ....................................................................................... 627
Projects for Chapter 12 .......................................................................................... 635
Objective of this chapter :
To study tests that do not require distributional assumptions about the population such as the normality.
N(mean, variance), Uniform(a, b, 1/(b-a))
Jacob Wolfowitz
It is in this paper by Wolfowitz in 1942 that the term nonparametric appears for the first time.
Wolfowitz made important contributions to Information theory.
12.1 Introduction
Sometimes we may be required to make inferences about models that are difficult to parameterize,
or we may have data in a form that make, say, the normal theory tests unsuitable.
to parameterize = to identify a classical probability distribution that will characterize the data’s behavior.
Nonparametric methods are appropriate to estimation or hypothesis testing problems
when the population distributions could only be specified in general terms.
The conditions may be specified as being continuous, symmetric, or identical, differing only in median
or mean.
Nonparametric methods:
Classical : based on ordering, ranking, and permutations Ch 12
Modern: based on resampling method Ch 13
Nonparametric methods:
The distributions need not belong to specific families such as normal or
gamma.
Are distribution-free methods
Depend on a minimum number of assumptions (So, the chance of their
being improperly used is relatively small.)
Involve ranking data values and developing testing methods based on the
ranks.
When the assumptions of the parametric tests can be verified as true,
parametric tests are generally more powerful than nonparametric tests
Some information is lost because the actual values are not used.
Less powerful than their parametric counterparts when parametric tests
can be used
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