Manuals/calci/SIGNTEST

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SIGNTEST(Array,Median,AlternateHypothesis,LogicalValue)


  • is the set of values to find the statistic value.
  • is the median of the array of values.
  • is the alternate hypothesis of the array.
  • 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  .
  • From this pair,it must be omitted with no differences  .
  • 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   and   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: Ha:p<1/2 is equivalent to   or   is equivalent to   or Ha:p not equal to 1/2 is equivalent to  
  • Step2:Test statistic (no data conditions needed)
  • S+ = Number of observations greater than   or Number of observations with  .
  • S− = Number of observations less than   or Number of observations with  .
  • 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  .

  • 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.

Example

Spreadsheet
A B
1 15 10
2 19 17
3 32 35
4 42 38
5 24 16
  • =SIGNTEST(A1:B5,5,10,true)
TEST STATISTICS SIGN TEST
X Range Y Range Difference
15 10 5
19 17 2
32 35 -3
42 38 4
24 16 8
TEST STATISTICS
P-Value 0.375

Related Videos

Sign Test

See Also

References