Statistical analysis examples

This directory contains notebooks with self-contained examples of common statistical analysis techniques.

The purpose is to provide at least one example for each of the test covered in the Inventory of statistical test recipes.

List of recipes

• Z-tests:

  • One sample $z$-test: one_sample_z-test.ipynb

• Proportion tests

  • One-sample $z$-test for proportions
  • Binomial test
  • Two-sample $z$-test for proportions

• T-tests

  • One-sample $t$-test: one_sample_t-test.ipynb
  • Welch's two-sample $t$-test: two_sample_t-test.ipynb
  • Two-sample $t$-test with pooled variance (not important)
  • Paired $t$-test

• Chi-square tests

  • Chi-square test for goodness of fit
  • Chi-square test of independence
  • Chi-square test for homogeneity
  • Chi-square test for the population variance

• ANOVA tests

  • One-way analysis of variance (ANOVA): ANOVA.ipynb
  • Two-way ANOVA

• Nonparametric tests

  • Sign test for the population median
  • One-sample Wilcoxon signed-rank test
  • Mann-Whitney U-test: Mann-Whitney_U-test.ipynb
  • Kruskal–Wallis analysis of variance by ranks

• Resampling methods

  • Simulation tests
  • Two-sample permutation test
  • Permutation ANOVA

• Miscellaneous tests

  • Equivalence tests: two_sample_equivalence_test.ipynb
  • Kolmogorov–Smirnov test
  • Shapiro–Wilk normality test

Template

For each statistical testing recipe, the notebook follows the same structure:

• Data
• Assumptions
• Hypotheses
• Power calculations
• Test statistic
• Sampling distribution
• Examples
  • Example 0: synthetic data when H0 is true
  • Example 1: synthetic data when H0 is false
  • Examples 2...n: other examples
• Effect size estimates
• Related tests
• Discussion
• Links

Why use synthetic data

We use "fake" data for the examples 0 and 1 in order to illustrate the canonical data type each statistical test is designed to detect. This is a good "sanity check" to use for any statistical analysis technique: before trying on your real-world dataset, try it on synthetic data to make sure it works as expected (is able to detect a difference when a difference exists, and correctly fails to reject H0 when no difference exists).