Nonparametric Statistical Tests

<p><strong>Nonparametric Statistical Tests: A Computational Approach</strong> describes classical nonparametric tests as well as novel and little-known methods such as the Baumgartner-Weiss-Schindler and the Cucconi tests. The book presents SAS and R programs allowing readers to carry out the different statistical methods such as permutation and bootstrap tests. The author considers example data sets in each chapter to illustrate methods. Numerous real-life data from various areas including the bible and their analyses provide for greatly diversified reading.</p><p>The book covers: </p><ul> <li>Nonparametric two-sample tests for the location-shift model specifically the Fisher-Pitman permutation test the Wilcoxon rank sum test and the Baumgartner-Weiss-Schindler test</li> <li>Permutation tests location-scale tests tests for the nonparametric Behrens-Fisher problem and tests for a difference in variability</li> <li>Tests for the general alternative including the (Kolmogorov-)Smirnov test ordered categorical and discrete numerical data </li> <li>Well-known one-sample tests such as the sign test and Wilcoxon's signed rank test a modification suggested by Pratt (1959) a permutation test with original observations and a one-sample bootstrap test are presented. </li> <li>Tests for more than two groups the following tests are described in detail: the Kruskal-Wallis test the permutation F test the Jonckheere-Terpstra trend test tests for umbrella alternatives and the Friedman and Page tests for multiple dependent groups</li> <li>The concepts of independence and correlation and stratified tests such as the van Elteren test and combination tests</li> <li>The applicability of computer-intensive methods such as bootstrap and permutation tests for non-standard situations and complex designs</li> </ul><p>Although the major development of nonparametric methods came to a certain end in the 1970s their importance undoubtedly persists. What is still needed is a computer assisted evaluation of their main properties. This book closes that gap. </p>