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    4.1 Non Parametric and Sample Size Selection

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    SaiKiran
    Nonparametric tests make fewer assumptions about the underlying population distribution compared to parametric tests. The Wilcoxon signed-rank test and Kruskal-Wallis test are introduced as nonparametric alternatives to compare medians from paired or multiple samples, respectively. Sample size is an important consideration, as larger sample sizes result in narrower confidence intervals and greater power to detect differences, especially for small effect sizes. Methods for calculating appropriate sample sizes are discussed.

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    4.1 Non Parametric and Sample Size Selection

    Uploaded by

    SaiKiran
    76 views28 pages
    Nonparametric tests make fewer assumptions about the underlying population distribution compared to parametric tests. The Wilcoxon signed-rank test and Kruskal-Wallis test are introduced as nonparametric alternatives to compare medians from paired or multiple samples, respectively. Sample size is an important consideration, as larger sample sizes result in narrower confidence intervals and greater power to detect differences, especially for small effect sizes. Methods for calculating appropriate sample sizes are discussed.

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    Nonparametric tests make fewer assumptions about the underlying population distribution compared to parametric tests. The Wilcoxon signed-rank test and Kruskal-Wallis test are introduced as nonparametric alternatives to compare medians from paired or multiple samples, respectively. Sample size is an important consideration, as larger sample sizes result in narrower confidence intervals and greater power to detect differences, especially for small effect sizes. Methods for calculating appropriate sample sizes are discussed.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    76 views28 pages

    4.1 Non Parametric and Sample Size Selection

    Uploaded by

    SaiKiran
    Nonparametric tests make fewer assumptions about the underlying population distribution compared to parametric tests. The Wilcoxon signed-rank test and Kruskal-Wallis test are introduced as nonparametric alternatives to compare medians from paired or multiple samples, respectively. Sample size is an important consideration, as larger sample sizes result in narrower confidence intervals and greater power to detect differences, especially for small effect sizes. Methods for calculating appropriate sample sizes are discussed.

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    © All Rights Reserved
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    of 28

    Nonparametric Tests

    Reference Material

    NONPARAMETRIC TESTS
    

    Parametric implies that the distribution is assumed for the population.


    Very often, we assume that the data are a sample from a normal
    distribution. E.g.: t, F tests etc..
    Nonparametric implies that there is no assumption of a specific
    distribution for the population.
    The advantage of a parametric test is the power of a parametric test is
    higher than the nonparametric test.
    The advantage of nonparametric test is test results are more robust
    against violation of the assumptions.

    Reference Material

    WILCOXON SIGNED RANK TEST


    

    This is a test of median or calculate the corresponding point estimate


    and confidence interval.

    H0 : Median = Hypothesized median

    H1 : Median Hypothesized median

    Reference Material

    WILCOXON SIGNED RANK TEST FROM MINITAB

    Open MINITAB Worksheet.

    Enter the data in one column.

    Choose STAT > NONPARAMETRICS > 1-SAMPLE


    WILCOXON

    In test median, enter the hypothesized median.

    Enter OK.

    If, P-value < 0.05; Reject the Null Hypothesis and


    conclude that the median is not equal to hypothesized
    median.

    Reference Material

    KRUSKAL-WALLIS TEST
    

    No assumptions regarding the population probability distributions to


    compare k populations.

    H0 : All the k population medians are equal

    H1 : The medians are not equal


    k

    12 n i R i - R
    Test Statistic, H =

    i =1

    N ( N + 1)
    where, ni = number of observations in group i
    N = Total sample size

    R i = Average of ranks in group i


    R = Average of all the ranks
    Reference Material

    KRUSKAL-WALLIS TEST FROM MINITAB

    Open MINITAB Worksheet.

    Enter the data in one column and its corresponding level


    of the factor in another column

    Choose STAT > NONPARAMETRICS > KRUSKALWALLIS

    In response, enter the data column.

    In factor, enter the level of the factor column.

    Enter OK.

    If, P-value < 0.05; Reject the Null Hypothesis and


    conclude that the medians are not equal.

    Reference Material

    A vs. B Analysis
    

    The A vs. B analysis is a way to compare two


    processes even if the processes provide no numbers
    (non-parametric statistics).
    One must evaluate which of two results is better. That
    is, one must be able to create a ranking order.
    We take a sample with two results each from processes
    A and B. We arrange the results from good to poor.
    good

    poor
    Reference Material

    A2
    A1
    B1
    B2

    Hypotheses
    We want to compare processes A and B.
    Our hypotheses are:

    Ho: A = B
    Ha: A B
    How large is the risk, if we obtain the

    Sequence

    Reference Material

    A
    A
    B
    B

    for each of the two


    results from A and B?
    (what is the probability of obtaining
    a result like this randomly?)

    - Risk
    

    There are a total of 6 combinations for arranging 2 results from A


    and B:

    good

    poor

    A
    A
    B
    B

    A
    B
    A
    B

    A
    B
    B
    A

    B
    B
    A
    A

    The probability of randomly obtaining the


    combination to the left, assuming
    Ho is correct is 1/6 17 %.
    But that is our risk.

    B
    A
    B
    A

    B
    A
    A
    B

    A
    A
    B
    B

    Reference Material

    - Risk
    

    For three results per process, there are 20 different


    combinations:
    AAAAAAAAAABBBBBBBBBB
    AAAABBBBBBAAAAAABBBB
    ABBBAAABBBAAABBBAAAB
    BABBABBAABABBAABAABA
    BBABBABABABABABAABAA
    BBBABBABAABBABAABAAA

    The probability of randomly obtaining the


    combination to the right is 1/20, assuming
    Ho is correct.
    Our risk is therefore 5%.

    Reference Material

    A
    A
    A
    B
    B
    B

    Overlapping Results
    We take 5 results each from processes A and B.
    In practice, we frequently obtain overlaps.
    A
    A
    A 4
    A
    B
    B
    A
    B
    3
    B
    B
    Reference Material

    We count how many As and Bs are in


    sequence at the beginning and at the end.
    In this case 4 + 3 = 7
    risk < 5 %, if we assert that A B

    Decision-Making Rule
    The 6 9 12 Rule is the decision-making rule.
    If the number of A samples is equal to or no more than 20 %
    greater than the number of B samples, then A is better than B
    with a statistical alpha risk of:
    5 %
    1 %
    0,1 %

    if the total values in sequence are


    if the total values in sequence are
    if the total values in sequence are

    6
    9
    12

    The sample size should be approx. 10 per process.

    Reference Material

    Sample Size Selection


    Black Belt Training

    Reference Material

    IN WHICH CASE THE CONFIDENCE


    INTERVAL WILL BE NARROWER
    CASE 1

    CASE 2

    C o n fid e n c e L e ve l

    95%

    95%

    A verage

    100

    100

    S a m p le S ize

    10

    1000

    C o n fid e n ce In ter v a l

    9 6 - 1 04

    9 8 .5 - 10 1

    IT WILL BE NARROWER IN CASE 2

    WHY?
    Reference Material

    14

    CONFIDENCE INTERVAL & SAMPLE SIZE


    Larger Sample Size :
    More confidence that the next value will be nearer to 100, hence
    narrower confidence interval.
    Smaller Sample Size :
    Lesser confidence that the next value will be nearer to 100,
    broader confidence interval.

    hence

    1
    Hence, Sample Size
    ConfidenceInterval
    Reference Material

    15

    SAMPLE SIZE SELECTION


    

    To understand how to calculate sample sizes we need to understand


    two things :

    1. Test sensitivity
    2. Risks
    

    We shall see both these before we go on to sample size selection

    Reference Material

    16

    EXAMPLE
    The machine is set at 100 mm at time t = 1. As the time
    progresses there is a gradual shift of mean to 100.1 & 102
    mm. The standard deviation throughout is constant at 1 mm.
    At TIME = 1
    Average = 100
    SD = 1

    At TIME = 2

    At TIME = 3

    Average = 100.1 Average = 102


    SD = 1

    SD = 1

    n number of pieces at t = 2 & 3 are compared with t = 1 to


    detect if any shift has occurred.

    Reference Material

    17

    EXAMPLE
    100

    100.1

    SHIFT (
    ) = 0.1 mm

    Comparison of T= 1 & 2

    100

    102

    SHIFT (
    ) = 2 mm

    Comparison of T= 1 & 3

    In which case would we easily detect the shift?


    Obviously CASE 2 (Comparison of T = 1 & 3). WHY?
    In case 1, the area of overlap is higher and hence larger
    proportion of readings would lie in common area and hence it
    would be difficult to judge whether the mean has shifted or not.
    Reference Material

    18

    ANOTHER EXAMPLE
     The machine is set at 100 mm at time t = 1. As the time
    progresses there is a gradual shift of mean to 100.5 mm.
     Case 1 : Mean shifts from 100 to 100.5 and SD is 1 mm
     Case 2 : Mean shifts from 100 to 100.5 and SD is 0.1 mm
    At TIME = 1

    At TIME = 2

    Average = 100

    Average = 100.5

    CASE 1: SD = 1 mm
    CASE 2: SD = 0.1 mm

    n number of pieces are taken in both the cases and compares


    at t = 1 with t = 2 to detect if any shift has occurred.
    Reference Material

    19

    ANOTHER EXAMPLE
    100

    100

    100.5

    Case 1

    SHIFT ( ) = 0.5 mm

    100.5

    Case 2

    SHIFT ( ) = 0.5 mm

    In which case would we easily detect the shift?


    Obviously CASE 2
    WHY?
    The area of overlap is more in case 1 and hence though a point
    may belong to the new population you may believe it to be
    belonging to the old population. In case 2 the same shift can
    easily be detected due to the smaller overlap.
    Reference Material

    20

    TEST SENSITIVITY
    Hence, lower the standard deviation it is easier to
    detect the shift, and more the shift it is easier to
    detect it.
    The shift per standard deviation is called test
    sensitivity.
    Test sensitivity = (
    /
    )
    Higher the test sensitivity (
    /
    ), the more
    confidence in making a right judgement of change.
    Reference Material

    21

    CONFIDENCE LEVELS / RISKS


    A man is accused of murder. The various possibilities are...
    INNOCENT
    GUILTY
    ACQUITTED

    PUNISHED

    OK

    Error
    (Type I Error)

    Error
    (Type II Error)
    OK

    When risk Materializes, the ensuing error is called Error


    When risk materializes, the ensuing error is called Error
    Reference Material

    22

    CONFIDENCE LEVELS / RISKS


    An easy way to remember is...
    Amitabh Bachan
    Acquitted

    Jailed

    Shakti Kapoor

    AN EASIER WAY TO REMEMBER...


    ERROR
    OK

    ERROR

    OK

    = P {Type I error} = P [ Reject H0 / H0 is true]


    = P {Type II error} = P [ Fail to reject H0 / H0 is false]
    Reference Material

    23

    CONFIDENCE LEVELS / RISKS


    CASE

    ERROR

    Good lot rejected

    Bad supplier registered.

    Oversize piston accepted

    Right person not rewarded

    The general procedure is, directly control or choose


    risk.
    The
    risk is generally a function of sample size and is
    controlled indirectly.
    The larger the sample size, the smaller is the
    risk.

    Power of the test = 1- = P [ Reject H0 / H0 is true]


    Reference Material

    24

    CALCULATION OF SAMPLE SIZE


    The questions to which one must have the answers before
    calculation of sample size are..
    

    What is the shift

    What is the standard deviation ()

    Hence, what is the test sensitivity = (/)

    What is the risk acceptable (normally 0.05 or 5%)

    What is the risk acceptable (normally 0.1 or 10%)

    Reference Material

    ()

    25

    CALCULATION OF SAMPLE SIZE


    

    For Estimating to within an error with probability (1-), the required


    sample size is found from the equation


    Z/2
    =
    n
    

    (or)

    n =

    Z2/2 2

    For Estimating p to within an error with probability (1-), the required


    sample size is found from the equation

    Z/2

    Reference Material

    p (1 - p)
    =
    n

    or

    n =

    Z2/2 p (1 - p)

    2
    26

    EXAMPLE-SAMPLE SIZE CALCULATION


    A flashbulb manufacturer was making an inference about
    the fraction defective in a shipment. Suppose the
    manufacturer wants to estimate the true fraction p within
    1% with 90% confidence. The p value is near to 0.05.
    We want the error of estimation to be less than = 1% = 0.01.
    With 90% probability, we must have = 1-0.90 = 0.10.
    Hence, Z/2 = Z0.05 = 1.645

    n =

    Reference Material

    Z2/2 p (1 - p)

    (1.645)2 0.05 (1 - 0.05)


    =
    = 1286
    2
    ( 0.01 )

    27

    SAMPLE SIZE SELECTION FROM MINITAB


    Open MINITAB Worksheet.
    Choose STAT > POWER AND SAMPLE SIZE > 1SAMPLE Z
    In differences, enter the error of estimation.
    In power values, enter the required power of the test
    (1-).
    In sigma, enter the process standard deviation.
    Click on options, enter the significance level, .
    Enter OK.
    Reference Material

    28

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