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| − | ==Feature== | + | <div style="font-size:25px">'''SIGNTEST(Array,Median,AlternateHypothesis,LogicalValue)'''</div><br/> |
| | + | *<math>Array</math> is the set of values to find the statistic value. |
| | + | *<math>Median</math> is the median of the array of values. |
| | + | *<math>AlternateHypothesis</math> is the alternate hypothesis of the array. |
| | + | *<math>Logicalvalue</math> is either TRUE or FALSE. |
| | + | |
| | + | ==Description== |
| | + | *This function gives the test statistic of the Sign test. |
| | + | *The Sign Test is ued to test the Hypothesis that there is no difference between two continuous distributions X and Y. |
| | + | *This test is one type of the Non parametric Test. |
| | + | *The sign test is designed to test a hypothesis about the location of a population distribution. |
| | + | *The Sign test does not require the assumption that the population is normally distributed. |
| | + | *The normality of the distribution is doubtable, then Sign test is used to find the statitic instead of one sample T-test. |
| | + | *The sign test uses the sign of the differences, unlike the paired t test which uses the sign and magnitude of the differences. |
| | + | *To perform this test, Consider the independent pairs of sample data from the populations{(x1,y1)(x2,y2).....(xn,yn)}. |
| | + | *From this pair,it must be omitted with no differences(xi=yi) |
| | + | *The Sign test data are having the following properties: |
| | + | *1.The differences of pairs are assumed to be independent. |
| | + | *2.Each pairs comes from the same continuous population. |
| | + | *3.The values <math>X_i</math> and <math>Y_i</math> represent are ordered , so the comparisons "greater than", "less than", and "equal to" are meaningful. |
| | + | *The test statistic is expected to follow a binomial distribution, the standard binomial test is used to calculate significance. |
| | + | *The sign test can also be viewed as testing the hypothesis that the median of the differences is zero. |
| | + | *The sign test Hypothesis is having the following steps: |
| | + | *'''Step1''':State Null and Alternative Hypothesis |
| | + | *Two ways to state these: One sample or sample of differences, want to test specific value for the population median M. |
| | + | *Null: H0:p=1/2is equivalent to M = M0. |
| | + | *Alternative: <math>Ha:p<1/2</math> is equivalent to <math>M>M_0</math> or <math>Ha: p>1/2</math> is equivalent to <math>M < M_0</math> or Ha:p not equal to 1/2 is equivalent to <math>M\ne M_0</math> |
| | + | *'''Step2''':Test statistic (no data conditions needed) |
| | + | *S+ = Number of observations greater than <math>M_0</math> or Number of observations with <math>x>y</math>. |
| | + | *S− = Number of observations less than <math>M_0</math> or Number of observations with <math>x<y</math>. |
| | + | *Ties are not used, so use n = S+ + S−. |
| | + | *'''Step3''': Finding the p-value |
| | + | *Remember, p-value is: |
| | + | ** Probability of observing a test statistic as large as or larger than that observed |
| | + | ** in the direction that supports Ha |
| | + | ** if the null hypothesis is true. |
| | + | *'''Step 4''':Use tables of the binomial distribution to find the probability of observing a value of |
| | + | r or higher assuming p = 1/2 and <math>n = n_0</math>. |
| | + | *If the test is one-sided, this is your p-value. |
| | + | *'''Step5''': If the test is a two-sided test, double the probability to obtain the p-value. |