Two-sample Nonparametric Tests
See Also
Performs nonparametric statistical tests on data comprising two samples.

Test

Specifies the test to be carried out:
Wilcoxon This is a nonparametric test of location for two related samples (for example a before-and-after study). The null hypothesis is that the samples arise from exactly the same distribution, and this is tested against the alternative that the underlying distributions differ in their locations
Kolmogorov-Smirnoff test This is a test of the hypothesis that two samples of data have arisen from the same distribution, against the alternative that the underlying distributions are different. The test statistic is the maximum absolute difference between their cumulative distribution functions
Spearman's Rank Correlation Spearman's Rank Correlation Coefficient is a measure of the association between the rankings of two samples and can be used to test for independence of the samples
Mann-Whitney U test This is a test for differences in location between two samples of data
Sign test The two sample sign test is a nonparametric test for difference in location between two related samples

Data Arrangement

The data can be supplied either as a pair of variates or as a single variate with a factor defining the groups. Note: for the Wilcoxon test the data can only be supplied as a pair of variates of equal length.

Two Sets

The samples must be supplied as two separate variates, whose names should be entered as Data Set 1 and Data Set 2.

One Set with Groups

The data must be supplied in one variate, specified as the Data Set. Membership of the two samples is then indicated by a factor whose name should be entered in Groups.

Available Data

List variates and factors that can be used to supply the data sets and groups. The contents may change as you move from one input field to another, so that appropriate types of data structure are listed. Double-click on a name to copy it into the current input field; alternatively you can enter the name directly using the keyboard.

See Also

These statistical tests are performed by the following procedures which may also be used in command mode with additional parameters in some cases: WILCOXON, MANNWHITNEY, KOLMOGOROV, SIGNTEST, SPEARMAN

The descriptions of these commands contain full details of the methods used to calculate the test statistics, along with suitable references.