Department of Statistics
H230100
Nonparametric Statistics
(無母數統計)
Fall 2011 (100 學年度第 1 學期)
1. This mission of the College is to serve business and society in the global economy through
developing quality and socially responsible professionals and business leaders.
2. The strategic objective of Department of Statistics is to cultivate quality professionals with
enthusiasm and global perspectives.
Undergraduate Program Learning Goals (goals covered by this course are indicated):

1
Undergraduate students should be able to communicate effectively verbally and in writing.

2
Undergraduate students should solve strategic problems with a creative and innovative approach.
3
Undergraduate students should demonstrate leadership skills and ethics demanded of a person in authority.
4
Undergraduate students should possess a global economic and management perspective.
5
Undergraduate students should possess the necessary skills and values demanded of a true professional.

 Instructor/開課教師:
Tiee-Jian Wu /吳鐵肩
tjwu@stat.ncku.edu.tw
(06)2757575#53642
 Prerequisite/先修科目:
 Course Description/課程描述:
Introduce the statistical methods that do not rely on estimation of parameters describing the
distribution of the variable of interest in the population.
因樣本數小而無法確認來自何種分配，或是不想對母體的分配做假設時的統計方法
 Course Objectives/課程目標:
1. Recognite when it is necessary to use nonparametric statistics.
2. Understand different statistics used in nonparametric statistics, and learn to interpret
these statistics.
3. Develop analytic skills through the analysis of data sets.
熟悉無母數統計方法
 Course Content/課程內容:
A. Review-Hypothesis testing 複習檢定假設
B. One Sample Location Problem 單一樣本位置參數的統計方法
1. Sign Test 符號檢定
(a) Example 例子
(b) The distribution of sign test 符號檢定的分配
(c) Application of two-sample location problem 對於兩組樣本位置參數的應用
(d) Estimation: Hodges-Lehmann point and interval estimates 點估計與區間估計
(e) Ties 重複數值存在時的處理方法
2. Wilcoxon Signed Rank Test 符號等級化檢定
(a) Motivation of Wilcoxon signed rank test 動機
(b) The exact null distribution of Wilcoxon signed rank test 在虛無假設下的真正
分配
(c) Hodges-Lehmann Point and Interval estimation 點估計與區間估計
(d) Asymptotic relative efficiency(Pitman relative efficiency) 漸進相對有效性
(e) Applicatipn to two-sample location problem(Paired data) 成對樣本位置參數
的應用
C. Two-sample Location Problem 兩組樣本位置參數的統計方法
1. Wilcoxon(Mann-Whitney)Rank Sum test 等級和檢定
(a) Example and idea 例子與動機
(b) The exact and asymptotic distributions of Wilcoxon rank sum test 在虛無假設下
的真正分配
(c) Hodges-Lehmann Point and Interval estimation 點估計與區間估計
(d) Ties 重複數值存在時的處理方法
D. Two-sample Scale Problem 兩組樣本比率參數的統計方法
1. Linear Rank tests where the population median known 當位置參數已知時的線性排
序檢定
(a) Siegel Tukey test
(b) Freund-Ansari-Bradley test
E. Mood’s test
 Textbook/教科書:
 References/參考書目:
Daniel, Wayne W. 1990. Applied Nonparametric Statistics, 2nd ed. Boston: Pws-Kent.
 Grading Policy/評量方式:
Midterm I 25%, Midterm II 25%, Homework 15%, Final 35%
Grading Policy for AACSB Multiple Assessment:
HW
15%
Midterms
50%
Final
35%
COMMU
CPSI
LEAD
 Oral Commu./ Presentation
 Written Communication
 Creativity and Innovation
 Problem Solving
 Analytical &
Computational Skills
 Leadership & Ethic
 Social responsibility
GLOB
 Global Awareness
VSP
 Values, Skills & Profess.
 Information Technology
 Management Skills
50%
50%
50%
50%
50%
50%