Sign test  overview
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Sign test  Binomial test for a single proportion  Two sample $z$ test 


Independent variable  Independent variable  Independent/grouping variable  
2 paired groups  None  One categorical with 2 independent groups  
Dependent variable  Dependent variable  Dependent variable  
One of ordinal level  One categorical with 2 independent groups  One quantitative of interval or ratio level  
Null hypothesis  Null hypothesis  Null hypothesis  
 H_{0}: $\pi = \pi_0$
Here $\pi$ is the population proportion of 'successes', and $\pi_0$ is the population proportion of successes according to the null hypothesis.  H_{0}: $\mu_1 = \mu_2$
Here $\mu_1$ is the population mean for group 1, and $\mu_2$ is the population mean for group 2.  
Alternative hypothesis  Alternative hypothesis  Alternative hypothesis  
 H_{1} two sided: $\pi \neq \pi_0$ H_{1} right sided: $\pi > \pi_0$ H_{1} left sided: $\pi < \pi_0$  H_{1} two sided: $\mu_1 \neq \mu_2$ H_{1} right sided: $\mu_1 > \mu_2$ H_{1} left sided: $\mu_1 < \mu_2$  
Assumptions  Assumptions  Assumptions  


 
Test statistic  Test statistic  Test statistic  
$W = $ number of difference scores that is larger than 0  $X$ = number of successes in the sample  $z = \dfrac{(\bar{y}_1  \bar{y}_2)  0}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}} = \dfrac{\bar{y}_1  \bar{y}_2}{\sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}}$
Here $\bar{y}_1$ is the sample mean in group 1, $\bar{y}_2$ is the sample mean in group 2, $\sigma^2_1$ is the population variance in population 1, $\sigma^2_2$ is the population variance in population 2, $n_1$ is the sample size of group 1, and $n_2$ is the sample size of group 2. The 0 represents the difference in population means according to the null hypothesis. The denominator $\sqrt{\frac{\sigma^2_1}{n_1} + \frac{\sigma^2_2}{n_2}}$ is the standard deviation of the sampling distribution of $\bar{y}_1  \bar{y}_2$. The $z$ value indicates how many of these standard deviations $\bar{y}_1  \bar{y}_2$ is removed from 0. Note: we could just as well compute $\bar{y}_2  \bar{y}_1$ in the numerator, but then the left sided alternative becomes $\mu_2 < \mu_1$, and the right sided alternative becomes $\mu_2 > \mu_1$.  
Sampling distribution of $W$ if H_{0} were true  Sampling distribution of $X$ if H0 were true  Sampling distribution of $z$ if H_{0} were true  
The exact distribution of $W$ under the null hypothesis is the Binomial($n$, $P$) distribution, with $n =$ number of positive differences $+$ number of negative differences, and $P = 0.5$.
If $n$ is large, $W$ is approximately normally distributed under the null hypothesis, with mean $nP = n \times 0.5$ and standard deviation $\sqrt{nP(1P)} = \sqrt{n \times 0.5(1  0.5)}$. Hence, if $n$ is large, the standardized test statistic $$z = \frac{W  n \times 0.5}{\sqrt{n \times 0.5(1  0.5)}}$$ follows approximately the standard normal distribution if the null hypothesis were true.  Binomial($n$, $P$) distribution.
Here $n = N$ (total sample size), and $P = \pi_0$ (population proportion according to the null hypothesis).  Standard normal distribution  
Significant?  Significant?  Significant?  
If $n$ is small, the table for the binomial distribution should be used: Two sided:
If $n$ is large, the table for standard normal probabilities can be used: Two sided:
 Two sided:
 Two sided:
 
n.a.  n.a.  $C\%$ confidence interval for $\mu_1  \mu_2$  
    $(\bar{y}_1  \bar{y}_2) \pm z^* \times \sqrt{\dfrac{\sigma^2_1}{n_1} + \dfrac{\sigma^2_2}{n_2}}$
where the critical value $z^*$ is the value under the normal curve with the area $C / 100$ between $z^*$ and $z^*$ (e.g. $z^*$ = 1.96 for a 95% confidence interval). The confidence interval for $\mu_1  \mu_2$ can also be used as significance test.  
n.a.  n.a.  Visual representation  
    
Equivalent to  n.a.  n.a.  
Two sided sign test is equivalent to
     
Example context  Example context  Example context  
Do people tend to score higher on mental health after a mindfulness course?  Is the proportion of smokers amongst office workers different from $\pi_0 = 0.2$?  Is the average mental health score different between men and women? Assume that in the population, the standard devation of the mental health scores is $\sigma_1 = 2$ amongst men and $\sigma_2 = 2.5$ amongst women.  
SPSS  SPSS  n.a.  
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
 Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
   
Jamovi  Jamovi  n.a.  
Jamovi does not have a specific option for the sign test. However, you can do the Friedman test instead. The $p$ value resulting from this Friedman test is equivalent to the two sided $p$ value that would have resulted from the sign test. Go to:
ANOVA > Repeated Measures ANOVA  Friedman
 Frequencies > 2 Outcomes  Binomial test
   
Practice questions  Practice questions  Practice questions  