Hi, I have two non-normal distributions and use interquartile ranges as a dispersion measure. Now I am looking for a test, which tests whether the interquartile ranges from the two distributions are significantly different. Any idea? Thanks, joerg [[alternative HTML version deleted]]
Hi Joerg, Seems Mann-Whitney-Wilcoxon test (ks.test in R) would do the work which tests differences anywhere in two distributions, e.g. tails, interquartiles and center. Weidong Gu On Fri, Jul 13, 2012 at 7:32 AM, Schaber, J?rg <joerg.schaber at med.ovgu.de> wrote:> Hi, > > I have two non-normal distributions and use interquartile ranges as a dispersion measure. > Now I am looking for a test, which tests whether the interquartile ranges from the two distributions are significantly different. > Any idea? > > Thanks, > > joerg > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
A permutation test may be appropriate: 1. compute the ratio of the 2 IQR values (or other comparison of interest) 2. combine the data from the 2 samples into 1 pool, then randomly split into 2 groups (matching sample sizes of original) and compute the ratio of the IQR values for the 2 new samples. 3. repeat #2 a bunch of times (like for a total of 999 random splits) and combine with the original value. 4. (optional, but strongly suggested) plot a histogram of all the ratios and place a reference line of the original ratio on the plot. 5. calculate the proportion of ratios that are as extreme or more extreme than the original, this is the (approximate) p-value. On Fri, Jul 13, 2012 at 5:32 AM, Schaber, J?rg <joerg.schaber at med.ovgu.de> wrote:> Hi, > > I have two non-normal distributions and use interquartile ranges as a dispersion measure. > Now I am looking for a test, which tests whether the interquartile ranges from the two distributions are significantly different. > Any idea? > > Thanks, > > joerg > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Gregory (Greg) L. Snow Ph.D. 538280 at gmail.com