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Marjorie Chiu, 2009 5-1

Chapter 5. on-parametric tests

Non-parametric test is used to analyze data when the basic assumptions, for example,

normality and equal variances, are violated. It is also known as distribution-free test because

there are no assumptions about the underlying distribution of the data. A set of observed data

is tested whether they come from certain distribution. The chi-square test makes no

assumptions about the underlying distribution of the random sample of data. The binomial

test assumes a binomial distribution. The Kolmogorov-Smirov test is used to test whether the

observed data comes from a normal, Poisson or uniform distribution. Another tests such as

sign test, Mann-Whitney test and Wilcoxon signed ranks test are non-parametric counterparts

of the z-test or t-test.

5.1. Chi-square test

The expected frequencies of each of the k categories are evaluated when the null

hypothesis is true. The test statistic composes of the differences between the observed

and expected frequencies, its formula is

( )

=

k

i i

i i

E

E O

1

2

2

where

i

O and

i

E are the observed and expected frequency for the i th category

respectively, and k is the total number of categories.

Remark: The expected frequency must be at least equal to 5.

Example 1: (equity)

One measure of the health of the banking industry is the return on equity. The

suggestion has been that for 1997 about 20% of the banks would have a return on

equity less than 10%, 30% would fall between 10% and 15%, 30% would be between

15% and 20%, and 20% would be above 20%. Test whether the following sample of

50 banks supports this suggestion at 1% level of significance.

1997 Return on equity - banks

<10% 10-15% 15-20% >20%

Frequency 9 21 14 6

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-2

Create the variable (equity) and label its value.

Create another variable (count) which contain the observed frequency of each

category.

Weight the categories

Data

Weight cases

Frequency variable: count

Perform chi-square test

Analyze

onparametric Tests

Legacy Dialogs

Chi-square

Test variable list: equity

Expected values: 10, 15, 15 and 10

The hypotheses become

0

H : Return of equity follows the suggestion

1

H : Return of equity does not follow the suggestion

Chi-Square Test

Frequencies

equity

9 10.0 -1.0

21 15.0 6.0

14 15.0 -1.0

6 10.0 -4.0

50

<10%

10-15%

15-20%

>20%

Total

Observed

N Expected N Residual

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-3

Since the asymptotic significance of the test statistic equals to 0.244, there is no

evidence to against the null hypothesis. The return of equity follows the suggestion.

5.2. Binomial Test

Binomial test is applied to test whether the data comes from a binomial distribution.

The expected frequencies are evaluated from the binomial distribution. The data

should be in binary, that is, 0 or 1. The hypotheses are

0

H : The observation follows a binomial distribution

1

H : The observation does not follow a binomial distribution

Example 2: (survey.sav)

The distribution of the number of female in the survey data can be tested using non-

parametric method. The variable sex has been recoded into another variable sex1

before.

Analyze

onparametric tests

Legacy Dialogs

Binomial

Test variable: sex1

Test proportion: 0.5

Define Dichotomy with cut point: 0

0

H : The number of female follows a binomial distribution with p=0.5

1

H : The number of female doesnt follow a binomial distribution

The value of sex1

less than or

equal to 0 will be

assigned to one

group and the

others form

another group.

Test Statistics

4.167

3

.244

Chi-Square

a

df

Asymp. Sig.

equity

0 cells (.0%) have expected frequencies less than 5.

The minimum expected cell frequency is 10.0.

a.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-4

NPar Tests

The above results depict that the asymptotic significance is 0.155. It means that the

number of female follows a binomial distribution with p=0.5 at 5% level of

significance.

5.3. Runs Test

The randomness of a sequence of observations is tested by the runs test.

0

H : The order of the observations is random

1

H : The order of the observations is not random

Example 3: (survey.sav)

The randomness of the sequence of male and female in the survey data is tested using

the runs test.

Analyze

onparametric tests

Legacy Dialogs

Runs

Test variable list: sex1

Cut point (custom: 1)

Binomial Test

<= 0 15 .38 .50 .155

a

> 0 25 .63

40 1.00

Group 1

Group 2

Total

recode sex

Category N

Observed

Prop. Test Prop.

Asymp.

Sig.

(2-tailed)

Based on Z Approximation.

a.

The value of sex1 less than 1 will be

assigned to one group and the others

form another group.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-5

NPar Tests

The result of the runs test shows that there is no evidence to against the null

hypothesis. The order of male and female in the survey data is in random.

5.4. Kolmogorov-Smirov Test

Other types of distribution such as Poisson and normal, are tested by the Kolmogorov-

Smirov test.

Example 4: (battery)

The following table shows the observed frequency of battery lives:

Class boundaries Class mark Observed frequency

1.45-1.95 1.7 2

1.95-2.45 2.2 1

2.45-2.95 2.7 4

2.95-3.45 3.2 15

3.45-3.95 3.7 10

3.95-4.45 4.2 5

4.45-4.95 4.7 3

Perform the goodness-of-fit to test whether the lifetime of batteries follows the normal

distribution.

0

H : The lifetime of batteries follows the normal distribution

1

H : The lifetime of batteries does not follow the normal distribution

Type in the class mark (class) and observed frequency (count) into the data editor

Weight the cases by the frequency

Runs Test

1

40

17

-.770

.441

Test Value

a

Total Cases

Number of Runs

Z

Asymp. Sig. (2-tailed)

recoded

sex

User-specified.

a.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-6

Perform the test

Analyze

onparametric tests

Legacy Dialogs

1-sample KS

Test variable list: class

Test distribution: normal

NPar Tests

The above table lists out the mean and standard deviation of the sample data together

with the test statistic and the asymptotic significance. The sample data does not have

evidence to against the null hypothesis of normality at 5% level of significance.

5.5. Sign test

Parametric tests such as z-test and t-test, cannot be used for small sample if the

underlying distribution is non-normal, and sign test may be used instead. The sign test

is specifically designed for testing hypothesis about the median of any continuous

distribution.

One-tailed test

0

H :

0

=

1

H :

0

> or

1

H :

0

<

One-Sample Kolmogorov-Smirnov Test

40

3.412

.697

.205

.170

-.205

1.298

.069

N

Mean

Std. Deviation

Normal Parameters

a,b

Absolute

Positive

Negative

Most Extreme

Differences

Kolmogorov-Smirnov Z

Asymp. Sig. (2-tailed)

CLASS

Test distribution is Normal.

a.

Calculated from data.

b.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-7

Test statistic for a single population is

S = number of sample observations greater than

0

or S = number of sample

observations less than

0

The observed significance level is p-value = ( ) S x P

Two-tailed test

0

H :

0

=

1

H :

0

Test statistic for a single population is

S = larger of S

1

, S

2

S

1

= number of sample observations greater than

0

and

S

2

= number of sample observations less than

0

The observed significance level is p-value = 2 ( ) S x P

Rejection region: Reject

0

H if p-value < .

Remark: x has a binomial distribution with parameters n and = 0.5.

For n 10, the test statistic of the sign test is

n

n S

z

5 . 0

5 . 0

=

The rejection region of the one-tailed test and two-tailed test are

z z > and

2

z z > respectively.

Example 5: (process time)

The following are the processing time (in minutes) at which every fifth assembly part

was timed: 46, 58, 60, 56, 70, 66, 48, 54, 62, 41, 39 and 52. Test the null hypothesis

of median=55 at the 0.05 level of significance.

Analyze

onparametric tests

Legacy Dialogs

Binomial

Test variable list: time

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-8

Cut point (custom: 55)

NPar Tests

Binomial Test

Category N Observed Prop. Test Prop.

Exact Sig. (2-

tailed)

processing time (minutes) Group 1 <= 55 6 .50 .50 1.000

Group 2 > 55 6 .50

Total

12 1.00

The asymptotic significance of the test statistic is 1.000, which is greater than the 0.05

level of significance. It means that there is no evidence to against the null hypothesis

that the median processing time equals to 55 minutes.

5.6. Mann-Whitney test

The Mann-Whitney test is an alternative test to compare the center of location of two

independent samples, when the normal distribution assumption cannot be fulfilled.

The Wilcoxon statistic, W, is calculated by ranking the pooled observations of the two

samples and obtaining the sum of the ranks of the population with the smaller sample

size. The Mann-Whitney statistic U is

( )

1

1 1

2 1

2

1

T

n n

n n U

+

+ =

where

1

n and

2

n are the sample sizes of the two groups, and

1

T is the sum of ranks of

one of the samples. The null hypothesis is

0

H :

1

D and

2

D are identical, and the

alternative hypothesis for the one-tailed test is

1

H :

1

D is shifted to the right of

2

D (or

1

H :

1

D is shifted to the left of

2

D ); and for the two-tailed test is

1

H :

1

D is shifted

either to the right or to the left of

2

D . (

1

D and

2

D represent the relative distribution

for population 1 and 2 respectively.)

For large samples (sample sizes at least 10), the test statistic is

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-9

( )

( )

12

1

2

1

2 1 2 1

1 1 2 1

1

+ +

+ +

=

n n n n

n n n n

T

z

the corresponding critical region for the one-tailed and two-tailed test are

z z > (or

z z < ) and

2

z z > respectively.

Example 6: (nano3.sav)

Analyze

onparametric tests

Legacy Dialogs

2 independent samples

Test variable list: weight

Group variable: fertilizer

Group 1: 0

Group 2: 1

Test type: Mann-Whitney U

NPar Tests

Mann-Whitney Test

Ranks

10 7.35 73.50

10 13.65 136.50

20

Fertilizer

No nitrogen

With nitrogen

Total

WEIGHT

N Mean Rank

Sum of

Ranks

Test Statistics

b

18.500

73.500

-2.386

.017

.015

a

Mann-Whitney U

Wilcoxon W

Z

Asymp. Sig. (2-tailed)

Exact Sig. [2*(1-tailed

Sig.)]

WEIGHT

Not corrected for ties.

a.

Grouping Variable: Fertilizer

b.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-10

The Mann-Whitney U statistic is 18.5 while the Wilcoxon W statistic is 70, the

significance level of the test statistic is 0.017. The distribution of weight of stems is

different in adding fertilizer at 5% level of significance.

5.7. Wilcoxon signed ranks test

Wilcoxon signed ranks test is the non-parametric counterpart of the paired sample t-

test. Firstly, we assign ranks to the absolute values of the differences and then base

the comparison on the rank sums of the negative (

T ) and positive (

+

T ) differences.

Differences equal to zero are eliminated and the number of differences is adjusted.

Tied absolute differences have ranks equal to the average of the ranks they would

have if they are not tied. The null hypothesis is

0

H :

1

D and

2

D are identical, and the

alternative hypothesis for the one-tailed test is

1

H :

1

D is shifted to the right of

2

D (or

1

H :

1

D is shifted to the left of

2

D ); and for the two-tailed test is

1

H :

1

D is shifted

either to the right or to the left of

2

D . (

1

D and

2

D represent the relative distribution

for population 1 and 2 respectively.) The test statistic of the one-tailed test is

T (or

+

T ) with critical region

0

T T

(or

0

T T

+

) where

0

T is given in table. On the other

hand, the test statistic of the two-tailed test is T, the smaller of

T or

+

T , with critical

region

0

T T . In large sample (sample size at least 25), the test statistic

( ) [ ]

( )( ) 24 1 2 1

4 1

+ +

+

=

+

n n n

n n T

z is asymptotically normally distributed (

+

T is chosen

arbitrarily).

Example 7: (medical)

Analyze

onparametric tests

Legacy Dialogs

2 related samples

Test pair(s) list: after, before

Test type: Wilcoxon

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-11

NPar Tests

Wilcoxon Signed Ranks Test

The asymptotic significance level 0.107 is greater than the nominal significance level

0.05, therefore there is no evidence to against the null hypothesis that the distribution

of medical expenses before and after the implementation of lunchtime exercise are

identical.

Ranks

4

a

4.63 18.50

8

b

7.44 59.50

0

c

12

Negative Ranks

Positive Ranks

Ties

Total

BEFORE - AFTER

N Mean Rank

Sum of

Ranks

BEFORE < AFTER

a.

BEFORE > AFTER

b.

AFTER = BEFORE

c.

Test Statistics

b

-1.612

a

.107

Z

Asymp. Sig. (2-tailed)

BEFORE -

AFTER

Based on negative ranks.

a.

Wilcoxon Signed Ranks Test

b.

Department of Applied Mathematics

Chapter 5. Non-parametric tests

Marjorie Chiu, 2009 5-12

Exercise 5

Question 1. (defects)

The following frequency table shows the number of surface defects on rectangular steel

plates. Test whether the number of surface defects follows Poisson distribution at 5% level of

significance.

Number of surface defects Frequency

0 5

1 6

2 4

3 3

4 3

5 2

6 1

7 0

8 1

Question 2. (salary)

Assume that the normality assumption of Question 1 in Exercise 3 cannot be fulfilled, use the

non-parametric tests to test whether the median of annual income of all company president is

250 (in 10 thousands of dollars) at 5% level of significance.

Question 3. (account)

Using the data of Question 2 in Exercise 3 to test whether women are more effective at

generating new accounts than the men by the non-parametric test.

Question 4. (inkjet)

Repeat the hypothesis testing of Question 3 in Exercise 3, assuming that the normal

assumption cannot be fulfilled.

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