Statistics 5102 (Geyer, Spring 2009) Examples: Sign Tests and Related Procedures

Sign Tests

Upper-Tailed Tests

There is no R function to do a sign test. We have to do it by hand, but this is easy. Suppose we want to do an upper-tailed test with null hypothesis H₀ θ = θ₀.

In the particular examples we do, we will use θ₀ = 0, but we will allow for general θ₀ in the code.

This can also be done loading the data from a URL

Lower-Tailed Tests

Here is the corresponding lower-tailed test

Two-Tailed Tests

Here is the corresponding two-tailed test

Confidence Interval Associated with the Sign Test

Select a k, get a confidence interval.

This prints the interval and its actual confidence level (in percent).

Hodges-Lehmann Estimator Associated with the Sign Test

This is just a long-winded name for the sample median.

Fuzzy Test

There is an R contributed package fuzzyRankTests that does the corresponding fuzzy procedures.

do the lower-tailed test, the upper-tailed test, and the two-tailed test, respectively.

Fuzzy Confidence Intervals

The R contributed package fuzzyRankTests also does fuzzy confidence intervals.