
Nonparametric statistics for the behavioral sciences
by Sidney Siegel · first published 1956
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3HN commenters
2009–2024first – last mentioned
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There is a nice treatment of resampling, i.e., permutation tests, in (from my TeX format bibliography) Sidney Siegel, {\it Nonparametric Statistics for the Behavioral Sciences,\/} McGraw-Hill, New York, 1956.\ \ Right, there was already a good book on such tests over 50 years ago. Can also justify it with an independence, identically distributed assumption. But a weaker…
on “What are the most important statistical ideas of the past 50 years?” ↗…has an hypothesis test. There's a large literature for that, e.g., E. L. Lehmann, Testing Statistical Hypotheses. E. L. Lehmann, Nonparametrics: Statistical Methods Based on Ranks. Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences. In this case, PG will be more interested in the non-parametric case, i.e., distribution-free where we make no assumptions about probability distributions. We start an hypothesis test with an hypothesis,…
on “A Way to Detect Bias” ↗The 2nd edition is never far from my desk: Siegel, S., & Castellan, N. J. (1988). Nonparametric statistics for the behavioral sciences (2nd ed.) New York: McGraw-Hill.
on “What are the most important statistical ideas of the past 50 years?” ↗Might consider, say, Sidney Siegel, N. John Castellan, Jr. 'Nonparametric Statistics for the Behavioral Sciences, Second Edition', ISBN 0-07-057357-3, McGraw-Hill, New York, 1988. So, "nonparametric" means make no assumptions about a probability distribution based on parameters. Or, call the material distribution-free.…
on “An Introduction to Statistical Learning with Applications in Python” ↗For statistical learning, the book I mentioned Nonparametric Statistics for the Behavioral Sciences, should make a good contribution to statistical learning. Some of the techniques are so robust, i.e., need such meager assumptions, that they should be especially welcome in automatically applied AI…
on “An Introduction to Statistical Learning with Applications in Python” ↗…testing, guys. Sorry 'bout that. For more, see, say some of the classics: E. L. Lehmann, Testing Statistical Hypotheses. E. L. Lehmann, Nonparametrics: Statistical Methods Based on Ranks. Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences. Once I presented my work to Cisco. Their reaction was that my work was "just statistical". Well, what the heck do you expect? Want something deterministic, 0 or 1, for healthy or sick? Do you realize what…
on “Statistical Anomaly Detection” ↗…Methods Based on Ranks,\/} ISBN 0-8162-4994-6, Holden-Day, San Francisco, 1975.\ \ Jaroslav H\'ajek and Zbyn\v ek \v Sid\'ak, {\it Theory of Rank Tests,\/} Academia, Prague, 1967.\ \ Sidney Siegel, {\it Nonparametric Statistics for the Behavioral Sciences,\/} McGraw-Hill, New York, 1956.\ \ So, it's old material. There are many such hypothesis tests. But the old material essentially always has, for the student case, only one number on each student.…
on “Ask HN: I want to learn statistics and data mining” ↗…know nothing about the probability distribution. There is a long history of hypothesis tests for from a single variable, including many tests that are distribution-free. See old books by S. Siegel, 'Nonparametric Statistics for the Behavioral Sciences' or E. Lehmann, 'Nonparametrics'. For multi-dimensional hypothesis tests, there's not much and still less when also distribution-free. Why multi-dimensional? Because for the two interacting systems…
on “What I wish systems researchers would work on” ↗…Methods Based on Ranks,\/} ISBN 0-8162-4994-6, Holden-Day, San Francisco, 1975.\ \ Jaroslav H\'ajek and Zbyn\v ek \v Sid\'ak, {\it Theory of Rank Tests,\/} Academia, Prague, 1967.\ \ Sidney Siegel, {\it Nonparametric Statistics for the Behavioral Sciences,\/} McGraw-Hill, New York, 1956.\ \ Donald F.\ Morrison, {\it Multivariate Statistical Methods: Second Edition,\/} ISBN 0-07-043186-8, McGraw-Hill, New York, 1976.\ \ Harry H.\ Harman, {\it Modern…
on “Acquisitions accelerate as tech giants seek to build AI smarts” ↗…A major theme in such statistics is permutations. Another major theme, and more recent, is resampling. I first learned about such tests from a book that was sitting around the office, Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences. These tests are all one dimensional. Once I published a paper on a distribution-free test that is multi-dimensional -- my paper may remain the only such. These days, see also the work of B. Efron…
on “The Kolmogorov-Smirnov Test” ↗> gap? E. L. Lehmann, 'Nonparametrics: Statistical Methods Based on Ranks', ISBN 0-8162-4994-6, Holden-Day, San Francisco, 1975. Sidney Siegel, 'Nonparametric Statistics for the Behavioral Sciences', McGraw-Hill, New York, 1956. Bradley Efron, 'The Jackknife, the Bootstrap, and Other Resampling Plans', ISBN 0-89871-179-7, SIAM, Philadelphia, 1982. Hypothesis testing?? Somewhere maybe I still…
on “Review of "Statistics" by Freedman, Pisani, and Purves (2017)” ↗…Lehmann, Testing Statistical Hypotheses, John Wiley, New York, 1959. E. L. Lehmann, Nonparametrics: Statistical Methods Based on Ranks, ISBN 0-8162-4994-6, Holden-Day, San Francisco, 1975. Sidney Siegel, Nonparametric Statistics for the Behavioral Sciences, McGraw-Hill, New York, 1956. The last is also just hypothesis testing; apparently the book is still referenced. From some statistical consultants inside GE, there is Gerald J. Hahn and Samuel S. Shapiro, Statistical…
on “Introduction to Probability at an advanced level (2018) [pdf]” ↗