Statistics Toolbox

signtest

Sign test for paired samples

Syntax

• p = signtest(x,y,alpha)
  [p,h] = signtest(x,y,alpha)
  [p,h,stats] = signtest(x,y,alpha)
  

Description

p = signtest(x,y,alpha) returns the significance probability that the medians of two matched samples, x and y, are equal. x and y must be vectors of equal length. y may also be a scalar; in this case, signtest computes the probability that the median of x is different from the constant y. alpha is the desired level of significance and must be a scalar between zero and one.

[p,h] = signtest(x,y,alpha) also returns the result of the hypothesis test, h. h is 0 if the difference in medians of x and y is not significantly different from zero. h is 1 if the two medians are significantly different.

p is the probability of observing a result equally or more extreme than the one using the data (x and y) if the null hypothesis is true. p is calculated using the signs (plus or minus) of the differences between corresponding elements in x and y. If p is near zero, this casts doubt on this hypothesis.

[p,h,stats] = signtest(x,y,alpha) also returns a structure stats containing the field stats.sign whose value is the sign statistic. For large samples, it also contains stats.zval, the value of the normal (Z) statistic used to compute p.

Example

This example tests the hypothesis of equality of medians for two samples generated with normrnd. The samples have the same theoretical median but different standard deviations. (For the normal distribution, the mean and median are the same.)

• x = normrnd(0,1,20,1);
  y = normrnd(0,2,20,1);
  [p,h] = signtest(x,y,0.05)
  p =
      0.2632
  h =
       0
  

See Also
ranksum, signrank, ttest

signrank

silhouette