Chap 14

© 2000 Prentice-Hall, Inc.
Statistics
Nonparametric Statistics
Chapter 14
14 - 1
Learning Objectives
1. Distinguish Parametric & Nonparametric

Test Procedures
2. Explain a Variety of Nonparametric Test
Procedures
3. Solve Hypothesis Testing Problems
Using Nonparametric Tests
4. Compute Spearman’s Rank Correlation
14 - 2
Hypothesis Testing
Procedures
Hypothesis
Testing
Procedures
Parametric Nonparametric
Wilcoxon Kruskal-Wallis
Rank Sum H-Test
Test
One-Way
Z Test t Test
ANOVA
Many More Tests Exist!
14 - 3
Parametric Test
Procedures
1. Involve Population Parameters
 Example: Population Mean
2. Require Interval Scale or Ratio Scale

 Whole Numbers or Fractions
 Example: Height in Inches (72, 60.5, 54.7)
3. Have Stringent Assumptions

 Example: Normal Distribution
4. Examples: Z Test, t Test, 2 Test

14 - 4
Nonparametric Test
Procedures
1. Do Not Involve Population Parameters
 Example: Probability Distributions, Independence
2. Data Measured on Any Scale

 Ratio or Interval
 Ordinal
 Example: Good-Better-Best
 Nominal
 Example: Male-Female
3. Example: Wilcoxon Rank Sum Test

14 - 5
Advantages of
Nonparametric Tests
1. Used With All Scales
2. Easier to Compute
 Developed Originally Before
Wide Computer Use
3. Make Fewer
Assumptions
4. Need Not Involve
Population Parameters
5. Results May Be as Exact © 1984-1994 T/Maker Co.
as Parametric
14 - 6 Procedures
Disadvantages of
Nonparametric Tests
1. May Waste Information © 1984-1994 T/Maker Co.
 If Data Permit Using

Parametric Procedures
 Example: Converting Data
From Ratio to Ordinal Scale
2. Difficult to Compute by
Hand for Large Samples
3. Tables Not Widely
Available
14 - 7
Frequently Used
Nonparametric Tests
1. Sign Test
2. Wilcoxon Rank Sum Test
3. Wilcoxon Signed Rank Test
4. Kruskal Wallis H-Test
5. Friedman Fr-Test
14 - 8
Sign Test
14 - 9
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedman Fr-Test
14 - 10
Sign Test
1. Tests One Population Median,  (eta)

2. Corresponds to t-Test for 1 Mean
3. Assumes Population Is Continuous
4. Small Sample Test Statistic: # Sample
Values Above (or Below) Median
 Alternative Hypothesis Determines
5. Can Use Normal Approximation If n  10
14 - 11
Sign Test Uses P-Value
to Make Decision
P(X) Binomial: n = 8 p = 0.5
30%
20%
.273
10% .219 .219
.109 .109
.004 .031 .031 .004
0%
0 1 2 3 4 5 6 7 8 X
P-Value Is the Probability of Getting an Observation At

Least as Extreme as We Got. If 7 of 8 Observations
‘Favor’ Ha, Then P-Value = P(x  7) = .031 + .004 = .035.
If  = .05, Then Reject H0 Since P-Value  .
14 - 12
Sign Test Example
You’re an analyst for Chef-

Boy-R-Dee. You’ve asked
7 people to rate a new
ravioli on a 5-point Likert
scale (1 = terrible to
5 = excellent. The ratings
are: 2 5 3 4 1 4 5.
At the .05 level, is there
evidence that the median
rating is at least 3?
14 - 13
Sign Test Solution
H0: P-Value:
Ha:
=
Test Statistic:
Decision:
Conclusion:
14 - 14
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3
=
Test Statistic:
Decision:
Conclusion:
14 - 15
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3
 = .05
Test Statistic:
Decision:
Conclusion:
14 - 16
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3
 = .05
Test Statistic:
S=2
Decision:
(Ratings 1 & 2 Are
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
14 - 17
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3 P(x  2) = 1 - P(x  1)
 = .05 = .937
(Binomial Table, n = 7,
Test Statistic:
p = 0.50)
S=2
Decision:
(Ratings 1 & 2 Are
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
14 - 18
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3 P(x  2) = 1 - P(x  1)
 = .05 = .937
Test Statistic:
p = 0.50)
S=2
Decision:
(Ratings 1 & 2 Are
Do Not Reject at  = .05
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
14 - 19
Sign Test Solution
H0:  = 3 P-Value:
Ha:  < 3 P(x  2) = 1 - P(x  1)
 = .05 = .937
Test Statistic:
p = 0.50)
S=2
Decision:
(Ratings 1 & 2 Are
Less Than  = 3:
2, 5, 3, 4, 1, 4, 5) Conclusion:
There Is No Evidence
Median Is Less Than 3
14 - 20
Wilcoxon Rank Sum Test
14 - 21
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedman Fr-Test
14 - 22
1. Tests Two Independent Population

Probability Distributions
2. Corresponds to t-Test for 2 Independent
Means
3. Assumptions
 Independent, Random Samples
 Populations Are Continuous
4. Can Use Normal Approximation If ni  10
14 - 23
Procedure
1. Assign Ranks, Ri, to the n1 + n2
Sample Observations
 If Unequal Sample Sizes, Let n1 Refer to
Smaller-Sized Sample
 Smallest Value = 1
 Average Ties
2. Sum the Ranks, Ti, for Each Sample

3. Test Statistic Is TA (Smallest Sample)
14 - 24
Example
You’re a production planner. You want to
see if the operating rates for 2 factories is
the same. For factory 1, the rates (% of
capacity) are 71, 82, 77, 92, 88. For
factory 2, the rates are 85, 82,
94 & 97. Do the factory rates
have the same probability
distributions at the
.10 level?
14 - 25
Solution
H0: Test Statistic:
Ha:
=
n1 = n2 =
Critical Value(s):
Decision:
Conclusion:
 Ranks
14 - 26
Solution
H0: Identical Distrib. Test Statistic:
Ha: Shifted Left or Right
=
n1 = n2 =
Critical Value(s):
Decision:
Conclusion:
 Ranks
14 - 27
Solution
 = .10
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Conclusion:
 Ranks
14 - 28
Wilcoxon Rank Sum
Table (Portion)
 = .05 one-tailed;  = .10 two-tailed
n1
3 4 5 ..
TL TU TL TU TL TU ..
3 6 15 7 17 7 20 ..
n2 4 7 17 12 24 13 27 ..
5 7 20 13 27 19 36 ..
: : : : : : : :
14 - 29
Solution
 = .10
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not
Reject Reject
Reject Conclusion:
13 27  Ranks
14 - 30
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
Rank Sum
14 - 31
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 85
82 82
77 94
92 97
88 ... ...
Rank Sum
14 - 32
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 94
92 97
88 ... ...
Rank Sum
14 - 33
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 82
77 2 94
92 97
88 ... ...
Rank Sum
14 - 34
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 82 4
77 2 94
92 97
88 ... ...
Rank Sum
14 - 35
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum
14 - 36
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 ... ...
Rank Sum
14 - 37
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 97
88 6 ... ...
Rank Sum
14 - 38
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94
92 7 97
88 6 ... ...
Rank Sum
14 - 39
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97
88 6 ... ...
Rank Sum
14 - 40
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum
14 - 41
Computation Table
Factory 1 Factory 2
Rate Rank Rate Rank
71 1 85 5
82 3 3.5 82 4 3.5
77 2 94 8
92 7 97 9
88 6 ... ...
Rank Sum 19.5 25.5
14 - 42
Solution
Ha: Shifted Left or Right T2 = 5 + 3.5 + 8+ 9 = 25.5
 = .10 (Smallest Sample)
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not
Reject Reject
Reject Conclusion:
13 27  Ranks
14 - 43
Solution
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not
Reject Reject
Reject Conclusion:
13 27  Ranks
14 - 44
Solution
n1 = 4 n2 = 5
Critical Value(s):
Decision:
Do Not
Reject Reject
Reject Conclusion:
13 27  Ranks
Distrib. Are Not Equal
14 - 45
Wilcoxon Signed Rank Test
14 - 46
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedman Fr-Test
14 - 47
Wilcoxon
Signed Rank Test
1. Tests Probability Distributions of
2 Related Populations
2. Corresponds to t-test for Dependent
(Paired) Means
3. Assumptions
 Random Samples
 Both Populations Are Continuous
4. Can Use Normal Approximation If n  25
14 - 48
Signed Rank Test
Procedure
1. Obtain Difference Scores, Di = X1i - X2i
2. Take Absolute Value of Differences, Di
3. Delete Differences With 0 Value
4. Assign Ranks, Ri, Where Smallest = 1
5. Assign Ranks Same Signs as Di
6. Sum ‘+’ Ranks (T+) & ‘-’ Ranks (T-)
 Test Statistic Is T- (One-Tailed Test)
 Test Statistic Is Smaller of T- or T+ (2-Tail)
14 - 49
Signed Rank Test
Computation Table
X1i X2i Di = X1i - X2i |Di| Ri Sign Sign Ri

X11 X21 D1 = X11 - X21 |D1| R1 ± ± R1
X12 X22 D2 = X12 - X22 |D2| R2 ± ± R2
X13 X23 D3 = X13 - X23 |D3| R3 ± ± R3
: : : : : : :
X1n X2n Dn = X1n - X2n |Dn| Rn ± ± Rn
Total T+ & T-
14 - 50
Signed Rank Test
Example
You work in the finance department. Is the new
financial package faster (.05 level)? You collect
the following data entry times:
User Current New
Donna 9.98 9.88
Santosha 9.88 9.86
Sam 9.90 9.83
Tamika 9.99 9.80
Brian 9.94 9.87
Jorge 9.84 9.84
© 1984-1994 T/Maker Co.
14 - 51
Signed Rank Test
Solution
H0: Test Statistic:
Ha:
=
n’ =
Decision:
Critical Value(s):
Do Not
Reject
Reject
Conclusion:
T0
14 - 52
Signed Rank Test
Solution
Ha: Current Shifted
Right
=
n’ =
Decision:
Critical Value(s):
Do Not
Reject
Reject
Conclusion:
T0
14 - 53
Signed Rank Test
Computation Table
X1i X2i Di |Di| Ri Sign Sign Ri
9.98 9.88 +0.10 0.10 4 + +4
9.88 9.86 +0.02 0.02 1 + +1
9.90 9.83 +0.07 0.07 2 2.5 + +2.5
9.99 9.80 +0.19 0.19 5 + +5
9.94 9.87 +0.07 0.07 3 2.5 + +2.5
9.84 9.84 0.00 0.00 ... ... Discard
Total T+ = 15, T- = 0
14 - 54
Signed Rank Test
Solution
Ha: Current Shifted
Right
 = .05
n’ = 5 (not 6; 1 elim.)
Decision:
Critical Value(s):
Do Not
Reject
Reject
Conclusion:
T0
14 - 55
Wilcoxon Signed Rank
Table (Portion)
One-Tailed Two-Tailed n=5 n=6 n = 7 ..

 = .05  = .10 1 2 4 ..
 = .025  = .05 1 2 ..
 = .01  = .02 0 ..
 = .005  = .01 ..
n = 11 n = 12 n = 13
: : : :
14 - 56
Signed Rank Test
Solution
Ha: Current Shifted
Right
 = .05
n’ = 5 (not 6; 1 elim.)
Decision:
Critical Value(s):
Do Not
Reject
Reject
Conclusion:
1 T0
14 - 57
Signed Rank Test
Solution
Ha: Current Shifted Since One-Tailed
Right Test & Current
 = .05 Shifted Right, Use T-:
T- = 0
n’ = 5 (not 6; 1 elim.)
Decision:
Critical Value(s):
Do Not
Reject
Reject
Conclusion:
1 T0
14 - 58
Signed Rank Test
Solution
T- = 0
n’ = 5 (not 6; 1 elim.)
Decision:
Critical Value(s):
Reject at  = .05
Do Not
Reject
Reject
Conclusion:
1 T0
14 - 59
Signed Rank Test
Solution
T- = 0
n’ = 5 (not 6; 1 elim.)
Decision:
Critical Value(s):
Reject at  = .05
Do Not
Reject
Reject
Conclusion:
There Is Evidence New
1 T0 Package Is Faster
14 - 60
Kruskal-Wallis H-Test
14 - 61
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedman Fr-Test
14 - 62
1. Tests the Equality of More Than 2 (p)

Population Probability Distributions
2. Corresponds to ANOVA for More Than
2 Means
3. Used to Analyze Completely
Randomized Experimental Designs
4. Uses 2 Distribution with p - 1 df
 If At Least 1 Sample Size nj > 5
14 - 63
Assumptions
1. Independent, Random Samples
2. At Least 5 Observations Per Sample
3. Continuous Population Probability
Distributions
14 - 64
Procedure
1. Assign Ranks, Ri , to the n Combined
Observations
 Smallest Value = 1; Largest Value = n
 Average Ties
2. Sum Ranks for Each Group
14 - 65
Procedure
1. Assign Ranks, Ri , to the n Combined
Observations
 Smallest Value = 1; Largest Value = n
 Average Ties
2. Sum Ranks for Each Group
3. Compute Test Statistic Squared total of
F
HG
12

R Ip
 3a
2
each group
n  1f
Hn  an  1f n K Jj 1
j
14 - 66
Example
As production manager, Mach1 Mach2 Mach3
you want to see if 3 filling 25.40 23.40 20.00
machines have different 26.31 21.80 22.20
filling times. You assign 24.10 23.50 19.75
15 similarly trained & 23.74 22.75 20.60
experienced workers, 25.10 21.60 20.40
5 per machine, to the
machines. At the .05 level,
is there a difference in the
distribution of filling times?
14 - 67
Solution
H0: Test Statistic:
Ha:
=
df =
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 68
Solution
Ha: At Least 2 Differ
=
df =
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 69
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 70
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2
14 - 71
Solution
Raw Data Ranks

Mach1 Mach2 Mach3 Mach1 Mach2 Mach3
25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75
23.74 22.75 20.60
25.10 21.60 20.40
14 - 72
Solution
Raw Data Ranks

25.40 23.40 20.00
26.31 21.80 22.20
24.10 23.50 19.75 1
23.74 22.75 20.60
25.10 21.60 20.40
14 - 73
Solution
Raw Data Ranks

25.40 23.40 20.00 2
26.31 21.80 22.20
24.10 23.50 19.75 1
23.74 22.75 20.60
25.10 21.60 20.40
14 - 74
Solution
Raw Data Ranks

25.40 23.40 20.00 2
26.31 21.80 22.20
24.10 23.50 19.75 1
23.74 22.75 20.60
25.10 21.60 20.40 3
14 - 75
Solution
Raw Data Ranks

25.40 23.40 20.00 14 9 2
26.31 21.80 22.20 15 6 7
24.10 23.50 19.75 12 10 1
23.74 22.75 20.60 11 8 4
25.10 21.60 20.40 13 5 3
14 - 76
Solution
Raw Data Ranks

25.40 23.40 20.00 14 9 2
26.31 21.80 22.20 15 6 7
24.10 23.50 19.75 12 10 1
23.74 22.75 20.60 11 8 4
25.10 21.60 20.40 13 5 3
Total 65 38 17
14 - 77
Solution
HG
F 12

R I p
 3a
2
n  1f
Hn  an  1f n K J j 1
j
G
F 12 F a
65 f a 38f a 17f II
2 2
 3a
2
16f
G 
Ha15f a16f H5 5 5 KK  JJ

F 12 I
a191.6f 48
H240K
 11.58
14 - 78
Solution
Ha: At Least 2 Differ H = 11.58
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2
14 - 79
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
Reject at  = .05
 = .05
Conclusion:
0 5.991 2
14 - 80
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
Reject at  = .05
 = .05
Conclusion:
There Is Evidence Pop.
0 5.991 2 Distrib. Are Different
14 - 81
Friedman Fr-Test
14 - 82
Frequently Used
Nonparametric Tests
1. Sign Test
5. Friedman Fr-Test
14 - 83
Friedman Fr-Test
1. Tests the Equality of 2 or More (p)

Population Probability Distributions
When Blocking Variable Used
2. Corresponds to Randomized Block F-Test
3. Used to Analyze Randomized Block
Designs
4. Uses 2 Distribution with p - 1 df
 If Number of Blocks or Treatments > 5
14 - 84
Friedman Fr-Test
Assumptions
1. Independent, Random Samples
2. Measurements Can Be Ranked Within
Blocks
3. Continuous Population Probability
Distributions
14 - 85
Friedman Fr-Test
Procedure
1. Assign Ranks, Ri , to the Observations
Within Each Block
 Smallest Value = 1; Largest Value = nj
 Average Ties
2. Sum Ranks Within Each Block
14 - 86
Friedman Fr-Test
Procedure
Within Each Block
 Smallest Value = 1; Largest Value = nj
 Average Ties
2. Sum Ranks Within Each Block
3. Compute Test Statistic Squared total of
p each block
Fr 
12
a f
b  p  p  1 j 1
a f
  R 2j  3  b  p  1
14 - 87
Friedman Fr-Test
Example
You’re a research assistant for the NIH. You’re
investigating the effects of plants on human stress.
You record finger Subj. Live Photo None
temperatures under 3 1 91.4 93.5 96.6
conditions: presence 2 94.9 96.6 90.5
of a live plant, plant 3 97.0 95.8 95.4
photo, nothing. At 4 93.7 96.2 96.7
the .05 level, does 5 96.0 96.6 93.5
finger temperature
depend on experimental condition?
14 - 88
Friedman Fr-Test
Solution
H0: Test Statistic:
Ha:
=
df =
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 89
Friedman Fr-Test
Solution
=
df =
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 90
Friedman Fr-Test
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
Conclusion:
0 2
14 - 91
Friedman Fr-Test
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2
14 - 92
Friedman Fr-Test
Solution
Raw Data Ranks

Plant Photo None Plant Photo None
91.4 93.5 96.6
94.9 96.6 90.5
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 93
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1
94.9 96.6 90.5
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 94
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2
94.9 96.6 90.5
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 95
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 96
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5 1
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 97
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5 2 1
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 98
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5 2 3 1
97.0 95.8 95.4
93.7 96.2 96.7
96.0 96.6 93.5
14 - 99
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5 2 3 1
97.0 95.8 95.4 3 2 1
93.7 96.2 96.7 1 2 3
96.0 96.6 93.5 2 3 1
14 - 100
Friedman Fr-Test
Solution
Raw Data Ranks

91.4 93.5 96.6 1 2 3
94.9 96.6 90.5 2 3 1
97.0 95.8 95.4 3 2 1
93.7 96.2 96.7 1 2 3
96.0 96.6 93.5 2 3 1
Total 9 12 9
14 - 101
Friedman Fr-Test
Solution
p
Fr 
12
a f
b  p  p  1 j 1
2
a f
  Rj  3 b  p  1
 af
9 a 12f  af afaf
12 2 2 2
 9 3 5 4
afafaf
5 3 4

F12 I
a
306f 60
H60K
 1.2
14 - 102
Friedman Fr-Test
Solution
Ha: At Least 2 Differ Fr = 1.2
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2
14 - 103
Friedman Fr-Test
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2
14 - 104
Friedman Fr-Test
Solution
 = .05
df = p - 1 = 3 - 1 = 2
Critical Value(s):
Decision:
 = .05
Conclusion:
0 5.991 2 Distrib. Are Different
14 - 105
Spearman’s Rank
Correlation Coefficient
14 - 106
Spearman’s Rank
1. Measures Correlation Between Ranks
2. Corresponds to Pearson Product
Moment Correlation Coefficient
3. Values Range from -1 to +1
14 - 107
Spearman’s Rank
1. Measures Correlation Between Ranks
2. Corresponds to Pearson Product
Moment Correlation Coefficient
3. Values Range from -1 to +1
4. Equation (Shortcut)
6 d 2
rs  1 
d i
n n2  1
14 - 108
Spearman’s Rank
Correlation Procedure
of Each Variable Separately
2. Calculate Differences, di , Between
Each Pair of Ranks
3. Square Differences, di 2, Between Ranks
4. Sum Squared Differences for Each
Variable
5. Use Shortcut Approximation Formula
14 - 109
Spearman’s Rank
Correlation Example
You’re a research assistant for the FBI. You’re
investigating the relationship between a person’s
attempts at deception Subj. Deception Pupil
& % changes in their 1 87 10
pupil size. You ask 2 63 6
subjects a series of 3 95 11
questions, some of 4 50 7
which they must 5 43 0
answer dishonestly.
At the .05 level, what is the correlation coefficient?
14 - 110
Spearman’s Rank
Correlation Table
Subj. Decep. R1i Pupil R2i di di2
Total
14 - 111
Spearman’s Rank
Correlation Table

1 87 10
2 63 6
3 95 11
4 50 7
5 43 0
Total
14 - 112
Spearman’s Rank
Correlation Table

1 87 4 10
2 63 3 6
3 95 5 11
4 50 2 7
5 43 1 0
Total
14 - 113
Spearman’s Rank
Correlation Table

1 87 4 10 4
2 63 3 6 2
3 95 5 11 5
4 50 2 7 3
5 43 1 0 1
Total
14 - 114
Spearman’s Rank
Correlation Table

1 87 4 10 4 0
2 63 3 6 2 1
3 95 5 11 5 0
4 50 2 7 3 -1
5 43 1 0 1 0
Total
14 - 115
Spearman’s Rank
Correlation Table

1 87 4 10 4 0 0
2 63 3 6 2 1 1
3 95 5 11 5 0 0
4 50 2 7 3 -1 1
5 43 1 0 1 0 0
Total 2
14 - 116
Spearman’s Rank
Correlation Solution
n
6 d i2
i 1
rs  1 
d in n 1
2
6af
2
 1
5d
5  1i
2
 1  0.10
 0.90
14 - 117
Conclusion
1. Distinguished Parametric &

Nonparametric Test Procedures
2. Explained a Variety of Nonparametric
Test Procedures
3. Solved Hypothesis Testing Problems
Using Nonparametric Tests
4. Computed Spearman’s Rank Correlation
14 - 118
End of Chapter
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1. Distinguish Parametric & Nonparametric

2. Require Interval Scale or Ratio Scale

3. Have Stringent Assumptions

4. Examples: Z Test, t Test, 2 Test

2. Data Measured on Any Scale

3. Example: Wilcoxon Rank Sum Test

 If Data Permit Using

1. Tests One Population Median,  (eta)

P-Value Is the Probability of Getting an Observation At

You’re an analyst for Chef-

Wilcoxon Rank Sum Test

1. Tests Two Independent Population

2. Sum the Ranks, Ti, for Each Sample

Wilcoxon Signed Rank Test

X1i X2i Di = X1i - X2i |Di| Ri Sign Sign Ri

One-Tailed Two-Tailed n=5 n=6 n = 7 ..

1. Tests the Equality of More Than 2 (p)

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

1. Tests the Equality of 2 or More (p)

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Raw Data Ranks

Subj. Decep. R1i Pupil R2i di di2

Subj. Decep. R1i Pupil R2i di di2

Subj. Decep. R1i Pupil R2i di di2

Subj. Decep. R1i Pupil R2i di di2

Subj. Decep. R1i Pupil R2i di di2

Subj. Decep. R1i Pupil R2i di di2

1. Distinguished Parametric &

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