Sign test  overview
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Sign test  Binomial test for a single proportion  Chisquared test for the relationship between two categorical variables  Paired sample $t$ test 


Independent variable  Independent variable  Independent /column variable  Independent variable  
2 paired groups  None  One categorical with $I$ independent groups ($I \geqslant 2$)  2 paired groups  
Dependent variable  Dependent variable  Dependent /row variable  Dependent variable  
One of ordinal level  One categorical with 2 independent groups  One categorical with $J$ independent groups ($J \geqslant 2$)  One quantitative of interval or ratio level  
Null hypothesis  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}: there is no association between the row and column variable More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
 H_{0}: $\mu = \mu_0$
Here $\mu$ is the population mean of the difference scores, and $\mu_0$ is the population mean of the difference scores according to the null hypothesis, which is usually 0. A difference score is the difference between the first score of a pair and the second score of a pair.  
Alternative hypothesis  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}: there is an association between the row and column variable More precisely, if there are $I$ independent random samples of size $n_i$ from each of $I$ populations, defined by the independent variable:
 H_{1} two sided: $\mu \neq \mu_0$ H_{1} right sided: $\mu > \mu_0$ H_{1} left sided: $\mu < \mu_0$  
Assumptions  Assumptions  Assumptions  Assumptions  



 
Test statistic  Test statistic  Test statistic  Test statistic  
$W = $ number of difference scores that is larger than 0  $X$ = number of successes in the sample  $X^2 = \sum{\frac{(\mbox{observed cell count}  \mbox{expected cell count})^2}{\mbox{expected cell count}}}$
Here for each cell, the expected cell count = $\dfrac{\mbox{row total} \times \mbox{column total}}{\mbox{total sample size}}$, the observed cell count is the observed sample count in that same cell, and the sum is over all $I \times J$ cells.  $t = \dfrac{\bar{y}  \mu_0}{s / \sqrt{N}}$
Here $\bar{y}$ is the sample mean of the difference scores, $\mu_0$ is the population mean of the difference scores according to the null hypothesis, $s$ is the sample standard deviation of the difference scores, and $N$ is the sample size (number of difference scores). The denominator $s / \sqrt{N}$ is the standard error of the sampling distribution of $\bar{y}$. The $t$ value indicates how many standard errors $\bar{y}$ is removed from $\mu_0$.  
Sampling distribution of $W$ if H_{0} were true  Sampling distribution of $X$ if H0 were true  Sampling distribution of $X^2$ if H_{0} were true  Sampling distribution of $t$ 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).  Approximately the chisquared distribution with $(I  1) \times (J  1)$ degrees of freedom  $t$ distribution with $N  1$ degrees of freedom  
Significant?  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.  n.a.  $C\%$ confidence interval for $\mu$  
      $\bar{y} \pm t^* \times \dfrac{s}{\sqrt{N}}$
where the critical value $t^*$ is the value under the $t_{N1}$ distribution with the area $C / 100$ between $t^*$ and $t^*$ (e.g. $t^*$ = 2.086 for a 95% confidence interval when df = 20). The confidence interval for $\mu$ can also be used as significance test.  
n.a.  n.a.  n.a.  Effect size  
      Cohen's $d$: Standardized difference between the sample mean of the difference scores and $\mu_0$: $$d = \frac{\bar{y}  \mu_0}{s}$$ Cohen's $d$ indicates how many standard deviations $s$ the sample mean of the difference scores $\bar{y}$ is removed from $\mu_0.$  
n.a.  n.a.  n.a.  Visual representation  
      
Equivalent to  n.a.  n.a.  Equivalent to  
Two sided sign test is equivalent to
    
 
Example context  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 there an association between economic class and gender? Is the distribution of economic class different between men and women?  Is the average difference between the mental health scores before and after an intervention different from $\mu_0 = 0$?  
SPSS  SPSS  SPSS  SPSS  
Analyze > Nonparametric Tests > Legacy Dialogs > 2 Related Samples...
 Analyze > Nonparametric Tests > Legacy Dialogs > Binomial...
 Analyze > Descriptive Statistics > Crosstabs...
 Analyze > Compare Means > PairedSamples T Test...
 
Jamovi  Jamovi  Jamovi  Jamovi  
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
 Frequencies > Independent Samples  $\chi^2$ test of association
 TTests > Paired Samples TTest
 
Practice questions  Practice questions  Practice questions  Practice questions  