List of statistical tests

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Statistical tests are used to test the fit between a hypothesis and the data. [1] [2] Choosing the right statistical test is not a trivial task. [1] The choice of the test depends on many properties of the research question. The vast majority of studies can be addressed by 30 of the 100 or so statistical tests in use. [3] [4] [5]

Contents

Explanation of properties

List of statistical tests

Test nameScalingAssumptionsData Samples Exact Special case ofApplication conditions
One sample t-test interval normal univariate 1 No [8] Location test
Unpaired t-test interval normal unpaired2 No [8] Location test Homoscedasticity [9]
Welch's t-test interval normal unpaired2 No [8] Location test
Paired t-test interval normal paired 2 No Location test
F-test interval normal 2
Z-test interval normal 2 No variance is known
Permutation test interval non-parametric unpaired≥2Yes
Kruskal-Wallis test ordinal non-parametric unpaired≥2Yessmall sample size [10]
Mann–Whitney test ordinal non-parametric unpaired2 Kruskal-Wallis test [11]
Wilcoxon signed-rank test interval non-parametric paired ≥1 Location test
Sign test ordinal non-parametric paired 2
Friedman test ordinal non-parametric paired >2 Location test
test nominal [1] non-parametric [12] No Contingency table,
sample size > ca. 60, [1]
any cell content ≥ 5, [13]
marginal totals fixed [13]
Pearson's test nominal/ordinal non-parametric No test
Median test ordinal non-parametric No Pearson's test
Multinomial test nominal non-parametric univariate 1Yes Location test
McNemar's test binary non-parametric [14] paired 2Yes
Cochran's test binary non-parametric paired ≥2
Binomial test binary non-parametric univariate 1Yes Multinomial test
Siegel–Tukey test ordinal non-parametric unpaired2
Chow test interval parametric linear regression 2No Time series
Fisher's exact test nominal non-parametric unpaired≥2 [13] Yes Contingency table,
marginal totals fixed [13]
Barnard's exact test nominal non-parametric unpaired2Yes Contingency table
Boschloo's test nominal non-parametric unpaired2Yes Contingency table
Shapiro–Wilk test interval univariate 1 Normality test sample size between 3 and 5000 [15]
Kolmogorov–Smirnov test interval 1 Normality test distribution parameters known [15]
Shapiro-Francia test interval univariate 1 Normality test Simpliplification of Shapiro–Wilk test
Lilliefors test interval 1 Normality test

See also

Related Research Articles

<span class="mw-page-title-main">Statistics</span> Study of the collection, analysis, interpretation, and presentation of data

Statistics is the discipline that concerns the collection, organization, analysis, interpretation, and presentation of data. In applying statistics to a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model to be studied. Populations can be diverse groups of people or objects such as "all people living in a country" or "every atom composing a crystal". Statistics deals with every aspect of data, including the planning of data collection in terms of the design of surveys and experiments.

<span class="mw-page-title-main">Statistical inference</span> Process of using data analysis

Statistical inference is the process of using data analysis to infer properties of an underlying distribution of probability. Inferential statistical analysis infers properties of a population, for example by testing hypotheses and deriving estimates. It is assumed that the observed data set is sampled from a larger population.

Nonparametric statistics is a type of statistical analysis that makes minimal assumptions about the underlying distribution of the data being studied. Often these models are infinite-dimensional, rather than finite dimensional, as is parametric statistics. Nonparametric statistics can be used for descriptive statistics or statistical inference. Nonparametric tests are often used when the assumptions of parametric tests are evidently violated.

Mann–Whitney test is a nonparametric test of the null hypothesis that, for randomly selected values X and Y from two populations, the probability of X being greater than Y is equal to the probability of Y being greater than X.

<span class="mw-page-title-main">Likert scale</span> Psychometric measurement scale

A Likert scale is a psychometric scale named after its inventor, American social psychologist Rensis Likert, which is commonly used in research questionnaires. It is the most widely used approach to scaling responses in survey research, such that the term is often used interchangeably with rating scale, although there are other types of rating scales.

Student's t-test is a statistical test used to test whether the difference between the response of two groups is statistically significant or not. It is any statistical hypothesis test in which the test statistic follows a Student's t-distribution under the null hypothesis. It is most commonly applied when the test statistic would follow a normal distribution if the value of a scaling term in the test statistic were known. When the scaling term is estimated based on the data, the test statistic—under certain conditions—follows a Student's t distribution. The t-test's most common application is to test whether the means of two populations are significantly different. In many cases, a Z-test will yield very similar results to a t-test since the latter converges to the former as the size of the dataset increases.

Level of measurement or scale of measure is a classification that describes the nature of information within the values assigned to variables. Psychologist Stanley Smith Stevens developed the best-known classification with four levels, or scales, of measurement: nominal, ordinal, interval, and ratio. This framework of distinguishing levels of measurement originated in psychology and has since had a complex history, being adopted and extended in some disciplines and by some scholars, and criticized or rejected by others. Other classifications include those by Mosteller and Tukey, and by Chrisman.

In statistics, a categorical variable is a variable that can take on one of a limited, and usually fixed, number of possible values, assigning each individual or other unit of observation to a particular group or nominal category on the basis of some qualitative property. In computer science and some branches of mathematics, categorical variables are referred to as enumerations or enumerated types. Commonly, each of the possible values of a categorical variable is referred to as a level. The probability distribution associated with a random categorical variable is called a categorical distribution.

<span class="mw-page-title-main">Mathematical statistics</span> Branch of statistics

Mathematical statistics is the application of probability theory, a branch of mathematics, to statistics, as opposed to techniques for collecting statistical data. Specific mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure theory.

<span class="mw-page-title-main">Kruskal–Wallis test</span> Non-parametric method for testing whether samples originate from the same distribution

The Kruskal–Wallis test by ranks, Kruskal–Wallis test, or one-way ANOVA on ranks is a non-parametric method for testing whether samples originate from the same distribution. It is used for comparing two or more independent samples of equal or different sample sizes. It extends the Mann–Whitney U test, which is used for comparing only two groups. The parametric equivalent of the Kruskal–Wallis test is the one-way analysis of variance (ANOVA).

A permutation test is an exact statistical hypothesis test making use of the proof by contradiction. A permutation test involves two or more samples. The null hypothesis is that all samples come from the same distribution . Under the null hypothesis, the distribution of the test statistic is obtained by calculating all possible values of the test statistic under possible rearrangements of the observed data. Permutation tests are, therefore, a form of resampling.

Exact (significance) test is a test such that if the null hypothesis is true, then all assumptions made during the derivation of the distribution of the test statistic are met. Using an exact test provides a significance test that maintains the type I error rate of the test at the desired significance level of the test. For example, an exact test at a significance level of , when repeated over many samples where the null hypothesis is true, will reject at most of the time. This is in contrast to an approximate test in which the desired type I error rate is only approximately maintained, while this approximation may be made as close to as desired by making the sample size sufficiently large.

In statistics, the Kendall rank correlation coefficient, commonly referred to as Kendall's τ coefficient, is a statistic used to measure the ordinal association between two measured quantities. A τ test is a non-parametric hypothesis test for statistical dependence based on the τ coefficient. It is a measure of rank correlation: the similarity of the orderings of the data when ranked by each of the quantities. It is named after Maurice Kendall, who developed it in 1938, though Gustav Fechner had proposed a similar measure in the context of time series in 1897.

In statistics, inter-rater reliability is the degree of agreement among independent observers who rate, code, or assess the same phenomenon.

In statistics, Goodman and Kruskal's gamma is a measure of rank correlation, i.e., the similarity of the orderings of the data when ranked by each of the quantities. It measures the strength of association of the cross tabulated data when both variables are measured at the ordinal level. It makes no adjustment for either table size or ties. Values range from −1 to +1. A value of zero indicates the absence of association.

In statistics, groups of individual data points may be classified as belonging to any of various statistical data types, e.g. categorical, real number, odd number (1,3,5) etc. The data type is a fundamental component of the semantic content of the variable, and controls which sorts of probability distributions can logically be used to describe the variable, the permissible operations on the variable, the type of regression analysis used to predict the variable, etc. The concept of data type is similar to the concept of level of measurement, but more specific: For example, count data require a different distribution than non-negative real-valued data require, but both fall under the same level of measurement.

Univariate is a term commonly used in statistics to describe a type of data which consists of observations on only a single characteristic or attribute. A simple example of univariate data would be the salaries of workers in industry. Like all the other data, univariate data can be visualized using graphs, images or other analysis tools after the data is measured, collected, reported, and analyzed.

Ordinal data is a categorical, statistical data type where the variables have natural, ordered categories and the distances between the categories are not known. These data exist on an ordinal scale, one of four levels of measurement described by S. S. Stevens in 1946. The ordinal scale is distinguished from the nominal scale by having a ranking. It also differs from the interval scale and ratio scale by not having category widths that represent equal increments of the underlying attribute.

The Scheirer–Ray–Hare (SRH) test is a statistical test that can be used to examine whether a measure is affected by two or more factors. Since it does not require a normal distribution of the data, it is one of the non-parametric methods. It is an extension of the Kruskal–Wallis test, the non-parametric equivalent for one-way analysis of variance (ANOVA), to the application for more than one factor. It is thus a non-parameter alternative to multi-factorial ANOVA analyses. The test is named after James Scheirer, William Ray and Nathan Hare, who published it in 1976.

References

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