Answer to Exam
1.
A currency swap has a remaining life of 15 months. It involves exchanging interest at 14% on
20 million pound for interest at 10% on $30 million once a year. The term structure of interest
rates in both the UK and the US is currently fla
Chapter 14
Nonparametric Statistics
Introduction: Distribution-Free
Tests
Distribution-free tests statistical tests
that dont rely on assumptions about the
probability distribution of the sampled
population
Nonparametrics branch of inferential
statistics
14.7 Rank Correlation
In chapter 11, we have introduced a correlation coefficient r based on the observations of
two numerical variables.
Here we introduce a correlation coefficient based on ranks of observations:
Spearmans rank correlation coefficient rs
14.6 Comparing three or more populations: randomized Block design
Friedman Fr -test for RBD: no assumptions concerning the population probability
distribution.
Rank procedure:
1. Rank observations within each block;
2. Add up the ranks for each treatment
Chapter14 Nonparametric Statistics
Introduction:
Parametric statistical tests: methods for making inferences about population parameters
(confidence interval and hypothesis testing) rely on the assumptions about probability
distribution of sampled populat
MISSING DATA
TECHNIQUES
WITH SAS
IDRE
Statistical
Consulting
Group
ROAD MAP FOR TODAY
To discuss:
1. Commonly used techniques for handling missing
data, focusing on multiple imputation
2. Issues that could arise when these techniques are
used
3. Implement
14.5 comparing three or more populations: completely randomized design
Nonparametric method can used to analyze the data from CRD.
Kruskal-Wallis H-test for CRD: no assumptions concerning the
population probability distribution.
Rank Procedure:
1. Rank