Chapter 1 (STD)
Chapter 1 (STD)
Chapter 1 (STD)
CHAPTER 1
INTRODUCTION
1.0) Preliminaries
The subject of statistics encompasses a wide variety of activities, ideas and results.
Practitioners of the science of statistics usually acknowledge that it has two broad subdivisions:
descriptive statistics and inferential statistics (inductive statistics).
Example 1.1: mean and variance are parameters for a normal distribution X ~ N , .
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sparse until the 1940s. the word nonparametric appeared for the first time in 1942 in a paper by
Wolfowitz. Since then, the growth of interest in both the theory and the application of
nonparametric statistics has been rapid. Nonparametric statistics is currently on of the most
important branches of statistics. The techniques that fall within this category of statistics are used
in most, if not all, of the physical, biological, and social sciences.
(i) Nonparametric methods require few assumptions about the underlying populations
from which the data are obtained. In particular, nonparametric procedures forgo the
traditional assumption that the underlying populations are normal.
(ii) Nonparametric techniques are often easier to apply than their normal theory
counterparts.
(iii) Nonparametric procedures are often quite easy to understand.
(iv) Nonparametric procedures are applicable in situations where the normal theory
procedures cannot be utilized. For example, many of the procedures require not the
actual magnitudes of the observations, but rather, their ranks.
(v) Although at first glance most nonparametric procedures seem to sacrifice too much
of the basic information in the samples, theoretical investigations have shown that
this is not the case. More often than not, the nonparametric procedures are only
slightly less efficient than their normal theory counterparts when the underlying
populations are normal, and they can be mildly and wildly more efficient than these
competitors when the underlying populations are not normal.
Nonparametric (Distribution Free) Procedures: the methods are based on functions of the
sample observations whose corresponding random variable has a distribution which does not
depend on the specific distribution function of the population from which the sample was drawn.
Nonparametric test implies a test for a hypothesis which is not a statement about parameter
values.
Nonparametric inferences generally relates to some function of the actual magnitudes of the
random variables in the sample.
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UECM3253 Applied Nonparametric Statistics
(iv) Nonparametric procedures may be applied when the data are measured on a weak
measurement scale, as when only count data or rank data are available for analysis.
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UECM3253 Applied Nonparametric Statistics
some characteristic they possess. Ordinal measurement scale makes it possible for objects to be
ranked. Salespersons, for example, can be ranked from “poorest” to “best” on the basis of their
personalities. Beauty contestants can be ranked from least beautiful to most beautiful. Illnesses
can be ranked from least severe to most severe. If we are to rank n objects on the basis of some
trait, we may assign the number 1 to the object having the least amount of that trait, the number 2
to the object containing the next-smallest amount, and so on to n, the object with the largest
amount of the trait under consideration. Data of this type are frequently referred to as rank data.
The differences between rankings are not necessarily equal. For example, three students
taking an examination may be ranked first, second and third on the basis of the order in which
they complete the examination. This does not mean, however, that the time elapsing between
completion of the examination by number 1 and by number 2 is the same as that between number
2 and number 3. The student finishing first may, for example, finish 5 minutes before the second
student, who, in turn, may finish 8 minutes before the third. If we have only the ranks available
for analysis, we do not know the magnitudes of the differences between measurements that are
ranked.
-- End of Chapter 1 --
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UECM3253 Applied Nonparametric Statistics