Nonparametrical methods generally refer to such methods whose practicability does not require the modelling of observations by means of some parametrical distribution family, usually a normal distribution family. It turns out that the replacement of observations with the corresponding order statistics in many situations removes the above-mentioned distribution assumption.
Learning outcomes
Testing and estimation methods based on order statistics will be the main discussion matter on the course. The understanding and use of the methods require only simple algebra and probability calculus.
Contents
See objectives.
Teaching language
Finnish
Modes of study
Evaluation
Numeric 1-5.
Recommended year of study
2. year autumn
2. year spring
3. year autumn
3. year spring
Study materials
Gibbons, J. D., Nonparametric Statistical Inference. McGrow 1971.
Conover, W. J., Practical Nonparametric Statistics, 2nd ed. Wiley 1980.
Lehmann, E. L., Nonparametrics. Holden-Day 1975.
Hettmansperger, T. P., Statistical Inference Based on Ranks. Wiley 1984.