IMSL Statistics Reference Guide
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Nonparametric Statistics
Nonparametric Statistics
This section contains the following topics:
One sample tests—Nonparametric Statistics
SIGNTEST Function (PV-WAVE Advantage)
—Sign test.
WILCOXON Function (PV-WAVE Advantage)
—Wilcoxon rank sum test.
NCTRENDS Function (PV-WAVE Advantage)
—Noehter’s test for cyclical trend.
CSTRENDS Function (PV-WAVE Advantage)
—Cox and Stuarts’ sign test for trends in location and dispersion.
TIE_STATS Function (PV-WAVE Advantage)
—Tie statistics.
Two or more samples
KW_TEST Function (PV-WAVE Advantage)
—Kruskal-Wallis test.
FRIEDMANS_TEST Function (PV-WAVE Advantage)
—Friedman’s test.
COCHRANQ Function (PV-WAVE Advantage)
—Cochran's
Q
test.
KTRENDS Function (PV-WAVE Advantage)
—K-sample trends test.
Version 2017.0
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