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Nonparametric Methods: The Sign Test and Wilcoxon Signed-Rank Test

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kamella-varga
10 diapositives · 221 Views · Oct 25, 2014

Explore energy expenditure in individuals with cystic fibrosis vs. healthy matched individuals using nonparametric techniques like the sign test and the Wilcoxon signed-rank test.

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Nonparametric Methods: The Sign Test and Wilcoxon Signed-Rank Test
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  1. 13 Nonparametric Methods

  2. Introduction • So far the underlying probability distribution functions (pdf) are assumed to be known, such as SND, t-distribution, chi-squared distribution • Parametric technique (mean, s.d.) Non-parametric techniques • Few assumptions about the nature of the underlying pdf • Not require the pdf is a SND

  3. 13.1 The sign test Investigate the amount of energy expended by patients with the congenital disease cystic fibrosis (CF), and for healthy individuals matched (such as age, sex, height, and weight) to the patients Table 13.1 Rest energy expenditure for patients with CF and healthy persons. 2 – signs 11 + signs

  4. 13.1 The sign test • compare the resting energy expenditure (REE) for persons with CF and for healthy individuals (not comfortable in assuming REE or the differences between the measurements are SND) • H0 : the median difference is 0 • H1 : the median difference is not 0 • It is a two-sided test (REE)CF – (REE)healthy • > 0, < 0, = 0  +, - sign, no information (excluded from the analysis) • Under the null hypothesis, we would expect to have approximately equal numbers of + and – signs • That is the probability that a particular difference is + and - are ½ • Bernoulli random variable with the probability of success p =0.5 • Let D = the total number of + signs

  5. 13.1 The sign test • The mean number of + signs in a sample of size n is np = n/2, and the s.d is (np(1-p))0.5 = (n/4)0.5 • If D is either much larger or much smaller than n/2 we would want to reject H0 • Evaluate the null hypothesis by considering the test statistic, • If the sample size is large, z+ follows an approximate ND with mean 0 and s.d. 1. This test is called the sign test. • Area to the right and left of 2.50 is p = 2*(0.006) = 0.012 < 0.05 • reject the null hypothesis  the median difference among pairs is not equal to 0  REE is higher among persons with CF

  6. 13.1 The sign test If the sample size is small, less than about 20, the test statistic cannot be assumed to have a SND. Therefore, we use the binomial distribution to calculate the probability of observing D positive differences. Since 0.0112 < 0.05, we would reject the null hypothesis at the 5% level

  7. 13.2 The Wilcoxon Signed-Rank Test take into account of the magnitude of the pair differences Chapter13 p307

  8. Chapter13 p307

  9. Chapter13 p311