Non-parametric tests - a brief summary 非参数检验小结
2017-02-23 20:09
501 查看
Image from: here
Good introduction to nonp-parametric tests
Wikipedia - Nonparametric statistical
Matlab Drop-in
Non-parametric tests
Choosing between the Mann-Whitney and Kolmogorov-Smirnov tests
Source: Graph Pad Statistics Guide
Both the Mann-Whitney and the Kolmogorov-Smirnov tests are nonparametric tests to compare two unpaired groups of data. Both compute P values that test the null hypothesis that the two groups have the same distribution. But they work very differently:
The Mann-Whitney test first ranks all the values from low to high, and then computes a P value that depends on the discrepancy between the mean ranks of the two groups.
The Kolmogorov-Smirnov test compares the cumulative distribution of the two data sets, and computes a P value that depends on the largest discrepancy between >distributions.
Here are some guidelines for choosing between the two tests:
The KS test is sensitive to any differences in the two distributions. Substantial differences in shape, spread or median will result in a small P value. In >contrast, the MW test is mostly sensitive to changes in the median.
The MW test is used more often and is recognized by more people, so choose it if you have no idea which to choose.
The MW test has been extended to handle tied values. The KS test does not handle ties so well. If your data are categorical, so has many ties, don't choose the >KS test.
Some fields of science tend to prefer the KS test over the MW test. It makes sense to follow the traditions of your field.
相关文章推荐
- Brief summary of classical components of ERP 事件相关成分(ERP)经典成分小结
- Flock of Birds——总结使用过的虚拟现实设备之二(A Brief Summary of Several VR Devices)
- A brief summary of UML & Rational Rose – Use Case Diagram, Part II
- A Brief Summary of Yann's "Gradient-Based Learning Applied to Document Recognition"
- A brief summary of UML & Rational Rose – Interaction Diagrams, Part III
- A brief summary of UML & Rational Rose – Class Diagrams, Part IV
- Brief Summary of IaaS, PaaS, SaaS
- A brief summary of UML & Rational Rose –Activity Diagram & Statechart Diagram & other diagrams , Part V
- brief summary of local feature
- Android开发 finished with non-zero exit value 1-3,gradle编译异常小结
- Data Vault Brief Summary
- Online Robust Non-negative Dictionary Learning for Visual Tracking 阅读小结
- finished with non-zero exit value 3,gradle编译异常小结
- A brief summary
- A Brief Summary of Towers of Hanoi Puzzle
- LeetCode Binary Search Summary 二分搜索法小结
- Brief Summary of IaaS, PaaS, SaaS
- 总结使用过的虚拟现实设备(A Brief Summary of Several VR Devices)
- 强化学习第二版(翻译)第一章 导论 第六节 小结 1.6 Summary
- 非参数检验(Nonparametric tests)