# Nonparametric Statistical Methods

## Spring Semester 2015

Last update: 04/22/2015
• ## Course Announcement

Time: Monday, Wednesday, Friday at 12:00 - 12:50 p.m.
Location: Taft Hall 215

Instructor: Jie Yang
Office: SEO 513
Phone: (312) 413-3748
E-Mail: jyang06 AT math DOT uic DOT edu
Office Hours: Monday, Wednesday, Friday at 2:00 p.m. - 3:00 p.m.

Textbook: J. D. Gibbons,  S. Chakraborti,   Nonparametric Statistical Inference, 5th edition, 2011
Content: Order statistics, quantiles, tests of randomness, tests of goodness of fit, one-sample and paired-sample procedures, general two-sample problem, linear rank statistics and tests, measures of association for bivariate samples, asymptotic relative efficiency
Prerequisite: Grade of C or better in STAT 381 or STAT 411

Homework: Turn in every Wednesday before class;   half of the grade counts for completeness;  half of the grade counts for correctness of one selected problem
Midterms: February 13th (Friday), and March 20th (Friday), 12:00 p.m. - 12:50 p.m.
Final Exam: May 5th (Tuesday), 8:00 a.m. - 10:00 a.m.
Grading: Homework 10%, midterms 25% each, final exam 40%
Grading Scale: 90% A , 80% B , 70% C , 60% D

Format of All Exams: Each exam is based on the homework and the examples discussed in class. The last class session before each exam is a review session. Please prepare any questions that you may have.

No makeup exam will be given without a valid excuse.

• ## Course Syllabus

 WEEK SECTIONS BRIEF DESCRIPTION 01/12 - 01/16 1.1; 1.2; 1.2 Introduction; Fundamental Statistical Concepts 01/19 - 01/23 Holiday; 2.1~2.6; 2.7~2.10 Quantile function, Order statistics; Moments of order statistics 01/26 - 01/30 3.1, 3.2; 3.2, 3.3; 3.4, 3.5 Tests based on total number of runs; Tests based on length of longest run; Runs up and down, A test based on ranks 02/02 - 02/06 4.1~4.3; 4.4, 4.5; 4.6 Chi-square goodness-of fit test; Kolmogorov-Smirnov one-sample statistic; Lilliefors's test 02/09 - 02/13 4.7, 4.8; Review; Midterm-1 exam Anderson-Darling test, Visual analysis of goodness of fit 02/16 - 02/20 5.1~5.3; 5.4; 5.4 Confidence interval for a population quantile, Hypothesis testing for a population quantile; Sign test and confidence interval 02/23 - 02/27 5.5; 5.6; 5.7 Rank-order statistics; Treatment of ties in rank tests; Wilcoxon signed-rank test and confidence interval 03/02 - 03/06 6.1~6.3; 6.4; 6.5 Wald-Wolfowitz runs test, K-S two-sample test; Median test; Control median test 03/09 - 03/13 6.6; 7.1, 7.2; 7.3 Mann-Whitney U test and confidence interval; Linear rank statistics; Distribution properties of linear rank statistics 03/16 - 03/20 7.4; Review; Midterm-2 exam Usefulness in inference 03/30 - 04/03 8.1; 8.2; 8.3 Introduction; Wilcoxon rank-sum test and confidence interval; Other location tests 04/06 - 04/10 9.1~9.3; 9.4~9.6; 9.7~9.9 Mood test, F-A-B-D-B tests; Siegel-Tukey test, Klotz normal-scores test, Percentile modified rank tests for scale; Sukhatme test, Confidence -interval procedures, Other tests for scale problem 04/13 - 04/17 11.1, 11.2; 11.3; 11.4~11.6 Kendall's tau coefficient; Spearman's coefficient of rank correlation; Relations between R and T, Another measure of association 04/20 - 04/24 13.1; 13.2; 13.2 Introduction; Theoretical bases for calculating ARE; Theoretical bases for calculating ARE 04/27 - 05/01 13.3; Review; Review Examples of calculation of efficacy of ARE 05/04 - 05/08 Exam week (Final exam)

• ## Using R

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