How to calculate critical value for a sign test
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I would like to use the sign test on some data in R, I know how to do this however how would i calculate the critical value of the data? If I don't know het distribution of the data what command should I use to get the critical value ? Do I use qnorm(alfa/2) or do I use qt or can't I calculate the critical value if I don't know the distribution?
probability statistics statistical-inference
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
$endgroup$
add a comment |
$begingroup$
I would like to use the sign test on some data in R, I know how to do this however how would i calculate the critical value of the data? If I don't know het distribution of the data what command should I use to get the critical value ? Do I use qnorm(alfa/2) or do I use qt or can't I calculate the critical value if I don't know the distribution?
probability statistics statistical-inference
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
$endgroup$
$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can useqnormto get p-value, not critical value. You might useqnormto get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't useqtfor anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.
$endgroup$
– BruceET
Dec 20 '18 at 1:10
add a comment |
$begingroup$
I would like to use the sign test on some data in R, I know how to do this however how would i calculate the critical value of the data? If I don't know het distribution of the data what command should I use to get the critical value ? Do I use qnorm(alfa/2) or do I use qt or can't I calculate the critical value if I don't know the distribution?
probability statistics statistical-inference
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
$endgroup$
I would like to use the sign test on some data in R, I know how to do this however how would i calculate the critical value of the data? If I don't know het distribution of the data what command should I use to get the critical value ? Do I use qnorm(alfa/2) or do I use qt or can't I calculate the critical value if I don't know the distribution?
probability statistics statistical-inference
probability statistics statistical-inference
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
asked Dec 19 '18 at 14:05
swaffelayswaffelay
203
203
$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can useqnormto get p-value, not critical value. You might useqnormto get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't useqtfor anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.
$endgroup$
– BruceET
Dec 20 '18 at 1:10
add a comment |
$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can useqnormto get p-value, not critical value. You might useqnormto get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't useqtfor anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.
$endgroup$
– BruceET
Dec 20 '18 at 1:10
$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can use
qnorm to get p-value, not critical value. You might use qnorm to get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't use qt for anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.$endgroup$
– BruceET
Dec 20 '18 at 1:10
$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can use
qnorm to get p-value, not critical value. You might use qnorm to get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't use qt for anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.$endgroup$
– BruceET
Dec 20 '18 at 1:10
add a comment |
1 Answer
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Comment: Here is a quick example with output from Minitab.
If this is not the kind of data, $H_0,$ and $H_a$ you have in mind,
then please be clear about what changes need to be made in order
to help with the sign test you have in mind.
Data Display
x
7 16 23 28 55 70 87 92 129 160
Sign Test for Median
Sign test of median = 20.00 versus > 20.00
n Below Equal Above P Median
x 10 2 0 8 0.0547 62.50
In R, under $H_0,$ the exact binomial probability of 8 or more 'Above', $P(A ge 8) = 1 - P(A le 7),$
is the P-value:
1 - pbinom(7, 10, .5)
[1] 0.0546875
Using a normal approximation to $mathsf{Binom}(10, .5),$ you can get the critical value $7.6$ for a "5% level" test:
qnorm(.95, 5, sqrt(10/4))
[1] 7.600742
The quotes are because it is not possible to have a test exactly at the 5% level using the discrete binomial distribution. This
difficulty is "swept under the rug" using a normal approximation.
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
$endgroup$
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
add a comment |
Your Answer
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$begingroup$
Comment: Here is a quick example with output from Minitab.
If this is not the kind of data, $H_0,$ and $H_a$ you have in mind,
then please be clear about what changes need to be made in order
to help with the sign test you have in mind.
Data Display
x
7 16 23 28 55 70 87 92 129 160
Sign Test for Median
Sign test of median = 20.00 versus > 20.00
n Below Equal Above P Median
x 10 2 0 8 0.0547 62.50
In R, under $H_0,$ the exact binomial probability of 8 or more 'Above', $P(A ge 8) = 1 - P(A le 7),$
is the P-value:
1 - pbinom(7, 10, .5)
[1] 0.0546875
Using a normal approximation to $mathsf{Binom}(10, .5),$ you can get the critical value $7.6$ for a "5% level" test:
qnorm(.95, 5, sqrt(10/4))
[1] 7.600742
The quotes are because it is not possible to have a test exactly at the 5% level using the discrete binomial distribution. This
difficulty is "swept under the rug" using a normal approximation.
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
$endgroup$
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
add a comment |
$begingroup$
Comment: Here is a quick example with output from Minitab.
If this is not the kind of data, $H_0,$ and $H_a$ you have in mind,
then please be clear about what changes need to be made in order
to help with the sign test you have in mind.
Data Display
x
7 16 23 28 55 70 87 92 129 160
Sign Test for Median
Sign test of median = 20.00 versus > 20.00
n Below Equal Above P Median
x 10 2 0 8 0.0547 62.50
In R, under $H_0,$ the exact binomial probability of 8 or more 'Above', $P(A ge 8) = 1 - P(A le 7),$
is the P-value:
1 - pbinom(7, 10, .5)
[1] 0.0546875
Using a normal approximation to $mathsf{Binom}(10, .5),$ you can get the critical value $7.6$ for a "5% level" test:
qnorm(.95, 5, sqrt(10/4))
[1] 7.600742
The quotes are because it is not possible to have a test exactly at the 5% level using the discrete binomial distribution. This
difficulty is "swept under the rug" using a normal approximation.
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
$endgroup$
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
add a comment |
$begingroup$
Comment: Here is a quick example with output from Minitab.
If this is not the kind of data, $H_0,$ and $H_a$ you have in mind,
then please be clear about what changes need to be made in order
to help with the sign test you have in mind.
Data Display
x
7 16 23 28 55 70 87 92 129 160
Sign Test for Median
Sign test of median = 20.00 versus > 20.00
n Below Equal Above P Median
x 10 2 0 8 0.0547 62.50
In R, under $H_0,$ the exact binomial probability of 8 or more 'Above', $P(A ge 8) = 1 - P(A le 7),$
is the P-value:
1 - pbinom(7, 10, .5)
[1] 0.0546875
Using a normal approximation to $mathsf{Binom}(10, .5),$ you can get the critical value $7.6$ for a "5% level" test:
qnorm(.95, 5, sqrt(10/4))
[1] 7.600742
The quotes are because it is not possible to have a test exactly at the 5% level using the discrete binomial distribution. This
difficulty is "swept under the rug" using a normal approximation.
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
$endgroup$
Comment: Here is a quick example with output from Minitab.
If this is not the kind of data, $H_0,$ and $H_a$ you have in mind,
then please be clear about what changes need to be made in order
to help with the sign test you have in mind.
Data Display
x
7 16 23 28 55 70 87 92 129 160
Sign Test for Median
Sign test of median = 20.00 versus > 20.00
n Below Equal Above P Median
x 10 2 0 8 0.0547 62.50
In R, under $H_0,$ the exact binomial probability of 8 or more 'Above', $P(A ge 8) = 1 - P(A le 7),$
is the P-value:
1 - pbinom(7, 10, .5)
[1] 0.0546875
Using a normal approximation to $mathsf{Binom}(10, .5),$ you can get the critical value $7.6$ for a "5% level" test:
qnorm(.95, 5, sqrt(10/4))
[1] 7.600742
The quotes are because it is not possible to have a test exactly at the 5% level using the discrete binomial distribution. This
difficulty is "swept under the rug" using a normal approximation.
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
edited Dec 20 '18 at 2:00
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
answered Dec 20 '18 at 1:31
BruceETBruceET
35.7k71440
35.7k71440
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
add a comment |
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
$begingroup$
This page, under Related at the right may be helpful.
$endgroup$
– BruceET
Dec 20 '18 at 2:21
add a comment |
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$begingroup$
Can you say specifically what sign test: One or two-sided? Is $H_0$ specified in terms of population median $eta?$ Are data continuous of discrete? Do you have particular data in mind? Are there enough observations to use a normal aprx? // If norm aprx is OK, then you can use
qnormto get p-value, not critical value. You might useqnormto get critical value. Student's t distribution has nothing to do with sign tests, so you wouldn't useqtfor anything. // If you can state $H_0, H_a$ and give sample data, maybe one of us can show details.$endgroup$
– BruceET
Dec 20 '18 at 1:10