
Nonparametrics
by E.L. Lehmann, H.J.M. D'Abrera · first published 1988
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…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 in the example in the OP, we guess…
on “What I wish systems researchers would work on” ↗Okay, PG 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…
on “A Way to Detect Bias” ↗…(I didn't use either), etc. Uh, it's statistical hypothesis 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".…
on “Statistical Anomaly Detection” ↗…this math, there is no use of 'prior probabilities', and the Monte Carlo is just a fast way to replace finding all 33 billion combinations. For more, can see (with TeX markup): E.\ L.\ Lehmann, {\it Nonparametrics: Statistical 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…
on “Ask HN: I want to learn statistics and data mining” ↗…Techniques for Educational and Psychological Research,\/} John Wiley and Sons, 1971.\ \ E.\ L.\ Lehmann, {\it Testing Statistical Hypotheses,\/} John Wiley, New York, 1959.\ \ E.\ L.\ Lehmann, {\it Nonparametrics: Statistical 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…
on “Acquisitions accelerate as tech giants seek to build AI smarts” ↗> 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…
on “Review of "Statistics" by Freedman, Pisani, and Purves (2017)” ↗…little or nothing about the distribution. The strong emphasis on hypothesis testing is curious. There is more in: E. L. Lehmann, 'Testing Statistical Hypotheses', John Wiley and Sons. E. L. Lehmann, 'Nonparametrics: Statistical Methods Based on Ranks', ISBN 0-8162-4994-6. Downey's book mentioned the chi-square distribution: The main point is that if X_1, X_2, ..., X_k are random variables with Gaussian distribution…
on “Think Stats, using python to learn stats ” ↗…the statistical hypothesis testing I outlined is common. There are now classic texts on hypothesis testing: E. L. 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…
on “Introduction to Probability at an advanced level (2018) [pdf]” ↗…Yup. Thanks. > known as the empirical distribution Yup, and I wrote: "out in a tail of the empirical distribution" Yup, "rank" tests, "permutation" tests: With my TeX markup: E.\ L.\ Lehmann, {\it Nonparametrics: Statistical Methods Based on Ranks,\/} And, yup, again with my TeX markup, Bradley Efron, {\it The Jackknife, the Bootstrap, and Other Resampling Plans,\/} Last time I knew, Roger Wets was at UCSD.…
on “Berkeley offers its data science course online for free” ↗