Knowledge

Nonparametric statistics

Source đź“ť

187:
As non-parametric methods make fewer assumptions, their applicability is much more general than the corresponding parametric methods. In particular, they may be applied in situations where less is known about the application in question. Also, due to the reliance on fewer assumptions, non-parametric
195:
Non-parametric methods are sometimes considered simpler to use and more robust than parametric methods, even when the assumptions of parametric methods are justified. This is due to their more general nature, which may make them less susceptible to misuse and misunderstanding. Non-parametric methods
95:
Statistical hypotheses concern the behavior of observable random variables.... For example, the hypothesis (a) that a normal distribution has a specified mean and variance is statistical; so is the hypothesis (b) that it has a given mean but unspecified variance; so is the hypothesis (c) that a
99:
It will have been noticed that in the examples (a) and (b) the distribution underlying the observations was taken to be of a certain form (the normal) and the hypothesis was concerned entirely with the value of one or both of its parameters. Such a hypothesis, for obvious reasons, is called
115:. Notwithstanding these distinctions, the statistical literature now commonly applies the label "non-parametric" to test procedures that we have just termed "distribution-free", thereby losing a useful classification. 163:
Non-parametric methods are widely used for studying populations that have a ranked order (such as movie reviews receiving one to five "stars"). The use of non-parametric methods may be necessary when data have a
154:
to grow as necessary to fit the data, but where individual variables still follow parametric distributions and even the process controlling the rate of growth of latent variables follows a parametric distribution.
140:, which is modeling whereby the structure of the relationship between variables is treated non-parametrically, but where nevertheless there may be parametric assumptions about the distribution of model residuals. 196:
can be considered a conservative choice, as they will work even when their assumptions are not met, whereas parametric methods can produce misleading results when their assumptions are violated.
131:
typically assumed to belong to parametric distributions, and assumptions about the types of associations among variables are also made. These techniques include, among others:
931: 96:
distribution is of normal form with both mean and variance unspecified; finally, so is the hypothesis (d) that two unspecified continuous distributions are identical.
107:
Hypothesis (c) was of a different nature, as no parameter values are specified in the statement of the hypothesis; we might reasonably call such a hypothesis
111:. Hypothesis (d) is also non-parametric but, in addition, it does not even specify the underlying form of the distribution and may now be reasonably termed 230:
is not meant to imply that such models completely lack parameters but that the number and nature of the parameters are flexible and not fixed in advance.
663:"Universal Linear Fit Identification: A Method Independent of Data, Outliers and Noise Distribution Model and Free of Missing or Removed Data Imputation" 494:
Universal Linear Fit Identification: A Method Independent of Data, Outliers and Noise Distribution Model and Free of Missing or Removed Data Imputation.
53:
involves techniques that do not rely on data belonging to any particular parametric family of probability distributions. These include, among others:
427:: tests whether, in 2 Ă— 2 contingency tables with a dichotomous trait and matched pairs of subjects, row and column marginal frequencies are equal. 400: 127:
of a model is fixed. Typically, the model grows in size to accommodate the complexity of the data. In these techniques, individual variables
540: 421:
or Wilcoxon rank sum test: tests whether two samples are drawn from the same distribution, as compared to a given alternative hypothesis.
779:
Bagdonavicius, V., Kruopis, J., Nikulin, M.S. (2011). "Non-parametric tests for complete data", ISTE & WILEY: London & Hoboken.
464: 382: 203:
of non-parametric tests comes at a cost: in cases where a parametric test's assumptions are met, non-parametric tests have less
800: 784: 595: 397:: tests whether a sample is drawn from a given distribution, or whether two samples are drawn from the same distribution. 916: 900: 883: 861: 841: 821: 761: 737: 409:: tests whether a sample is drawn from a given distribution, sensitive to cyclic variations such as day of the week. 207:. In other words, a larger sample size can be required to draw conclusions with the same degree of confidence. 921: 293: 26:
of the data being studied. Often these models are infinite-dimensional, rather than finite dimensional, as is
508: 279: 81: 482: 46:
The term "nonparametric statistics" has been defined imprecisely in the following two ways, among others:
394: 926: 376: 339: 23: 324:
of the variables being assessed. The most frequently used tests include {{columns-list|colwidth=50em|
38:. Nonparametric tests are often used when the assumptions of parametric tests are evidently violated. 833: 648: 488: 333: 269: 251: 241: 62: 476: 328: 321: 247: 136: 189: 550: 436: 282:
classify the unseen instance based on the K points in the training set which are nearest to it.
286: 31: 545: 452: 403:
by ranks: tests whether > 2 independent samples are drawn from the same distribution.
317: 273: 219: 61:, which do not rely on assumptions that the data are drawn from a given parametric family of 35: 27: 851: 674: 645:
Kendall's Advanced Theory of Statistics: Volume 2A—Classical Inference and the Linear Model
555: 371: 259: 177: 491:: tests whether matched pair samples are drawn from populations with different mean ranks. 8: 345: 255: 678: 888: 705: 662: 661:
Adikaram, K. K. L. B.; Hussein, M. A.; Effenberger, M.; Becker, T. (16 November 2015).
575: 470: 418: 22:
is a type of statistical analysis that makes minimal assumptions about the underlying
896: 879: 857: 837: 817: 796: 780: 757: 733: 710: 692: 591: 461:: tests whether matched pair samples are drawn from distributions with equal medians. 424: 204: 200: 147: 700: 682: 629: 624: 612: 583: 467:: measures statistical dependence between two variables using a monotonic function. 406: 355: 151: 847: 809: 687: 524: 77: 520: 388: 352:
treatments in randomized block designs with 0/1 outcomes have identical effects
449:: detects differentially expressed genes in replicated microarray experiments. 910: 696: 528: 361: 316:
are mathematical procedures for statistical hypothesis testing which, unlike
433:: tests whether two samples are drawn from distributions with equal medians. 714: 485:: tests whether the elements of a sequence are mutually independent/random. 446: 412: 181: 587: 430: 379:: estimates the survival function from lifetime data, modeling censoring 173: 68:
Statistics defined to be a function on a sample, without dependency on a
415:: compares survival distributions of two right-skewed, censored samples. 512: 516: 458: 235: 69: 289:(with a Gaussian kernel) is a nonparametric large-margin classifier. 263: 238:
is a simple nonparametric estimate of a probability distribution.
165: 660: 876:
Handbook of Parametric and Nonparametric Statistical Procedures
617:
Reinvention: An International Journal of Undergraduate Research
504: 169: 272:
provides efficiency coefficients similar to those obtained by
368:
treatments in randomized block designs have identical effects
342:: estimates the accuracy/sampling distribution of a statistic 336:: tests whether a sample is drawn from a given distribution 443:
values by examining all possible rearrangements of labels.
244:
is another method to estimate a probability distribution.
832:. Kendall's Library of Statistics. Vol. 5. London: 385:: measures statistical dependence between two variables 358:: measures inter-rater agreement for categorical items 479:: tests equality of two distributions by using ranks. 473:: tests equality of variances in two or more samples. 391:: a measure between 0 and 1 of inter-rater agreement. 827: 728:
Conover, W.J. (1999), "Chapter 3.4: The Sign Test",
455:: tests for differences in scale between two groups. 439:: a statistical significance test that yields exact 222:
models in that the model structure is not specified
932:Mathematical and quantitative methods (economics) 793:Nonparametric Statistics: A Step-by-Step Approach 908: 123:involves techniques that do not assume that the 613:"Preliminary testing: The devil of statistics?" 507:(13th century or earlier, use in estimation by 226:but is instead determined from data. The term 867:Hollander M., Wolfe D.A., Chicken E. (2014). 828:Hettmansperger, T. P.; McKean, J. W. (1998). 790: 610: 732:(Third ed.), Wiley, pp. 157–176, 541:CDF-based nonparametric confidence interval 503:Early nonparametric statistics include the 401:Kruskal–Wallis one-way analysis of variance 158: 144:non-parametric hierarchical Bayesian models 30:. Nonparametric statistics can be used for 721: 296:with polynomial probability distributions. 754:Applied Nonparametric Statistical Methods 745: 704: 686: 628: 830:Robust Nonparametric Statistical Methods 210: 756:(Second ed.), Chapman & Hall, 727: 465:Spearman's rank correlation coefficient 172:interpretation, such as when assessing 89:Kendall's Advanced Theory of Statistics 87:The discussion following is taken from 909: 791:Corder, G. W.; Foreman, D. I. (2014). 751: 643:Stuart A., Ord J.K, Arnold S. (1999), 276:without any distributional assumption. 199:The wider applicability and increased 773: 362:Friedman two-way analysis of variance 254:methods have been developed based on 814:Nonparametric Statistical Inference 180:, non-parametric methods result in 13: 812:; Chakraborti, Subhabrata (2003). 730:Practical Nonparametric Statistics 14: 943: 869:Nonparametric Statistical Methods 576:"All of Nonparametric Statistics" 320:, make no assumptions about the 893:All of Nonparametric Statistics 314:inferential statistical methods 654: 637: 630:10.31273/reinvention.v12i2.339 611:Pearce, J; Derrick, B (2019). 604: 568: 146:, such as models based on the 41: 1: 647:, sixth edition, §20.2–20.3 ( 340:Statistical bootstrap methods 688:10.1371/journal.pone.0141486 580:Springer Texts in Statistics 150:, which allow the number of 16:Type of statistical analysis 7: 534: 10: 950: 498: 300: 874:Sheskin, David J. (2003) 489:Wilcoxon signed-rank test 437:Pitman's permutation test 322:probability distributions 270:Data envelopment analysis 252:semiparametric regression 242:Kernel density estimation 137:non-parametric regression 63:probability distributions 917:Nonparametric statistics 871:, John Wiley & Sons. 561: 529:Sign test § History 523:(1710) in analyzing the 483:Wald–Wolfowitz runs test 364:by ranks: tests whether 329:Analysis of similarities 248:Nonparametric regression 159:Applications and purpose 20:Nonparametric statistics 810:Gibbons, Jean Dickinson 551:Resampling (statistics) 395:Kolmogorov–Smirnov test 816:, 4th Ed. CRC Press. 287:support vector machine 119:The second meaning of 117: 32:descriptive statistics 922:Statistical inference 588:10.1007/0-387-30623-4 546:Parametric statistics 513:Median § History 334:Anderson–Darling test 318:parametric statistics 274:multivariate analysis 216:Non-parametric models 211:Non-parametric models 178:levels of measurement 93: 80:, which are based on 49:The first meaning of 36:statistical inference 28:parametric statistics 556:Semiparametric model 477:Tukey–Duckworth test 372:Empirical likelihood 752:Sprent, P. (1989), 679:2015PLoSO..1041486A 774:General references 471:Squared ranks test 57:Methods which are 927:Robust statistics 802:978-1-118-84031-3 785:978-1-84821-269-5 597:978-0-387-25145-5 453:Siegel–Tukey test 310:distribution-free 294:method of moments 205:statistical power 188:methods are more 148:Dirichlet process 113:distribution-free 84:of observations. 59:distribution-free 939: 889:Wasserman, Larry 855: 806: 767: 766: 749: 743: 742: 725: 719: 718: 708: 690: 673:(11): e0141486. 658: 652: 641: 635: 634: 632: 608: 602: 601: 572: 348:: tests whether 152:latent variables 78:Order statistics 949: 948: 942: 941: 940: 938: 937: 936: 907: 906: 844: 803: 776: 771: 770: 764: 750: 746: 740: 726: 722: 659: 655: 642: 638: 609: 605: 598: 574: 573: 569: 564: 537: 525:human sex ratio 501: 303: 213: 161: 82:ordinal ranking 44: 17: 12: 11: 5: 947: 946: 935: 934: 929: 924: 919: 905: 904: 886: 872: 865: 842: 825: 807: 801: 788: 775: 772: 769: 768: 762: 744: 738: 720: 653: 636: 603: 596: 566: 565: 563: 560: 559: 558: 553: 548: 543: 536: 533: 527:at birth (see 521:John Arbuthnot 500: 497: 496: 495: 492: 486: 480: 474: 468: 462: 456: 450: 444: 434: 428: 425:McNemar's test 422: 419:Mann–Whitney U 416: 410: 404: 398: 392: 386: 380: 374: 369: 359: 353: 343: 337: 331: 306:Non-parametric 302: 299: 298: 297: 290: 283: 277: 267: 245: 239: 228:non-parametric 212: 209: 176:. In terms of 160: 157: 156: 155: 141: 121:non-parametric 109:non-parametric 76:An example is 74: 73: 66: 43: 40: 15: 9: 6: 4: 3: 2: 945: 944: 933: 930: 928: 925: 923: 920: 918: 915: 914: 912: 902: 901:0-387-25145-6 898: 894: 890: 887: 885: 884:1-58488-440-1 881: 878:. CRC Press. 877: 873: 870: 866: 863: 862:0-471-19479-4 859: 853: 849: 845: 843:0-340-54937-8 839: 835: 834:Edward Arnold 831: 826: 823: 822:0-8247-4052-1 819: 815: 811: 808: 804: 798: 794: 789: 786: 782: 778: 777: 765: 763:0-412-44980-3 759: 755: 748: 741: 739:0-471-16068-7 735: 731: 724: 716: 712: 707: 702: 698: 694: 689: 684: 680: 676: 672: 668: 664: 657: 650: 646: 640: 631: 626: 622: 618: 614: 607: 599: 593: 589: 585: 581: 577: 571: 567: 557: 554: 552: 549: 547: 544: 542: 539: 538: 532: 530: 526: 522: 518: 514: 510: 509:Edward Wright 506: 493: 490: 487: 484: 481: 478: 475: 472: 469: 466: 463: 460: 457: 454: 451: 448: 447:Rank products 445: 442: 438: 435: 432: 429: 426: 423: 420: 417: 414: 411: 408: 407:Kuiper's test 405: 402: 399: 396: 393: 390: 387: 384: 383:Kendall's tau 381: 378: 375: 373: 370: 367: 363: 360: 357: 356:Cohen's kappa 354: 351: 347: 344: 341: 338: 335: 332: 330: 327: 326: 325: 323: 319: 315: 311: 307: 295: 291: 288: 284: 281: 278: 275: 271: 268: 265: 261: 257: 253: 249: 246: 243: 240: 237: 233: 232: 231: 229: 225: 221: 217: 208: 206: 202: 197: 193: 191: 185: 183: 179: 175: 171: 168:but no clear 167: 153: 149: 145: 142: 139: 138: 134: 133: 132: 130: 126: 122: 116: 114: 110: 105: 103: 97: 92: 90: 85: 83: 79: 71: 67: 64: 60: 56: 55: 54: 52: 51:nonparametric 47: 39: 37: 33: 29: 25: 21: 895:, Springer. 892: 875: 868: 829: 813: 792: 753: 747: 729: 723: 670: 666: 656: 644: 639: 620: 616: 606: 579: 570: 511:, 1599; see 502: 440: 413:Logrank test 377:Kaplan–Meier 365: 349: 313: 309: 305: 304: 227: 223: 218:differ from 215: 214: 198: 194: 186: 182:ordinal data 162: 143: 135: 128: 124: 120: 118: 112: 108: 106: 101: 98: 94: 88: 86: 75: 58: 50: 48: 45: 24:distribution 19: 18: 431:Median test 389:Kendall's W 346:Cochran's Q 174:preferences 42:Definitions 911:Categories 515:) and the 220:parametric 201:robustness 102:parametric 795:. Wiley. 697:1932-6203 517:sign test 459:Sign test 236:histogram 170:numerical 125:structure 70:parameter 891:(2007). 715:26571035 667:PLOS ONE 582:. 2006. 535:See also 264:wavelets 224:a priori 852:1604954 706:4646355 675:Bibcode 499:History 301:Methods 260:splines 256:kernels 166:ranking 899:  882:  860:  850:  840:  820:  799:  783:  760:  736:  713:  703:  695:  649:Arnold 594:  505:median 262:, and 190:robust 856:also 623:(2). 562:Notes 897:ISBN 880:ISBN 858:ISBN 838:ISBN 818:ISBN 797:ISBN 781:ISBN 758:ISBN 734:ISBN 711:PMID 693:ISSN 592:ISBN 308:(or 292:The 280:KNNs 250:and 701:PMC 683:doi 625:doi 584:doi 531:). 519:by 129:are 34:or 913:: 848:MR 846:. 836:. 709:. 699:. 691:. 681:. 671:10 669:. 665:. 651:). 621:12 619:. 615:. 590:. 578:. 312:) 285:A 258:, 234:A 192:. 184:. 104:. 91:. 903:. 864:. 854:. 824:. 805:. 787:. 717:. 685:: 677:: 633:. 627:: 600:. 586:: 441:p 366:k 350:k 266:. 72:. 65:.

Index

distribution
parametric statistics
descriptive statistics
statistical inference
probability distributions
parameter
Order statistics
ordinal ranking
non-parametric regression
Dirichlet process
latent variables
ranking
numerical
preferences
levels of measurement
ordinal data
robust
robustness
statistical power
parametric
histogram
Kernel density estimation
Nonparametric regression
semiparametric regression
kernels
splines
wavelets
Data envelopment analysis
multivariate analysis
KNNs

Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.

↑