(EC24J or M21A) and (EC23M or M25A and M25B) Kelly-Ann Dixon 876 512-3017

ECON3040 : Non Parametric Statistics

Course Description This module focuses on the theory and methods of making statistical inference based on nonparametric techniques.   Course Assessment The final grade in this course will be based on: 2 Problem Sets (5% each): 10% Mid Semester Exam: 25% Final Exam: 65% Course Outline 1.   Introduction (Conover, Section 2.5) Definition of Nonparametric Statistics / Methods  Advantages and Disadvantages of using Nonparametric Methods  When to use Nonparametric Methods  Review of Hypothesis Testing  2.   Test Based on the Binomial Distribution (Conover, Chapter 3)    Binomial Test and Estimation of p  The Quantile Test and Estimation of Xp  The Sign Test  Variations of the Sign Test         3.   Tests Based on Contingency Tables (Conover, Chapter 4)    2 x 2 Contingency Tables  r x c  Contingency Tables  The Median Test  Measures of Dependence  The Chi-Square Goodness-of-Fit Test    4.  Tests Based on Ranks (Conover, Chapter 5) Two Independent Samples (Mann-Whitney)  Several Independent Samples (Kruskal-Wallis)  Measure of Rank Correlation (Spearman) One-Sample or Matched-Pairs Case (Wilcoxin)   5.  Other Topics in Nonparametric Statistics Prescribed Texts Conover, W. J., Practical Nonparametric Statistics, John Wiley & Sons, 1999 Lindley D. V. and Scott W. F. New Cambridge Elementary Statistical Tables, Cambridge University Press Additional Readings Sprent, P. and Smeeton, N. C.,  Applied Nonparametric Statistical Methods, Chapman & Hall/CRC 2001