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Sign Test


The sign test is a nonparametric statistical test based only on whether observations lie above or below a hypothesized statistical median. For paired data, it is applied to the signs of the nonzero paired differences. Under a continuous null distribution with median zero, the number S of positive differences among n nonzero differences has the binomial distribution

 S∼Binomial(n,1/2).

The P-value is therefore computed from binomial tail probabilities. Zero differences require a specified convention and are commonly omitted. The test uses less information than the Wilcoxon signed rank test but requires no symmetry assumption.


See also

Binomial Test, Statistical Median, Wilcoxon Signed Rank Test

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References

Hollander, M.; Wolfe, D. A.; and Chicken, E. Nonparametric Statistical Methods, 3rd ed. Hoboken, NJ: Wiley, 2014.

Cite this as:

Weisstein, Eric W. "Sign Test." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SignTest.html

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