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Занятие 7. Трансформация данных. Непараметрические критерии. Трансформация данных. Повторение из предыдущих занятий. Требования к выборке для проведения параметрических тестов. Случайность измерений ( randomness ) Независимость измерений ( independence ) - PowerPoint PPT Presentation
7 . .
(randomness) (independence) (homogeneity = homoscedasticity) ANOVA ( )
:
/ .: , ,
? t- ()!
H0: 90 ; H1 : > 90 . , . . Z- !z=0.05012-1-2>0.05 , ( ), , 0.05 1-
: 1- .(, ): ( ), ( ).
ANOVA , .
: (uniform) ,
: 6 . :6:0; 5:1; 4:2; 3:3; 2:4; 1:5; 0:6
N ( ) n = 6 , p, - q = 1 - p. , , , Isaac Newton
(, , .) ( , ...). = ,
(testing for randomness): ( .), ., , , 1
() .
, , , , .
, , , : ,
(logarithmic transformation):
(positively skewed) . , . , .
2. (square root transformation) , . (.., , ), .
(arcsine transformation) (Xi 1), ., . . Zar, 2010 (1999)
Box-Cox transformation , ( )
Box-Cox transformation
, : , .: Zar, 2010
, - (nonparametric methods) , (, . .) (ranking) ( ). , .= distribution-free tests
. . . : 1. ; 2. 2-
2- :- (Mann-Whitney U-test)0: , .1: . ! - , .
t-. ( ). 3 ( , tied ranks): = (1+2+3)/3=2
815.5457137134558.5713815.5917.532323258.558.561145917.558.5111.559.5
:n1 n2 ,R1 R2 .
Uobs . 0 , Ucv. (.., ).
, - = 95% t-.- !
(.., - ) t- (Zar, 2010). - ( t-) , a ( a - ).
20, U Z ( z ). U, U, z.
2- : - (Kolmogorov-Smirnov two-sample test): - , - , .., - . - (Wald-Wolfowitz Runs Test) . - , . - , .
Mann-Whitney U-testKolmogorov-Smirnov two-sample testWald-Wolfowitz Runs Test
0: - , - - tied ranks tied ranks - - .
2- (Wilcoxon matched pair test) , . , .
. (1. ; 2. ) . 0: , , , , .1: .
; ; ( ) ; ; - . 0, Tcv. t- , 95% t- . >100 .
Wilcoxon matched pair test
2- : (Sign test)
, , ( ). 1:1. ( )
, . , ( 20 ).
3- - (Kruskal-Wallis test) , . , , . . : 1. ; 2. ; 3.
- (Kruskal-Wallis test) One-way ANOVA 95% , ANOVA; 2- - ; ( )
( ); ; H(df, N). 0: , , .1: .
3-5- -.
( >5- ) 2. - (Kruskal-Wallis test)
2- (Median test) (, , distribution-free). 2 (. ) , ( 2 k). , ( ). 67% - -. n 20.
Kruskal-Wallis testMedian test
- (Kruskal-Wallis test) ANOVA, - ( ), , .
Nemenyi test, Dunns test (Zar, 1999 2010).
Statistica 8- !
- ANOVA
3 (Friedman ANOVA) , , ( ). ; ;
(Friedman ANOVA) (sign test); , 2- 64% , 3- 72%, 100 95%. , . 2r, 2. - , .
Friedman ANOVA
0
:
X Y , Y X - (bivariate normal distribution)
, , , !
, .
(Spearman rank order correlation) ? 1. ; 2.
: ; (tied ranks), ; ; rs ( )
. 10.H0 : s=0H1: s0 ( t-) , . 91% .
Spearman Rank Order Correlations
0:, .Spearman Rank Order Correlations
(Kendalls coefficient of rank correlation, Kendall-) ? , , , . , . ! ,
- (Gamma) , , (tied ranks) - . ( ).
Kendalls coefficient of rank correlation, Kendall- 0: .
(Kendalls coefficient of concordance): 2
3 . , W, . , , , 6 .
!
0 W 1 1, . , (, ).
, , :
, ; 1- ; , ( ); N 100 ( ). ( ).
2- t- (Zar, 2010, p. 174) df= tcv
. , . 13 , - - . 10- . ? 0? ? , ( 20- ). 40 , 4 , 4 ( ), ( ), (), ( ). , , . ? , , . 20 , 1 10. ? , ?