Chapter 17 Nonparametric Statistics LEARNING OBJECTIVES This chapter presents several nonparametric statistics that can be used to analyze data enabling you to: 1. 2. 3. 4. Recognize the advantages and disadvantages of nonparametric statistics. Understand how to use the runs test to test for randomness. Know when and how to use the Mann-Whitney U Test, the Wilcoxon matched-pairs signed rank test, the Kruskal-Wallis test, and the Friedman test. Learn when and how to measure correlation using Spearman's rank correlation measurement. CHAPTER OUTLINE 17.1 Runs Test Small-Sample Runs Test Large-Sample Runs Test 17.2 Mann-Whitney U Test Small-Sample Case Large-Sample Case 17.3 Wilcoxon Matched-Pairs Signed Rank Test Small-Sample Case (n < 15) Large-Sample Case (n > 15) 17.4 Kruskal-Wallis Test 17.5 Friedman Test 17.6 Spearman's Rank Correlation KEY WORDS Friedman test Kruskal-Wallis test Mann-Whitney U test nonparametric statistics parametric statistics runs test Spearman’s rank correlation Wilcoxon matched-pairs signed rank test STUDY QUESTIONS 1. Statistical techniques based on assumptions about the population from which the sample data are selected are called _______________ statistics. 2. Statistical techniques based on fewer assumptions about the population and the parameters are called _______________ statistics. 3. The nonparametric test for the randomness of a sequence of numbers is called the ________ test. 303 304 Solutions Manual and Study Guide 4. Suppose the following sequence of outcomes is obtained using a random sampling process: XXXYYYYXXXXXX Testing to determine if this pattern is random, we obtain a critical value of ________ for the lower tail at = .025 (for each tail). Based on this critical value and the observed sequence, we would conclude that the data are (random, nonrandom) ______________? 5. Suppose we are attempting to randomly sample males and females in a study. The sequence shown below is obtained: MMFFFFFMFMMFMMFFFMMMMMMFFFFMFMFFMFFMMMFMFMMFF The value of µR for these data is _______________. The value of R is _______________. The value of R is __________. Suppose = .05 for this test. The critical value of z is _________. The observed value of z is ___________. The decision is to ______________ the null hypothesis. The conclusion is that the data are (random, not random) __________________. 6. The nonparametric counterpart of the t test to compare the means of two independent populations is called _________________________. 7. A researcher wants to determine if the values obtained for population two are greater than those for population one. To test this, the researcher randomly samples six scores from population one (designated as group one) and six scores from population two (designated as group two) shown below. The sampled groups are independent. Using the Mann-Whitney U test, the values of W1 and W2 are _________ and ___________. The values of U1 and U2 are __________ and ___________. This is a ________ tailed test. The p-value obtained from the table in the appendix of the text for this problem is _______. Assuming that = .05, the decision for this problem is to _______________ the null hypothesis. Group 1 124 131 128 126 132 141 Group 2 129 138 136 137 142 139 8. Suppose a Mann-Whitney U test is being used to test to determine if two populations are different or not. A value of alpha = .05 is used. Random samples of size 16 are gathered from each population and the resulting data are given below: Sample 1: 19, 27, 23, 29, 22, 20, 29, 31, 25, 17, 26, 23, 18, 28, 28, 33 Sample 2: 27, 35, 33, 28, 24, 33, 30, 31, 38, 39, 29, 41, 33, 34, 36, 34 The critical table value of z for this problem is _______________. In the problem presented in question 8 if sample one is designated as group one, the value of W is ________. 10. In the problem presented in question 8, the value of U is __________. Chapter 17: Nonparametric Statistics 305 11. For the problem presented in question 8, the observed value of z is _______________. Based on this value and the critical value determined in question 8, the decision should be to _______________ the null hypothesis. 12. The nonparametric alternative to the t test for two related samples or matched-pairs is _______________. 13. A researcher conducts a before/after study in which she believes that scores will decrease after the treatment. A sample of seven people are used in the study. The resulting scores are shown below. Using = .05, the critical table T value for this problem is ________. The observed value of T is ________. The decision is to _________ the null hypothesis. Before 29 34 17 39 51 64 21 After 18 32 21 30 46 40 18 14. The Wilcoxon matched-pairs signed rank test for large samples uses a _______________ statistic to analyze the data. 15. Suppose the following samples of paired data are gathered and the Wilcoxon matched-pairs signed is used to determine if there is a significant difference in the two populations from which the samples are were gathered. Sample 1 109 103 111 98 105 108 101 102 100 97 106 112 104 105 109 Sample 2 98 100 107 102 99 96 100 104 93 98 100 108 105 101 101 Let alpha be .10. The critical value of z for this problem is _______________. 16. The value of T for the problem presented in question 15 is _______________. 17. The mean value of T for the sample size of the problem presented in question 15 is _______________. The standard deviation of T for this sample size is _______________. 306 Solutions Manual and Study Guide 18. The observed z value for the problem presented in question 15 is _______________. Based on the critical value determined in question 15 and the observed value of z, a statistician would decide to _______________ the null hypothesis. 19. The nonparametric alternative to the one-way analysis of variance is the _________________________ test. 20. The value of K computed in the Kruskal-Wallis test is distributed approximately as a _______________ value. 21. Suppose a researcher desires to analyze the data below using a Kruskal-Wallis test to determine if there is a significant difference in the populations from which the four samples were taken. Sample 1 113 124 117 118 122 Sample 2 97 99 98 101 Sample 3 105 108 100 98 103 Sample 4 109 106 105 108 110 The degrees of freedom associated with the Kruskal-Wallis test of this data are _________. 22. The critical value of chi-square used to test the data for the problem in question 21 using = .05 is _______________. 23. The calculated value of chi-square for the data of the problem in question 21 is __________. Using this value and the critical value determined in question 22, a researcher would decide to _______________ the null hypothesis. 24. The nonparametric equivalent to the randomized block design is the __________________. 25. A randomized block design is set up for a research study. However, the data are considered to be only ordinal measurements. Therefore, the data are analyzed using a Friedman test. The design and data are shown below. In analyzing these data, the sum of the squared ranks is ________. Using = .05, the critical value of 2 is _____________. The value of 2r is __________. Based on these statistics, the decision is to __________________ the null hypothesis. Block 1 2 3 4 A 105 106 110 108 B 97 98 105 104 Treatment C 99 96 94 93 D 112 109 104 106 E 101 105 98 105 26. A nonparametric alternative to Pearson's product-moment correlation coefficient, r, is _______________________. 27. The data below have been gathered in pairs from two variables: X: 12, 19, 21, 34, 50, 69, 70 Y: 8, 17, 15, 29, 31, 45, 39 The value of Spearman's rank correlation for this data is _______________. Chapter 17: Nonparametric Statistics 28. The data below have been gathered in pairs from two variables: X: 29, 13, 11, 9, 5, –1, –3, –4, –11 Y: –12, –13, –16, –25, –26, –18, –20, –44, –90 The value of Spearman's correlation for this data is _______________. 29. The data below have been gathered in pairs from two variables: X: 230, 221, 190, 130, 124, 109 Y: 107, 150, 134, 138, 166, 178 The value of Spearman's rank correlation for this data is _______________. 30. If the value of Spearman's rank correlation is near –1, the two variables have _______________ correlation. If the value of a Spearman's rank correlation is near 0, the two variables have _______________ correlation. 307 308 Solutions Manual and Study Guide ANSWERS TO STUDY QUESTIONS 1. Parametric Statistics 16. 15.5 2. Nonparametric Statistics 17. 60, 17.61 3. Runs 18. 4. 3, nonrandom 19. Kruskal-Wallis test 5. 23.489, 3.314, 32, + 1.96, –0.45 Fail to Reject, Random 20. Chi-square 6. Mann-Whitney U Test 7. 28, 50, 29, 7, One, .0465, Reject 8. + 1.96 9. 164.5 –2.53, Reject 21. 3 22. 7.81473 23. 15.11, Reject 24. Friedman Test 25. 840, 9.48773, 12, Reject 10. 227.5 26. Spearman’s Rank Correlation 11. 3.75, Reject 27. .929 12. Wilcoxon Matched-Pairs Signed Rank Test 28. .867 13. 4, 3, Reject 29. –.829 14. z 30. High Negative, Little or No 15. + 1.645 SOLUTIONS TO ODD-NUMBERED PROBLEMS IN CHAPTER 17 17.1 Ho: The observations in the sample are randomly generated. Ha: The observations in the sample are not randomly generated. This is a small sample runs test since n1, n2 < 20 = .05, The lower tail critical value is 6 and the upper tail critical value is 16 n1 = 10 n2 = 10 R = 11 Since R = 11 is between the two critical values, the decision is to fail to reject the null hypothesis. The data are random. Chapter 17: Nonparametric Statistics 17.3 n1 = 8 n2 = 52 309 = .05 This is a two-tailed test and /2 = .025. The p-value from the printout is .0264. Since the pvalue is the lowest value of “alpha” for which the null hypothesis can be rejected, the decision is to fail to reject the null hypothesis (p-value = .0264 > .025). There is not enough evidence to reject that the data are randomly generated. 17.5 Ho: The observations in the sample are randomly generated. Ha: The observations in the sample are not randomly generated. Since n1, n2 > 20, use large sample runs test = .05 Since this is a two-tailed test, /2 = .025, Z.025 = + 1.96. If the observed value of z is greater than 1.96 or less than –1.96, the decision is to reject the null hypothesis. R = 27 n1 = 40 n2 = 24 R R z 2n1n2 2(40)( 24) 1 1 = 31 n1 n2 64 2n1n2 (2n1n2 n1 n2 ) (n1 n2 )2 (n1 n2 1) R R R 2(40)(24)2(40)( 24) 40 24 = 3.716 (64)2 (63) 27 31 = –1.08 3.716 Since the observed z of –1.08 is greater than the critical lower tail z value of –1.96, the decision is to fail to reject the null hypothesis. The data are randomly generated. 310 Solutions Manual and Study Guide 17.7 Ho: Group 1 is identical to Group 2 Ha: Group 1 is not identical to Group 2 Use the small sample Mann-Whitney U test since both n1, n2 < 10, tailed test, /2 = .025. The p-value is obtained using Table A.13. Value 11 13 13 14 15 17 18 18 21 21 22 23 23 24 26 29 Rank 1 2.5 2.5 4 5 6 7.5 7.5 9.5 9.5 11 12.5 12.5 14 15 16 = .05. Since this is a two- Group 1 1 2 2 1 1 1 2 1 2 1 2 2 2 1 1 n1 = 8 n2 = 8 W1 = 1 + 2.5 + 5 + 6 + 7.5 + 9.5 + 15 + 16 = 62.5 U n1 n2 n1 (n1 1) (8)(9) W1 (8)(8) 62.5 = 37.5 2 2 U ' n1 n2 U = 64 – 37.5 = 26.5 We use the small U which is 26.5 From Table A.13, the p-value for U = 27 is .3227(2) = .6454 Since this p-value is greater than /2 = .025, the decision is to fail to reject the null hypothesis. Chapter 17: Nonparametric Statistics 17.9 Contacts 6 8 9 9 10 11 11 12 12 13 13 13 14 15 16 17 W1 = 39 U1 n1 n2 Rank 1 2 3.5 3.5 5 6.5 6.5 8.5 8.5 11 11 11 13 14 15 16 Group 1 1 1 2 2 1 1 1 2 1 2 2 2 2 2 2 n1 (n1 1) (7)(8) W1 (7)(9) 39 = 52 2 2 U2 n1 n2 U1 = (7)(9) – 52 = 11 U = 11 From Table A.13, the p-value = .0156. Since this p-value is greater than = .01, the decision is to fail to reject the null hypothesis. 311 312 Solutions Manual and Study Guide 17.11 Ho: Males do not earn more than females Ha: Males do earn more than females Earnings $28,900 31,400 36,600 40,000 40,500 41,200 42,300 42,500 44,500 45,000 47,500 47,800 47,800 48,000 50,100 51,000 51,500 51,500 53,850 55,000 57,800 61,100 63,900 Rank 1 2 3 4 5 6 7 8 9 10 11 12.5 12.5 14 15 16 17.5 17.5 19 20 21 22 23 Gender F F F F F F F F F M F F M F M M M M M M M M M n1 = 11 n2 = 12 W1 = 10 + 12.5 + 15 + 16 + 17.5 + 17.5 + 19 + 20 + 21 + 22 + 23 = 193.5 n1 n2 (11)(12) = 66 2 2 n1 n2 (n1 n2 1) (11)(12)(24) = 16.25 12 12 U n1 n2 z U n1 (n1 1) (11)(12) W1 (11)(12) 193.5 = 4.5 2 2 4.5 66 = –3.78 16.25 = .01, z.01 = 2.33 Since the observed z = 3.78 > z.01 = 2.33, the decision is to reject the null hypothesis. Chapter 17: Nonparametric Statistics 17.13 Ho: The population differences = 0 Ha: The population differences 0 1 212 234 219 199 194 206 234 225 220 218 234 212 219 196 178 213 2 179 184 213 167 189 200 212 221 223 217 208 215 187 198 189 201 d 33 50 6 32 5 6 22 4 –3 1 26 –3 32 –2 –11 12 Rank 15 16 7.5 13.5 6 7.5 11 5 –3.5 1 12 –3.5 13.5 –2 –9 10 n = 16 T– = 3.5 + 3.5 + 2 + 9 = 18 (n)( n 1) (16)(17) = 68 4 4 n(n 1)( 2n 1) 16(17)(33) = 19.34 24 24 z T = .10 18 68 = –2.59 19.34 /2 = .05 z.05 = ±1.645 Since the observed z = –2.59 < z.05 = –1.645, the decision is to reject the null hypothesis. 313 314 Solutions Manual and Study Guide 17.15 Ho: The population differences > 0 Ha: The population differences < 0 Before 10,500 8,870 12,300 10,510 5,570 9,150 11,980 6,740 7,340 13,400 12,200 10,570 9,880 12,100 9,000 11,800 10,500 After 12,600 10,660 11,890 14,630 8,580 10,115 14,320 6,900 8,890 16,540 11,300 13,330 9,990 14,050 9,500 12,450 13,450 d –2,100 –1,790 410 –4,120 –3,010 –965 –2,370 –160 –1,550 –3,140 900 –2,760 –110 –1,950 –500 –650 –2,950 Rank –11 –9 3 –17 –15 –7 –12 –2 –8 –16 6 –13 –1 –10 –4 –5 –14 Since n = 17, use the large sample test T+ = 3 + 6 = 9 T =9 z (n)( n 1) (17)(18) = 76.5 4 4 n(n 1)( 2n 1) 17(18)(35) = 21.12 24 24 T 9 76.5 = –3.20 21.12 = .05 z.05 = –1.645 Since the observed z = –3.20 < z.05 = –1.645, the decision is to reject the null hypothesis. Chapter 17: Nonparametric Statistics 17.17 Ho: The population differences = 0 Ha: The population differences < 0 1990 49 27 39 75 59 67 22 61 58 60 72 62 49 48 19 32 60 80 55 68 2002 54 38 38 80 53 68 43 67 73 55 58 57 63 49 39 34 66 90 57 58 d –5 –11 1 –5 6 –1 –21 –6 –15 5 14 5 –14 –1 –20 –2 –6 –10 –2 10 Rank –7.5 –15 2 –7.5 11 –2 –20 –11 –18 7.5 16.5 7.5 –16.5 –2 –19 –4.5 –11 –13.5 –4.5 13.5 n = 20 T+ = 2 + 11 + 7.5 + 16.5 + 7.5 + 13.5 = 58 T = 58 z (n)( n 1) (20)( 21) = 105 4 4 n(n 1)( 2n 1) 24 T For = .10, 20(21)( 41) = 26.79 24 58 105 = –1.75 26.79 z.10 = –1.28 Since the observed z = –1.75 < z.10 = –1.28, the decision is to reject the null hypothesis. 315 316 Solutions Manual and Study Guide 17.19 Ho: The 5 populations are identical Ha: At least one of the 5 populations is different 1 157 188 175 174 201 203 2 165 197 204 214 183 1 1 6 4 3 9 10.5 2 2 7.5 12 14 5 Tj 33.5 40.5 nj 6 5 Tj n 2 j 3 219 257 243 231 217 203 4 286 243 259 250 279 BY RANKS 3 18 26 23.5 19 16.5 10.5 113.5 4 29 23.5 27 25 28 132.5 6 5 5 197 215 235 217 240 233 213 5 7.5 15 21 16.5 22 20 13 115 7 (33.5) 2 (40.5) 2 (113.5) 2 (132.5) (115) 2 = 8,062.67 6 5 6 5 7 n = 29 2 Tj 12 12 K 3(n 1) (8,062.67) 3(30) = 21.21 n(n 1) nj 29(30) = .01 df = c – 1 = 5 – 1 = 4 2.01,4 = 13.2767 Since the observed K = 21.21 > 2.01,4 = 13.2767, the decision is to reject the null hypothesis. 17.21 Ho: The 4 populations are identical Ha: At least one of the 4 populations is different Region 1 $1,200 450 110 800 375 200 Region 2 Region 3 Region 4 $225 $ 675 $1,075 950 500 1,050 100 1,100 750 350 310 180 275 660 330 680 425 Chapter 17: Nonparametric Statistics By Ranks Region 1 23 12 2 18 10 4 _ Tj 69 nj 6 Tj n 2 j Region 2 5 19 1 9 6 _ 40 5 Region 3 15 13 22 7 14 _ 71 5 Region 4 21 20 17 3 8 16 11 96 7 (69) 2 (40) 2 (71) 2 (96) 2 = 3,438.27 6 5 5 7 n = 23 2 Tj 12 12 K 3(n 1) (3,428.27) 3(24) = 2.75 n(n 1) nj 23(24) = .05 df = c – 1 = 4 – 1 = 3 2.05,3 = 7.81473 Since the observed K = 2.75 < 2.05,3 = 7.81473, the decision is to fail to reject the null hypothesis. 17.23 Ho: The 4 populations are identical Ha: At least one of the 4 populations is different Amusement Parks 0 1 1 0 2 1 0 Lake Area 3 2 3 5 4 4 3 5 2 City 2 2 3 2 3 2 3 3 1 3 National Park 2 4 3 4 3 5 4 4 317 318 Solutions Manual and Study Guide Amusement Parks 2 5.5 5.5 2 11.5 5.5 2 Tj nj Tj n 2 j 34 7 By Ranks Lake Area 20.5 11.5 20.5 33 28.5 28.5 20.5 33 11.5 __ 207.5 9 (34) 2 (207.5) 2 (154) 2 (199.5) 7 9 10 8 City 11.5 11.5 20.5 11.5 20.5 11.5 20.5 20.5 5.5 20.5 154.0 10 National Park 11.5 28.5 20.5 28.5 20.5 33 28.5 28.5 ___ 199.5 8 = 12,295.80 n = 34 2 K Tj 12 12 3(n 1) (12,295.80) 3(35) = 18.99 n(n 1) nj 34(35) = .05 df = c – 1 = 4 – 1 = 3 2.05,3 = 7.81473 Since the observed K = 18.99 > 2.05,3 = 7.81473, the decision is to reject the null hypothesis. 17.25 Ho: The treatment populations are equal Ha: At least one of the treatment populations yields larger values than at least one other treatment population. Use the Friedman test with = .05 C = 5, b = 5, df = C – 1 = 4, 2.05,4 = 9.48773 If the observed value of 2 > 9.48773, then the decision will be to reject the null hypothesis. Chapter 17: Nonparametric Statistics 319 Shown below are the data ranked by blocks: 1 1 1 2.5 3 4 1 2 3 4 5 Rj Rj2 Rj2 = r 2 11.5 132.25 1,297.5 2 4 3 1 2 2 3 3 4 4 4 3 4 5 5 5 5 5 12 144 18 324 25 625 5 2 2 2.5 1 1 8.5 72.25 12 12 2 R j 3b(C 1) (1,297.5) 3(5)(6) = 13.8 bC (C 1) (5)(5)(6) Since the observed value of r2 = 13.8 > 4,.052 = 9.48773, the decision is to reject the null hypothesis. At least one treatment population yields larger values than at least one other treatment population. 17.27 Ho: The treatment populations are equal Ha: At least one of the treatment populations yields larger values than at least one other treatment population. Use the Friedman test with = .01 C = 4, b = 6, df = C – 1 = 3, 2.01,3 = 11.3449 If the observed value of 2 > 11.3449, then the decision will be to reject the null hypothesis. Shown below are the data ranked by blocks: 1 2 3 4 5 6 1 1 2 1 1 1 2 2 4 3 4 3 3 3 3 3 4 3 4 4 4 4 2 1 2 2 2 1 Rj 8 20 22 10 64 400 484 100 Rj2 Rj2 = 1,048 r 2 12 12 2 R j 3b(C 1) (1,048) 3(6)(5) = 14.8 bC (C 1) (6)( 4)(5) 320 Solutions Manual and Study Guide Since the observed value of r2 = 14.8 > 4,.052 = 11.3449, the decision is to reject the null hypothesis. At least one treatment population yields larger values than at least one other treatment population. 17.29 C = 4 treatments b = 5 blocks S = r2 = 2.04 with a p-value of .564. Since the p-value of .564 > = .10, .05, or .01, the decision is to fail to reject the null hypothesis. There is no significant difference in treatments. 17.31 x 23 41 37 29 25 17 33 41 40 28 19 y 201 259 234 240 231 209 229 246 248 227 200 x Ranked 3 10.5 8 6 4 1 7 10.5 9 5 2 y Ranked 2 11 7 8 6 3 5 9 10 4 1 d d2 1 1 –.5 0.25 1 1 –2 4 –2 4 –2 4 2 4 1.5 2.25 –1 1 1 1 1 1 d2 = 23.5 n = 11 rs 1 17.33 x 99 67 82 46 80 57 49 91 6 d 2 n(n 1) 2 y 108 139 117 168 124 162 145 102 1 6(23.5) = .893 11(120) x Ranked 8 4 6 1 5 3 2 7 y Ranked 2 5 3 8 4 7 6 1 n =8 rs 1 6 d 2 n(n 1) 2 1 6(164) = –.95 8(63) d 6 –1 3 –7 1 –4 –4 6 d2 36 1 9 49 1 16 16 36 d2 = 164 Chapter 17: Nonparametric Statistics 17.35 Bank Credit Card 2.51 2.86 2.33 2.54 2.54 2.18 3.34 2.86 2.74 2.54 3.18 3.53 3.51 3.11 Home Equity Loan 2.01 1.95 1.66 1.77 1.51 1.47 1.75 1.73 1.48 1.51 1.25 1.44 1.38 1.30 n = 14 rs 1 Bank Cr. Cd. Rank 12 6.5 13 10 10 14 3 6.5 8 10 4 1 2 5 6 d 2 n(n 1) 2 Home Eq. Loan Rank 1 2 6 3 7.5 10 4 5 9 7.5 14 11 12 13 1 d 11 4.5 7 7 2.5 4 –1 1.5 –1 2.5 –10 –10 –10 –8 6(636) 14(142 1) d2 121 20.25 49 49 6.25 16 1 2.25 1 6.25 100 100 100 64 2 d = 636 = –.398 There is a very modest negative correlation between overdue payments for bank credit cards and home equity loans. 17.37 No. Co. on NYSE 1774 1885 2088 2361 2570 2675 2907 3047 3114 3025 2862 No. Eq. Is. on AMEX 1063 1055 943 1005 981 936 896 893 862 769 765 d2 = 162 Rank NYSE 11 10 9 8 7 6 4 2 1 3 5 Rank AMEX 1 2 5 3 4 6 7 8 9 10 11 d2 100 64 16 25 9 0 9 36 64 49 36 d 10 8 4 5 3 0 –3 –6 –8 –7 –6 d 2 = 408 n = 11 rs 1 6 d 2 n(n 1) 2 1 6(408) = –0.855 11(112 1) There is a strong negative correlation between the number of companies listed on the NYSE and the number of equity issues on the American Stock Exchange. 321 322 Solutions Manual and Study Guide 17.39 Sample 1 573 532 544 565 540 548 536 523 Sample 2 547 566 551 538 557 560 557 547 = .01 Since n1 = 8, n2 = 8 < 10, use the small sample Mann-Whitney U test. x 523 532 536 538 540 544 547 547 548 551 557 557 560 565 566 573 Rank 1 2 3 4 5 6 7.5 7.5 9 10 11.5 11.5 13 14 15 16 Group 1 1 1 2 1 1 2 2 1 2 2 2 2 1 2 1 W1 = 1 + 2 + 3 + 5 + 6 + 9 + 14 + 16 = 56 U1 n1 n2 n1 (n1 1) (8)(9) W1 (8)(8) 56 = 44 2 2 U2 n1 n2 U1 = 8(8) – 44 = 20 Take the smaller value of U1, U2 = 20 From Table A.13, the p-value (1-tailed) is .1172, for 2-tailed, the p-value is .2344. Since the pvalue is > = .05, the decision is to fail to reject the null hypothesis. 17.41 nj = 7, n = 28, C = 4, df = 3 Group 1 6 11 8 10 13 7 10 Group 2 4 13 6 8 12 9 8 Group 3 3 7 7 5 10 8 5 Group 4 1 4 5 6 9 6 7 Chapter 17: Nonparametric Statistics By Ranks: Group 1 9.5 25 17.5 23 27.5 13.5 23 139 Tj Tj n Group 2 3.5 27.5 9.5 17.5 26 20.5 17.5 122 Group 3 2 13.5 13.5 6 23 17.5 6 81.5 Group 4 1 3.5 6 9.5 20.5 9.5 13.5 63.5 2 = 2760.14 + 2126.29 + 948.89 + 576.04 = 6411.36 j 2 Tj 12 12 K 3(n 1) (6411.36) 3(29) = 7.75 n(n 1) nj 28(29) The critical value of chi-square is: 23,.01 = 11.3449. Since K = 7.75 < 23,.01 = 11.3449, the decision is to fail to reject the null hypothesis. 17.43 Ranks 1 101 129 133 147 156 179 183 190 2 87 89 84 79 70 64 67 71 1 1 2 3 4 5 6 7 8 2 7 8 6 5 3 1 2 4 d d2 –6 36 –6 36 –3 9 –1 1 2 4 5 25 5 25 4 16 2 d = 152 n=8 rs 1 6 d 2 n(n 1) 2 17.45 N = 40 n1 = 24 n2 = 16 1 6(152) = –.81 8(63) = .05 Use the large sample runs test since both n1, n2 are not less than 20. H0: The observations are randomly generated Ha: The observations are not randomly generated With a two-tailed test, /2 = .025, Z.025 = + 1.96. If the observed Z > .196 or < –1.96, the decision will be to reject the null hypothesis. 323 324 Solutions Manual and Study Guide R = 19 R R Z 2n1n2 2(24)(16) 1 1 = 20.2 n1 n2 24 16 2n1n2 (2n1n2 n1 n2 ) (n1 n2 )2 (n1 n2 1) R R R 2(24)(16)2(24)(16) 24 16 = 2.993 (40)2 (39) 19 20.2 = –0.40 2.993 Since Z = –0.40 > Z.025 = –1.96, the decision is to fail to reject the null hypothesis. 17.47 Ho: EMS workers are not older Ha: EMS workers are older Age 21 23 24 25 27 27 27 28 28 28 29 30 30 30 32 33 33 36 36 37 39 41 Rank 1 2 3 4 6 6 6 9 9 9 11 13 13 13 15 16.5 16.5 18.5 18.5 20 21 22 Group 1 1 1 1 1 2 2 1 2 2 2 2 2 2 1 2 2 1 2 1 2 1 Chapter 17: Nonparametric Statistics n1 = 10 n2 = 12 W1 = 1 + 2 + 3 + 4 + 6 + 9 + 15 + 18.5 + 20 + 22 = 100.5 n1 n2 (10)(12) = 60 2 2 n1 n2 (n1 n2 1) 12 U n1 n2 z U (10)(12)( 23) = 15.17 12 n1 (n1 1) (10)(11) W1 (10)(12) 100.5 = 74.5 2 2 74.5 60 = 0.96 15.17 with = .05, z.05 = –1.645 Since the observed z = 0.96 < z.05 = 1.645 , the decision is to fail to reject the null hypothesis. 17.49 H0: There is no difference between March and June Ha: There is a difference between March and June GMAT 300 380 410 420 440 450 460 470 480 480 490 500 500 510 520 520 540 550 560 580 Rank 1 2 3 4 5 6 7 8 9.5 9.5 11 12.5 12.5 14 15.5 15.5 17 18 19 20 Month J M J J M M M J M J M M J M M J J M J J 325 326 Solutions Manual and Study Guide n1 = 10 n2 = 10 W1 = 1 + 3 + 4 + 8 + 9.5 + 12.5 + 15.5 + 17 + 19 + 20 = 109.5 n1 (n1 1) (10)(11) W1 (10)(10) 109.5 = 45.5 2 2 U2 n1 n2 U1 = (10)(10) – 45.5 = 54.5 U1 n1 n2 From Table A.13, the p-value for U = 45 is .3980 and for 44 is .3697. For a two-tailed test, double the p-value to at least .739. Using = .10, the decision is to fail to reject the null hypothesis. 17.51 Ho: The population differences = 0 Ha: The population differences 0 Box 185 109 92 105 60 45 25 58 161 108 89 123 34 68 59 78 No Box 170 112 90 87 51 49 11 40 165 82 94 139 21 55 60 52 d 15 –3 2 18 9 –4 14 18 –4 26 –5 –16 13 13 –1 26 Rank 11 –3 2 13.5 7 –4.5 10 13.5 –4.5 15.5 –6 –12 8.5 8.5 –1 15.5 n = 16 T– = 3 + 4.5 + 4.5 + 6 + 12 + 1 = 31 T = 31 z (n)( n 1) (16)(17) = 68 4 4 n(n 1)( 2n 1) 16(17)(33) = 19.34 24 24 T 31 68 = –1.91 19.34 = .05, /2 = .025 z.025 = ±1.96 Since the observed z = –1.91 > z.025 = –1.96, the decision is to fail to reject the null hypothesis. Chapter 17: Nonparametric Statistics 327 17.53 n1 = 15, n2 = 15 Use the small sample Runs test = .05, /.025 H0: The observations in the sample were randomly generated. Ha: The observations in the sample were not randomly generated From Table A.11, lower tail critical value = 10 From Table A.12, upper tail critical value = 22 R = 21 Since R = 21 between the two critical values, the decision is to fail to reject the null hypothesis. The observations were randomly generated. 17.55 Ho: With ties have no higher scores Ha: With ties have higher scores Rating 16 17 19 19 20 21 21 22 22 22 23 23 24 25 25 25 25 26 26 26 27 28 Rank 1 2 3.5 3.5 5 6.5 6.5 9 9 9 11.5 11.5 13 15.5 15.5 15.5 15.5 19 19 19 21 22 Group 2 2 2 2 2 2 1 1 1 2 1 2 2 1 1 1 2 1 1 2 1 1 328 Solutions Manual and Study Guide n1 = 11 n2 = 11 W1 = 6.5 + 9 + 9 + 11.5 + 15.5 + 15.5 + 15.5 + 19 + 19 + 21 + 22 = 163.5 n1 n2 (11)(11) = 60.5 2 2 n1 n2 (n1 n2 1) 12 U n1 n2 z U (11)(11)(23) = 15.23 12 n1 (n1 1) (11)(12) W1 (11)(11) 163.5 = 23.5 2 2 23.5 60.5 = –2.43 15.23 For = .05, z.05 = 1.645 Since the observed z = 2.43 > z.05 = 1.645, the decision is to reject the null hypothesis. 17.57 Ho: The 4 populations are identical Ha: At least one of the 4 populations is different 45 216 215 218 216 219 214 By Ranks: 45 4 2 9 4 11.5 1 Tj 31.5 nj 6 Tj n 2 j 55 228 224 225 222 226 225 70 219 220 221 223 224 85 218 216 217 221 218 217 55 23 18.5 20.5 16 22 20.5 120.5 6 70 11.5 13 14.5 17 18.5 85 9 4 6.5 14.5 9 6.5 49.5 6 74.5 5 (31.5) 2 (120.5) 2 (74.5) 2 (49.5) 6 6 5 6 = 4,103.84 Chapter 17: Nonparametric Statistics 329 n = 23 2 Tj 12 12 K 3(n 1) (4,103.84) 3(24) = 17.21 n(n 1) nj 23(24) = .01 df = c – 1 = 4 – 1 = 3 2.01,3 = 11.3449 Since the observed K = 17.21 > 2.01,3 = 11.3449, the decision is to reject the null hypothesis. 17.59 Ho: The 3 populations are identical Ha: At least one of the 3 populations is different 3-day 9 11 17 10 22 15 6 Quality 27 38 25 40 31 19 35 Mgmt. Inv. 16 21 18 28 29 20 31 By Ranks: 3-day 2 4 7 3 12 5 1 Tj 34 nj 7 Quality 14 20 13 21 17.5 9 19 113.5 7 Mgmt. Inv. 6 11 8 15 16 10 17.5 83.5 7 2 (34) 2 (113.5) 2 (83.5) 2 = 3,001.5 nj 7 7 7 Tj n = 21 2 Tj 12 12 K 3(n 1) (3,001.5) 3(22) = 11.96 n(n 1) nj 21(22) = .10 df = c – 1 = 3 – 1 = 2 2.10,2 = 4.60517 Since the observed K = 11.96 > 2.10,2 = 4.60517, the decision is to reject the null hypothesis. 330 Solutions Manual and Study Guide 17.61 This problem uses a random block design which is analyzed by the Friedman nonparametric test. There are 4 treatments and 10 blocks. The value of the observed r2 (shown as s) is 12.16 (adjusted for ties) which has an associated p-value of .007 which is significant at = .01. At least one treatment population yields larger values than at least one other treatment population. Examining the treatment medians, treatment one has an estimated median of 20.125 and treatment two has a treatment median of 25.875. These two are the farthest apart. 17.63 A large sample Mann-Whitney U test is being computed. There are 16 observations in each group. The null hypothesis is that the two populations are identical. The alternate hypothesis is that the two populations are not identical. The value of W is 191.5. The p-value for the test is .0067. The test is significant at = .01. The decision is to reject the null hypothesis. The two populations are not identical. An examination of medians shows that the median for group two (46.5) is larger than the median for group one (37.0).