List of statistical tests

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Statistical tests are used to test the fit between a hypothesis and the data.{{cite journal |last1=Parab |first1=Shraddha |last2=Bhalerao |first2=Supriya |title=Choosing statistical test |journal=International Journal of Ayurveda Research |date=2010 |volume=1 |issue=3 |pages=187–191 |doi=10.4103/0974-7788.72494 |doi-access=free |pmid=21170214 |pmc=2996580 |issn=0974-7788}}{{cite web |title=Entscheidbaum |url=https://www.empirical-methods.hslu.ch/entscheidbaum/ |access-date=8 February 2024 |language=de-DE}} Choosing the right statistical test is not a trivial task. The choice of the test depends on many properties of the research question. The vast majority of studies can be addressed by 30 of the 100 or so statistical tests in use.{{cite journal |last1=Nayak |first1=Barun K |last2=Hazra |first2=Avijit |title=How to choose the right statistical test? |journal=Indian Journal of Ophthalmology |date=2011 |volume=59 |issue=2 |pages=85–86 |doi=10.4103/0301-4738.77005 |doi-access=free |pmid=21350275 |pmc=3116565 |issn=0301-4738}}{{cite book |last1=Lewis |first1=Nancy D. |last2=Lewis |first2=Nigel Da Costa |last3=Lewis |first3=N. D. |title=100 Statistical Tests in R: What to Choose, how to Easily Calculate, with Over 300 Illustrations and Examples |date=2013 |publisher=Heather Hills Press |isbn=978-1-4840-5299-0 |url=https://books.google.com/books?id=wIs7mwEACAAJ |language=en}}{{cite book |last1=Kanji |first1=Gopal K. |title=100 Statistical Tests |date=18 July 2006 |publisher=SAGE |isbn=978-1-4462-2250-8 |url=https://books.google.com/books?id=c16MhjA4pHgC |language=en}}

Explanation of properties

  • Scaling of data: One of the properties of the tests is the scale of the data, which can be interval-based, ordinal or nominal. Nominal scale is also known as categorical.{{cite web |title=What is the difference between categorical, ordinal and interval variables? |url=https://stats.oarc.ucla.edu/other/mult-pkg/whatstat/what-is-the-difference-between-categorical-ordinal-and-interval-variables/ |website=stats.oarc.ucla.edu |access-date=10 February 2024}} Interval scale is also known as numerical. When categorical data has only two possibilities, it is called binary or dichotomous.
  • Assumptions, parametric and non-parametric: There are two groups of statistical tests, parametric and non-parametric. The choice between these two groups needs to be justified. Parametric tests assume that the data follow a particular distribution, typically a normal distribution, while non-parametric tests make no assumptions about the distribution.{{cite journal |last1=Huth |first1=R. |last2=Pokorná |first2=L. |title=Parametric versus non-parametric estimates of climatic trends |journal=Theoretical and Applied Climatology |date=1 March 2004 |volume=77 |issue=1 |pages=107–112 |doi=10.1007/s00704-003-0026-3 |bibcode=2004ThApC..77..107H |s2cid=121539673 |url=https://link.springer.com/article/10.1007/s00704-003-0026-3 |language=en |issn=1434-4483}} Non-parametric tests have the advantage of being more resistant to misbehaviour of the data, such as outliers. They also have the disadvantage of being less certain in the statistical estimate.
  • Type of data: Statistical tests use different types of data. Some tests perform univariate analysis on a single sample with a single variable. Others compare two or more paired or unpaired samples. Unpaired samples are also called independent samples. Paired samples are also called dependent. Finally, there are some statistical tests that perform analysis of relationship between multiple variables like regression.
  • Number of samples: The number of samples of data.
  • Exactness: A test can be exact or be asymptotic delivering approximate results.

List of statistical tests

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Test nameScalingAssumptionsDataSamplesExactSpecial case ofApplication conditions
One sample t-testintervalnormalunivariate1No{{cite journal |last1=de Winter |first1=J.C.F. |title=Using the Student's t-test with extremely small sample sizes |journal=Practical Assessment, Research, and Evaluation |date=2019 |volume=18 |doi=10.7275/e4r6-dj05}}Location test
Paired difference testpaired2Location test
Unpaired t-testintervalnormalunpaired2NoLocation testHomoscedasticity{{cite web |title=t-Test für unabhängige Stichproben |url=https://www.empirical-methods.hslu.ch/entscheidbaum/unterschiede/zentrale-tendenz/t-test-fuer-unabhaengige-stichproben/ |website=Hochschule Luzern |access-date=10 February 2024 |language=de-DE}}
Welch's t-testintervalnormalunpaired2NoLocation test
Paired t-testintervalnormalpaired2NoLocation test
F-testintervalnormal2
Z-testintervalnormal2Novariance is known
Permutation testintervalnon-parametricunpaired≥2Yes
Kruskal-Wallis H testordinalnon-parametricunpaired≥2Yessmall sample size{{cite journal |last1=Choi |first1=Won |last2=Lee |first2=Jae Won |last3=Huh |first3=Myung-Hoe |last4=Kang |first4=Seung-Ho |title=An Algorithm for Computing the Exact Distribution of the Kruskal–Wallis Test |journal=Communications in Statistics - Simulation and Computation |date=11 January 2003 |volume=32 |issue=4 |pages=1029–1040 |doi=10.1081/SAC-120023876 |s2cid=123037097 |url=https://www.tandfonline.com/doi/abs/10.1081/SAC-120023876 |language=en |issn=0361-0918}}
Mann–Whitney U testordinalnon-parametricunpaired2Kruskal-Wallis test{{cite book |last1=McKight |first1=Patrick E. |last2=Najab |first2=Julius |chapter=Kruskal-Wallis Test |title=The Corsini Encyclopedia of Psychology |date=30 January 2010 |page=1 |doi=10.1002/9780470479216.corpsy0491 |publisher=Wiley |isbn=978-0-470-17024-3 |language=en}}
Wilcoxon signed-rank testintervalnon-parametricpaired≥1Location test
Sign testordinalnon-parametricpaired2
Friedman testordinalnon-parametricpaired>2Location test
\chi^2 testnominalnon-parametric{{cite journal |last1=McHugh |first1=Mary L. |title=The Chi-square test of independence |journal=Biochemia Medica |pages=143–149 |doi=10.11613/BM.2013.018 |date=15 June 2013|volume=23 |issue=2 |pmid=23894860 |pmc=3900058 }}NoContingency table,
sample size > ca. 60,
any cell content ≥ 5,{{cite journal |last1=Warner |first1=Pamela |title=Testing association with Fisher's Exact test |journal=Journal of Family Planning and Reproductive Health Care |date=1 October 2013 |volume=39 |issue=4 |pages=281–284 |doi=10.1136/jfprhc-2013-100747 |pmid=24062499 |url=https://srh.bmj.com/content/39/4/281.short |language=en |issn=1471-1893}}
marginal totals fixed
Pearson's \chi^2 testnominal/ordinalnon-parametricNo\chi^2 test
Median testordinalnon-parametricNoPearson's \chi^2 test
Multinomial testnominalnon-parametricunivariate1YesLocation test
McNemar's testbinarynon-parametric{{cite book |last1=Károly |first1=Héberger |last2=Róbert |first2=Rajkó |title=Pair-Correlation Method with parametric and non-parametric test-statistics for variable selection. Description of computer program and application for environmental data case studies |date=1999 |publisher=szef |pages=82–91 |url=https://publicatio.bibl.u-szeged.hu/6242/}}paired2YesCochran's Q test{{cite journal |last1=Carpi |first1=Angelo |last2=Rossi |first2=Giuseppe |last3=Coscio |first3=Giancarlo Di |last4=Iervasi |first4=Giorgio |last5=Nicolini |first5=Andrea |last6=Carpi |first6=Federico |last7=Mechanick |first7=Jeffrey I. |last8=Bartolazzi |first8=Armando |title=Galectin-3 detection on large-needle aspiration biopsy improves preoperative selection of thyroid nodules: a prospective cohort study |journal=Annals of Medicine |date=2010 |volume=42 |issue=1 |pages=70–78 |doi=10.3109/07853890903439778 |url=https://pubmed.ncbi.nlm.nih.gov/20001505/ |issn=1365-2060}}
Cochran's Q testbinarynon-parametricpaired≥2
Binomial testbinarynon-parametricunivariate1YesMultinomial test
Siegel–Tukey testordinalnon-parametricunpaired2
Chow testintervalparametriclinear regression2NoTime series
Fisher's exact testnominalnon-parametricunpaired≥2YesContingency table,
marginal totals fixed
Barnard's exact testnominalnon-parametricunpaired2YesContingency table
Boschloo's testnominalnon-parametricunpaired2YesContingency table
Shapiro–Wilk testintervalunivariate1Normality testsample size between 3 and 5000
Kolmogorov–Smirnov testinterval1Normality testdistribution parameters known{{cite journal |last1=Ahmad |first1=Fiaz |last2=Khan |first2=Rehan Ahmad |title=A power comparison of various normality tests |journal=Pakistan Journal of Statistics and Operation Research |date=8 September 2015 |volume=11 |issue=3 |pages=331–345 |doi=10.18187/pjsor.v11i3.845 |url=https://www.pjsor.com/index.php/pjsor/article/view/845 |issn=1816-2711|doi-access=free }}
Shapiro-Francia testintervalunivariate1Normality testSimpliplification of Shapiro–Wilk test
Lilliefors testinterval1Normality test

See also

References

{{statistics|inference}}

Category:Statistics-related lists