Non-parametric (or distribution-free) tests make no assumptions about the probability distributions of the variables being assessed. NMath Stats provides classes for several common non-parametric tests:
● Class OneSampleKSTest performs a Kolmogorov-Smirnov test of the distribution of one sample.
● Class TwoSampleKSTest performs a two-sample Kolmogorov-Smirnov test to compare the distributions of values in two data sets.
● Class ShapiroWilkTest tests the null hypothesis that the sample comes from a normally distributed population.
● Class OneSampleAndersonDarlingTest performs a Anderson-Darling test of the distribution of one sample.
● Class KruskalWallisTest performs a Kruskal-Wallis rank sum test.
This chapter describes the non-parametric test classes.
See Section 3.9 for Spearman's rank correlation coefficient, commonly known as Spearman's rho.