Statistics 2nd ed

friedman-test

Lesson 11 — Non-parametric Tests

mann whitney
wilcoxon test
kruskal wallis test
friedman test

Most tests so far (t-tests, ANOVA, regression) are parametric.
They assume:

  • Interval/ratio data
  • Approximately normal distribution
  • Homogeneity of variance

But what if these assumptions are not met?
Or if data are ranks or categories?

Then we use non-parametric tests.
They make fewer assumptions and are based on ranks, not raw scores.


Mann–Whitney U Test

When to Use:

  • Compare two independent groups, ordinal or non-normal data.
  • Non-parametric alternative to independent t-test.

Formula:
$$U = n_1 n_2 + \frac{n_1(n_1 + 1)}{2} - R_1$$

Where $$R_1$$ = sum of ranks for group 1.

Example:
Two groups (n = 5 each) ranked by performance. Compute rank sums, plug into U formula.


Wilcoxon Signed-Rank Test

When to Use:

  • Compare the same group measured twice.
  • Ordinal or non-normal data.
  • Non-parametric alternative to paired t-test.

Procedure:

  1. Compute differences (After – Before).
  2. Rank absolute differences.
  3. Add signs.
  4. Test statistic = smaller signed sum.

Example:
5 students tested before/after training → positive ranks dominate → training helps.


Kruskal–Wallis Test

When to Use:

  • Compare 3+ independent groups.
  • Ordinal or non-normal data.
  • Non-parametric alternative to one-way ANOVA.

Formula:
$$H = \frac{12}{N(N+1)} \sum \frac{R_j^2}{n_j} - 3(N+1)$$

Where:

  • $$R_j$$ = sum of ranks in group j
  • $$n_j$$ = group size
  • $$N$$ = total number of cases

Example:
Three therapy groups (n = 6 each). Rank improvement scores → compare H to χ² distribution.


Friedman Test

When to Use:

  • Compare 3+ related groups (repeated measures).
  • Ordinal or non-normal data.
  • Non-parametric alternative to repeated-measures ANOVA.

Formula:
$$Q = \frac{12}{nk(k+1)} \sum R_j^2 - 3n(k+1)$$

Where:

  • $$R_j$$ = rank sum for each condition
  • $$n$$ = number of subjects
  • $$k$$ = number of conditions

Example:
10 participants ranked across 3 learning tasks. Compare Q to χ² distribution.


Definition

  • Non-parametric tests: statistical tests based on ranks, not raw scores
  • Used when parametric assumptions fail or data are ordinal

Visuals

Figure 11.1 — Mann–Whitney U test: two groups compared by rank distributions.

Figure 11.2 — Wilcoxon signed-rank: before/after ranks with arrows.

Figure 11.3 — Kruskal–Wallis layout: three groups compared by median ranks.

Figure 11.4 — Friedman layout: subjects compared across repeated conditions.


Why This Matters

Non-parametric tests give us flexibility.
They extend statistical reasoning to real-world data that are messy, skewed, or categorical.
They are essential tools for psychology, education, and biology.

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Part 5 — Statistical Tests (Cookbook Style)


Welcome to Part 5 — Statistical Tests (Cookbook Style) of this free online high school statistics textbook. This practical quick-reference section provides concise, cookbook-style guides to major parametric and non-parametric statistical tests, including detailed formulas, assumptions, degrees of freedom, step-by-step procedures, and real-world examples. High school students and teachers can quickly review when to use each test—perfect for AP Statistics exam preparation, homework help, or reinforcing concepts from earlier parts.

Ideal for quick lookups on ANOVA variants, non-parametric alternatives, and multi-group comparisons, Part 5 delivers clear explanations of one-way ANOVA, factorial ANOVA, repeated-measures ANOVA, mixed ANOVA, Mann-Whitney U, Wilcoxon, Kruskal-Wallis, and Friedman tests in an accessible format with worked examples.

Statistical Tests Covered in Part 5

  1. One-Way ANOVA – Comparing means across three or more independent groups, with formula, degrees of freedom, and example.
  2. Factorial ANOVA (Two-Way) – Analyzing main effects and interactions in 2×2 or larger designs, including df partition and example.
  3. Repeated-Measures ANOVA – Handling multiple measurements on the same subjects, with formula and example.
  4. Mixed (Split-Plot) ANOVA – Combining between-subjects and within-subjects factors, with formula and example.
  5. Mann-Whitney U Test – Non-parametric alternative for two independent samples, with formula and example.
  6. Wilcoxon Signed-Rank Test – Non-parametric option for paired or one-sample data, with procedure and example.
  7. Kruskal-Wallis Test – Non-parametric one-way ANOVA for three or more groups, with formula and example.
  8. Friedman Test – Non-parametric repeated-measures ANOVA, with formula and example.

A practice self-test quiz is available to test your understanding (optional signup for full interactive access). Use this free high school statistics resource as your go-to cookbook for statistical tests formulas, ANOVA examples, non-parametric tests guides, and quick reference during hypothesis testing!

One-way ANOVA

When to Use:

  • Compare means across 3 or more independent groups.
  • Interval/ratio data, groups independent, variances roughly equal.

Formula:
$$F = \frac{MS_{\text{between}}}{MS_{\text{within}}}$$

In words:
$$F = \frac{\text{mean square between groups}}{\text{mean square within groups}}$$

Example:
Three groups with means = 70, 75, 85.

  • $$SS_{\text{between}} = 300, , df_{\text{between}} = 2, , MS_{\text{between}} = 150$$
  • $$SS_{\text{within}} = 200, , df_{\text{within}} = 12, , MS_{\text{within}} = 16.7$$

$$F = \frac{150}{16.7} = 9.0, \quad df = (2, 12)$$


Factorial ANOVA (Two-way)

When to Use:

  • Two or more factors studied at once.
  • Tests main effects and interactions.

Formula (df partition):

  • $$df_A = a - 1, \quad df_B = b - 1$$
  • $$df_{A \times B} = (a-1)(b-1)$$
  • $$df_{\text{within}} = N - ab$$

Example:
2 × 2 design (Method: Lecture, Online × Time: Morning, Afternoon).

  • Lecture: Morning = 70, Afternoon = 90
  • Online: Morning = 80, Afternoon = 80

Interaction: Lecture improves over time, Online flat → non-parallel lines.


Repeated-Measures ANOVA

When to Use:

  • Same participants tested under multiple conditions.
  • Controls for subject variability.

Formula:
$$F = \frac{MS_{\text{conditions}}}{MS_{\text{error}}}$$

Degrees of Freedom:

  • $$df_{\text{rows}} = n - 1$$
  • $$df_{\text{columns}} = k - 1$$
  • $$df_{\text{error}} = (n-1)(k-1)$$

Example:
Five students tested across 3 conditions. Mean scores rise steadily from 70 → 75 → 80.


Mixed (Split-Plot) ANOVA

When to Use:

  • Combines a between-subjects factor with a within-subjects factor.
  • Common in psychology and education.

Formula (general):
$$F = \frac{MS_{\text{effect}}}{MS_{\text{error}}}$$

Degrees of Freedom:

  • $$df_{\text{between}} = a - 1$$
  • $$df_{\text{subjects}} = N - a$$
  • $$df_{\text{within}} = b - 1$$
  • $$df_{A \times B} = (a-1)(b-1)$$

Example:
Two groups (Drug, Placebo) × three weeks (repeated).
Drug scores rise each week, Placebo flat → interaction.


Mann–Whitney U Test

When to Use:

  • Compare two independent groups when data are ordinal or not normally distributed.
  • Non-parametric alternative to independent t-test.

Formula:
$$U = n_1 n_2 + \frac{n_1 (n_1 + 1)}{2} - R_1$$

Where $$R_1$$ = sum of ranks for group 1.

Example:
Two classrooms ranked by teacher ratings. Test whether distributions differ.


Wilcoxon Signed-Rank Test

When to Use:

  • Compare the same group measured twice (before vs. after).
  • Ordinal or non-normal data.
  • Non-parametric alternative to paired t-test.

Procedure:

  1. Compute differences (After – Before).
  2. Rank absolute differences.
  3. Assign signs.
  4. Test statistic = smaller of the two signed sums.

Example:
Five students’ skill ranks before vs. after training. Test whether median rank improved.


Kruskal–Wallis Test

When to Use:

  • Compare 3+ independent groups when data are ordinal or non-normal.
  • Non-parametric alternative to one-way ANOVA.

Formula:
$$H = \frac{12}{N(N+1)} \sum \frac{R_j^2}{n_j} - 3(N+1)$$

Where:

  • $$R_j$$ = sum of ranks for group j
  • $$n_j$$ = number of observations in group j
  • $$N$$ = total number of observations

Example:
Three therapy groups (n = 10 each) ranked by improvement scores.


Friedman Test

When to Use:

  • Compare 3+ related groups (repeated measures, ordinal data).
  • Non-parametric alternative to repeated-measures ANOVA.

Formula:
$$Q = \frac{12}{nk(k+1)} \sum R_j^2 - 3n(k+1)$$

Where:

  • $$R_j$$ = sum of ranks for each condition
  • $$n$$ = number of subjects
  • $$k$$ = number of conditions

Example:
Ten students ranked across 3 types of training tasks.

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Lesson 8 — Post Hoc Tests

tukey hsd
bonferroni

When ANOVA finds a significant F, we know that not all group means are equal.
But ANOVA does not tell us which groups differ.

For that, we need post hoc tests (Latin: after this).
They compare pairs of group means while controlling for the increased chance of error.


Tukey’s Honestly Significant Difference (HSD)

When to Use:

  • Equal group sizes
  • Pairwise comparisons after one-way ANOVA

Formula:
$$\text{HSD} = q \sqrt{\frac{MS_{\text{within}}}{n}}$$

In words:
$$\text{HSD} = \text{Studentized range statistic } q \times \sqrt{\frac{\text{mean square within groups}}{\text{sample size per group}}}$$

If the difference between two means ≥ HSD, they are significantly different.

Example:
3 groups, n = 10 each, $$MS_{\text{within}} = 16.7$$, critical $$q = 3.5$$.

$$\text{HSD} = 3.5 \times \sqrt{\tfrac{16.7}{10}} = 3.5 \times 1.29 = 4.52$$

So any pair of means that differ by 4.52 or more is significant.


Bonferroni Correction

When to Use:

  • Simple and conservative
  • Divide significance level by number of comparisons

Formula:
$$\alpha' = \frac{\alpha}{m}$$

In words:
$$\text{adjusted significance level} = \frac{\text{original significance level}}{\text{number of comparisons}}$$

Example: If α = 0.05 and 10 comparisons, α′ = 0.005 per test.


Scheffé Test

When to Use:

  • Unequal sample sizes
  • Most conservative post hoc test

Formula (summary):
Scheffé’s critical F = (k – 1) × F(critical, df_between, df_within).


Definition

  • Post hoc test: statistical test used after ANOVA to identify which means differ
  • Tukey HSD: balanced groups, pairwise
  • Bonferroni: adjusts α for multiple comparisons
  • Scheffé: conservative, flexible for unequal n

Visual Placeholders

Figure 8.1 — Tukey HSD example: three group means with horizontal bars showing which pairs differ.

Figure 8.2 — Bonferroni correction illustration: α = 0.05 split into smaller pieces.


Why This Matters

ANOVA tells us there is a difference somewhere.
Post hoc tests tell us where.
They protect against false positives while allowing multiple group comparisons.

Practice self-test quiz

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