AP Statistics Curriculum 2007 NonParam 2MedianIndep
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==The Wilcoxon-Mann-Whitney Test== | ==The Wilcoxon-Mann-Whitney Test== | ||
- | The | + | The Wilcoxon-Mann-Whitney Test (also known as Mann-Whitney U test, Mann-Whitney-Wilcoxon (MWW) test, or Wilcoxon rank-sum test) is a non-parametric test for assessing whether two samples of come from the same distribution. The null hypothesis is that the two samples are drawn from a single population, and therefore that their probability distributions are equal. It requires that the two samples are independent, and that the observations are [[AP_Statistics_Curriculum_2007#Types_of_Data |ordinal]] or continuous measurements. |
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===Calculations=== | ===Calculations=== | ||
- | + | The ''U'' statistic for the WMW test may be approximated for sample sizes above about 20 using the [[AP_Statistics_Curriculum_2007#Chapter_V:_Normal_Probability_Distribution |Normal distribution]]. | |
- | : | + | The ''U'' test is provided as part of [http://socr.ucla.edu/htmls/SOCR_Analyses.html SOCR Analyses] - [[SOCR_EduMaterials_AnalysisActivities_Wilcoxon |see this activity]]. |
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- | + | For small samples, we can directly compute the WMW test-statistic as follows. | |
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- | + | # Choose the sample for which the ranks seem to be smaller. Call this ''Sample 1'', and call the other sample ''Sample 2.'' | |
- | + | # Taking each observation in ''Sample 2'', count the number of observations in ''Sample 1'' that are smaller than it (count 0.5 for any that are equal to it). | |
- | + | # The total of these counts is ''U''. | |
- | + | For larger samples, a formula can be used: | |
- | + | # Arrange all the observations into a single ranked series. That is, rank all the observations without regard to which sample they come from. | |
- | + | # Add up the ranks in ''Sample 1''. The sum of ranks in ''Sample 2'' follows by calculation, since the sum of all the ranks equals ''N'' (''N'' + 1)/2, where ''N'' is the total number of observations. | |
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- | + | # "U" is then given by: | |
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- | + | :<math>U_1=R_1 - {n_1(n_1+1) \over 2} \,\!,</math> | |
- | < | + | where ''n''<sub>1</sub> is the two sample size for ''Sample 1'', and ''R''<sub>1</sub> is the sum of the ranks in ''Sample 1''. |
- | + | :Note that there is no specification as to which sample is considered ''Sample 1''. An equally valid formula for ''U'' is | |
+ | ::<math>U_2=R_2 - {n_2(n_2+1) \over 2}. \,\!</math> | ||
- | < | + | :The sum of the two values is then given by |
+ | ::<math>U_1 + U_2 = R_1 - {n_1(n_1+1) \over 2} + R_2 - {n_2(n_2+1) \over 2}. \,\!</math> | ||
- | + | : Knowing that ''R''<sub>1</sub> + ''R''<sub>2</sub> = ''N''(''N'' + 1)/2 and ''N'' = ''n''<sub>1</sub> + ''n''<sub>2</sub> , and doing some algebra, we find that the sum is | |
+ | ::<math>U_1 + U_2 = n_1 n_2. \,\!</math> | ||
- | + | The maximum value of ''U'' is the product of the sample sizes for the two samples. In such a case, the "other" ''U'' would be 0. | |
- | + | ===The Wilcoxon-Mann-Whitney Test using SOCR Analyses=== | |
+ | It is much quicker to use [http://socr.ucla.edu/htmls/SOCR_Analyses.html SOCR Analyses] to compute the statistical significance of the sign test. This [[SOCR_EduMaterials_AnalysisActivities_Wilcoxon | SOCR Wilcoxon-Mann-Whitney Test activity]] may also be helpful in understanding how to use this test in SOCR. For the pH data above we have the following: | ||
- | + | <center>[[Image:SOCR_EBook_Dinov_NonParam_Wilcoxon_022408_Fig4.jpg|600px]]</center> | |
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- | + | Clearly the p-value reported is 0.274, and our data can not reject the null hypothesis. | |
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==References== | ==References== | ||
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<hr> | <hr> |
Revision as of 20:24, 24 February 2008
Contents |
General Advance-Placement (AP) Statistics Curriculum - Difference of Medians of Two Independent Samples
As we discusse in the paired case, non-parametric statistical methods provide alternatives to the (standard) parametric tests that we saw earlier, and they are applicable when the distribution of the data is unknown.
Motivational Example
Nine observations of surface soil pH were made at two different (independent) locations. Does the data suggest that the true mean soil pH values differ for the two locations? Note that there is no pairing in this design, even though this is a balanced design with 9 observation in each (independent) group. Test using α = 0.05, and be sure to check any necessary assumptions for the validity of your test.
Location 1 | Location 2 |
8.10 | 7.85 |
7.89 | 7.30 |
8.00 | 7.73 |
7.85 | 7.27 |
8.01 | 7.58 |
7.82 | 7.27 |
7.99 | 7.50 |
7.80 | 7.23 |
7.93 | 7.41 |
We see the clear analogy of this study design to the independent 2-sample designs we saw before. However, if we were to plot these data we can see that their distributions may be different or not even symmetric, unimodal and bell-shaped (i.e., not Normal). Therefore, we can not use the independent T-test to test a Null-hypothesis that the centers of the two distributions (that the 2 samples came from) are identical, using this parametric test.
The first of these two figures shows the index plot of the pH levels for both samples. The second figure shows the sample histograms of these samples, which are clearly not Normal-like. Therefore, the independent T-test would not be appropriate to analyze these data.
Intuitively, we may consider these group differences significantly large, aspecially if we look at the Box-and-whisker plots, but this is a qualitative inference that demands a more quantitative statistical analyses that can back up our intuition.
The Wilcoxon-Mann-Whitney Test
The Wilcoxon-Mann-Whitney Test (also known as Mann-Whitney U test, Mann-Whitney-Wilcoxon (MWW) test, or Wilcoxon rank-sum test) is a non-parametric test for assessing whether two samples of come from the same distribution. The null hypothesis is that the two samples are drawn from a single population, and therefore that their probability distributions are equal. It requires that the two samples are independent, and that the observations are ordinal or continuous measurements.
Calculations
The U statistic for the WMW test may be approximated for sample sizes above about 20 using the Normal distribution.
The U test is provided as part of SOCR Analyses - see this activity.
For small samples, we can directly compute the WMW test-statistic as follows.
- Choose the sample for which the ranks seem to be smaller. Call this Sample 1, and call the other sample Sample 2.
- Taking each observation in Sample 2, count the number of observations in Sample 1 that are smaller than it (count 0.5 for any that are equal to it).
- The total of these counts is U.
For larger samples, a formula can be used:
- Arrange all the observations into a single ranked series. That is, rank all the observations without regard to which sample they come from.
- Add up the ranks in Sample 1. The sum of ranks in Sample 2 follows by calculation, since the sum of all the ranks equals N (N + 1)/2, where N is the total number of observations.
- "U" is then given by:
where n_{1} is the two sample size for Sample 1, and R_{1} is the sum of the ranks in Sample 1.
- Note that there is no specification as to which sample is considered Sample 1. An equally valid formula for U is
- The sum of the two values is then given by
- Knowing that R_{1} + R_{2} = N(N + 1)/2 and N = n_{1} + n_{2} , and doing some algebra, we find that the sum is
The maximum value of U is the product of the sample sizes for the two samples. In such a case, the "other" U would be 0.
The Wilcoxon-Mann-Whitney Test using SOCR Analyses
It is much quicker to use SOCR Analyses to compute the statistical significance of the sign test. This SOCR Wilcoxon-Mann-Whitney Test activity may also be helpful in understanding how to use this test in SOCR. For the pH data above we have the following:
Clearly the p-value reported is 0.274, and our data can not reject the null hypothesis.
References
- SOCR Home page: http://www.socr.ucla.edu
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