naginterfaces.library.nonpar.test_sign¶
- naginterfaces.library.nonpar.test_sign(x, y)[source]¶
test_sign
performs the Sign test on two related samples of size .For full information please refer to the NAG Library document for g08aa
https://support.nag.com/numeric/nl/nagdoc_30.2/flhtml/g08/g08aaf.html
- Parameters
- xfloat, array-like, shape
and must be set to the th pair of data values, , for .
- yfloat, array-like, shape
and must be set to the th pair of data values, , for .
- Returns
- isgnint
The Sign test statistic, .
- n1int
The number of non-tied pairs, .
- pfloat
The lower tail probability, , corresponding to .
- Raises
- NagValueError
- (errno )
On entry, .
Constraint: .
- (errno )
On entry, the samples are identical, i.e., .
- Notes
In the NAG Library the traditional C interface for this routine uses a different algorithmic base. Please contact NAG if you have any questions about compatibility.
The Sign test investigates the median difference between pairs of scores from two matched samples of size , denoted by , for . The hypothesis under test, , often called the null hypothesis, is that the medians are the same, and this is to be tested against a one - or two-sided alternative (see below).
test_sign
computes:the test statistic , which is the number of pairs for which ;
the number of non-tied pairs ;
the lower tail probability corresponding to (adjusted to allow the complement to be used in an upper one tailed or a two tailed test). is the probability of observing a value if , or of observing a value if , given that is true. If , is set to .
Suppose that a significance test of a chosen size is to be performed (i.e., is the probability of rejecting when is true; typically is a small quantity such as or ). The returned value of can be used to perform a significance test on the median difference, against various alternative hypotheses , as follows
: median of median of . is rejected if .
: median of median of . is rejected if .
: median of median of . is rejected if .
- References
Siegel, S, 1956, Non-parametric Statistics for the Behavioral Sciences, McGraw–Hill