Comparison of tests for non-parametric hypotheses
نویسندگان
چکیده
منابع مشابه
Quantitative Data – Parametric & Non-parametric Tests
Assumption for 1 sample T test: Data are normally distributed. We have discussed in the last article on how to check the normality assumption of a quantitative data. One issue being highlighted was that these formal normality tests are very sensitive to the sample size of the variable concerned. As seen here, table II shows that the normality assumptions for both the systolic and diastolic bloo...
متن کاملColor Image Retrieval Based on Non-parametric Statistical Tests of Hypotheses
A novel method for color image retrieval based on statistical non-parametric tests such as two-sample Wald Test for equality of variance and Man-Whitney U test is proposed in this paper. The proposed method tests the deviation, i.e. distance in terms of variance between the query and target images; if the images pass the test, then it is proceeded to test the spectrum of energy, i.e. distance b...
متن کاملBenchmarking Non-Parametric Statistical Tests
Although non-parametric tests have already been proposed for that purpose, statistical significance tests for non-standard measures (different from the classification error) are less often used in the literature. This paper is an attempt at empirically verifying how these tests compare with more classical tests, on various conditions. More precisely, using a very large dataset to estimate the w...
متن کاملConfirmation of parametric hypotheses
Econometricians commonly want to confirm some precise hypothesis, such as a consequence of economic theory, an economic hypothesis, or a econometric modeling assumption. In practice, researchers routinely use significance tests that can only fail to reject the hypothesis of interest. Generalizing previous work by Romano (2005), I propose a new theoretical framework for confirmation of multivari...
متن کاملPrincipal component decomposition of non-parametric tests
Let ~o denote an arbitrary non-parametric unbiased test for a Gaussian shift given by an infinite dimensional parameter space. Then it is shown that the curvature of its power function has a principal component decomposition based on a Hilbert Schmidt operator. Thus every test has reasonable curvature only for a finite number of orthogonal directions of alternatives. As application the two-side...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Arkiv för Matematik
سال: 1955
ISSN: 0004-2080
DOI: 10.1007/bf02589351