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  2. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    Plot with random data showing homoscedasticity: at each value of x, the y-value of the dots has about the same variance. Plot with random data showing heteroscedasticity: The variance of the y-values of the dots increases with increasing values of x.

  3. Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Spearman's_rank_correlation...

    That is because Spearman's ρ limits the outlier to the value of its rank. In statistics, Spearman's rank correlation coefficient or Spearman's ρ, named after Charles Spearman [1] and often denoted by the Greek letter (rho) or as , is a nonparametric measure of rank correlation (statistical dependence between the rankings of two variables).

  4. Rank correlation - Wikipedia

    en.wikipedia.org/wiki/Rank_correlation

    Dave Kerby (2014) recommended the rank-biserial as the measure to introduce students to rank correlation, because the general logic can be explained at an introductory level. The rank-biserial is the correlation used with the Mann–Whitney U test, a method commonly covered in introductory college courses on statistics. The data for this test ...

  5. Wilcoxon signed-rank test - Wikipedia

    en.wikipedia.org/wiki/Wilcoxon_signed-rank_test

    From this information alone, the remaining rank sum can be computed, because it is the total sum S minus T, or in this case 45 − 18 = 27. Next, the two rank-sum proportions are 27/45 = 60% and 18/45 = 40%. Finally, the rank correlation is the difference between the two proportions (.60 minus .40), hence r = .20.

  6. Breusch–Pagan test - Wikipedia

    en.wikipedia.org/wiki/Breusch–Pagan_test

    In statistics, the Breusch–Pagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, [1] is used to test for heteroskedasticity in a linear regression model. It was independently suggested with some extension by R. Dennis Cook and Sanford Weisberg in 1983 (Cook–Weisberg test). [2]

  7. Sign test - Wikipedia

    en.wikipedia.org/wiki/Sign_test

    The sign test is a statistical test for consistent differences between pairs of observations, such as the weight of subjects before and after treatment. Given pairs of observations (such as weight pre- and post-treatment) for each subject, the sign test determines if one member of the pair (such as pre-treatment) tends to be greater than (or less than) the other member of the pair (such as ...

  8. F-test - Wikipedia

    en.wikipedia.org/wiki/F-test

    Common examples of the use of F-tests include the study of the following cases . One-way ANOVA table with 3 random groups that each has 30 observations. F value is being calculated in the second to last column The hypothesis that the means of a given set of normally distributed populations, all having the same standard deviation, are equal.

  9. Talk:Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Talk:Spearman's_rank...

    "In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter ρ (rho) or as rs, is a non-parametric measure of statistical dependence between two variables. It assesses how well the relationship between two variables can be described using a monotonic function.