Therefore the classical significance tests
should be used, when the, a priori, hypotheses
on the behaviour of statistical populations are
reasonably satisfied. On the contrary when
these, a priori, hypotheses cannot be met,
hence distribution-free significance tests must
be used.
There are several situations that require for
their use:
♦ ###departure from the normality of
population distributions;
♦ ###interdependence among the samples
and/or within one or more samples;
♦ ###inequality of dispersion (e.g.,
variances) of the samples;
and, last but not least, samples too small, for
the hypotheses on the behaviour of statistical
populations could be verified.
Note that robust statistics, useful when data are
affected by outliers, belongs to non-parametric
statistics, at least in terms of statistical
inference, because the behaviour of population
distributions could be modelled by
approximate models only.
Non-parramelric Robust Parametric
statistics statistics statistics
The role of non-parametric, robust and
parametric statistics.
B) DISTRIBUTION-FREE
SIGNIFICANCE TESTS
There exist many different significance
distribution-free tests, as above mentioned.
Nevertheless for the sake of brevity, only few
multiple significance distribution-free tests are
presented in the following, concerning:
♦ ###goodness of fit of population
distributions;
♦ ###independence against interdependence
or dependence (e.g., collinearity);
♦ ###homogeneity of variance components
for several variances;
♦ ###variance analysis of several means;
where the last two tests are repeated for
independent and correlated samples,
respectively.
The following figures show the partition of a
population distribution (the normal function, in
the example) into three regions: the null
hypothesis central zone and two critical sided
zones, and the sketch of a power curve
(according to the normal function, in the
example). Note that these schemes are
basically always the same, although tests and
population distributions are different in many
ways. In the following m samples whose sizes
are ni or if all samples have the same size,
are considered.
Power curve according to the normal function.