Signs, Ranks, and Signed Ranks
The following are used in testing non-parametric statistics.
What is a sign?
- a value $\in \{0, 1\}$ assigned to each member of a data-set
- If the data-member is greater than the test-value, it's assigned a 1. Otherwise it gets a 0.
What is a rank?
- The number representing a data points' place in the ordered set (1-based index)
- If multiple points have the same value each is reassigned the mean of their original Ranks.
What is an absolute rank?
- Each point is reassigned its absolute value
- Then the set is Ranked
What is a signed rank?
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Assign a 1 to each data point greater than the test-value.
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Assign a 0 to the remaining points.
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Find the absolute rank.
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For each point, assign it a signed rank:\[SignedRank = Sign \times AbsoluteRank\]
What is a rank sum?
- the sum of all the ranks for a data-set.