There is a potentially useful remark from Peter Dalfgaard at http://www.mail-archive.com/r-h...@stat.math.ethz.ch/msg86359.html :
Summarising: "[The Wilcoxon paired rank sign test assumes symmetry] ...of differences, and under the null hypothesis. This is usually rather uncontroversial. " My rider to this: It's uncontroversial because differences between random samples from the same asymmetric distribution would form a symmetric distribution of differences, and the null for the wilcoxon is essentially that the distributions are the same. Symmetry of differences at the null follows. BUT the corollary is that location might not be the only thing that can cause a wilcoxon test to show a significant difference. set.seed(1023) x<-rlnorm(50) z<-rlnorm(50, sdlog=3) z<-z-mean(z)+mean(x) mean(x) mean(z) #Same mean.. wilcox.test(x,z) #Strongly significant test result. #Not a perfect example, as the test relates to true means, not data set means. #But very different skew and scale will make for a very significant test result as well as very different means On Thu, Jun 24, 2010 at 4:16 AM, Atte Tenkanen <atte...@utu.fi> wrote: > PS. > > Mayby I can somehow try to transform data and check it, for example, using the skewness-function of timeDate-package? > >> Thanks. What I have had to ask is that >> >> how do you test that the data is symmetric enough? >> If it is not, is it ok to use some data transformation? >> >> when it is said: >> >> "The Wilcoxon signed rank test does not assume that the data are >> sampled from a Gaussian distribution. However it does assume that the >> data are distributed symmetrically around the median. If the >> distribution is asymmetrical, the P value will not tell you much about >> whether the median is different than the hypothetical value." >> >> > On Wed, Jun 23, 2010 at 10:27 PM, Atte Tenkanen <atte...@utu.fi> wrote: >> > > Hi all, >> > > >> > > I have a distribution, and take a sample of it. Then I compare >> that >> > sample with the mean of the population like here in "Wilcoxon signed >> >> > rank test with continuity correction": >> > > >> > >> wilcox.test(Sample,mu=mean(All), alt="two.sided") >> > > >> > > Wilcoxon signed rank test with continuity correction >> > > >> > > data: AlphaNoteOnsetDists >> > > V = 63855, p-value = 0.0002093 >> > > alternative hypothesis: true location is not equal to 0.4115136 >> > > >> > >> wilcox.test(Sample,mu=mean(All), alt = "greater") >> > > >> > > Wilcoxon signed rank test with continuity correction >> > > >> > > data: AlphaNoteOnsetDists >> > > V = 63855, p-value = 0.0001047 >> > > alternative hypothesis: true location is greater than 0.4115136 >> > > >> > > What assumptions are needed for the population? >> > >> > wikipedia says: >> > "The Wilcoxon signed-rank test is a _non-parametric_ statistical >> > hypothesis test for... " >> > it also talks about the assumptions. >> > >> > > What can we say according these results? >> > > p-value for the "less" is 0.999. >> > >> > That the p-value for less and greater seem to sum up to one, and that >> > the p-value of greater is half of that for two-sided. You shouldn't >> > ask what we can say. You should ask yourself "What was the question >> > and is this test giving me an answer on that question?" >> > >> > Cheers >> > Joris >> > >> > -- >> > Joris Meys >> > Statistical consultant >> > >> > Ghent University >> > Faculty of Bioscience Engineering >> > Department of Applied mathematics, biometrics and process control >> > >> > tel : +32 9 264 59 87 >> > joris.m...@ugent.be >> > ------------------------------- >> > Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php > -- Joris Meys Statistical consultant Ghent University Faculty of Bioscience Engineering Department of Applied mathematics, biometrics and process control tel : +32 9 264 59 87 joris.m...@ugent.be ------------------------------- Disclaimer : http://helpdesk.ugent.be/e-maildisclaimer.php ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ******************************************************************* This email and any attachments are confidential. Any use...{{dropped:8}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
