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Nonparametric & multiple-comparison tests (CI-SKM ch 6) — distribution-free
tests for paired and multi-group comparisons, the standard tools for comparing
classifiers/estimators across datasets. Real p-values from the χ²/F CDFs in
distributions; within-block ranking reuses the
statistics ranker.
Structs§
- Friedman
Result - Friedman test result, including the Iman-Davenport F-correction.
- Kolmogorov
Smirnov Result - Kolmogorov-Smirnov one-sample test vs uniform[0,1] for demo. Returns D statistic and rough p.
- Mann
Whitney Result - Mann-Whitney U test (rank sum) for two independent samples. Returns U statistic, p approx using normal for large n, or exact for small. Simplified normal approx for demo.
- Nonparametric
Result - Result of a χ²-based test.
Functions§
- friedman
- Friedman test for
ktreatments acrossnblocks (e.g. classifiers × datasets),data[block]of lengthk(the measurements, higher = better). Ranks within each block (ties averaged), then tests whether the treatments differ.Noneif fewer than 2 blocks / 2 treatments or ragged input. - ks_
1sample - mann_
whitney_ u - mcnemar
- McNemar’s test for two paired binary classifiers:
bis the count where A is right and B wrong,cwhere A is wrong and B right (the discordant cells of the 2×2 agreement table). Uses the continuity-corrected statistic(|b−c|−1)²/(b+c)~ χ²₁.Noneifb + c == 0(no discordance).