{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/one-and-two-sample-nonparametric-tests-for","title":"One- and two-sample nonparametric tests for the signal-to-noise ratio based on record statistics","arxiv_id":"1502.05367","date":"2015-02-18","proceeding":null,"authors":["Damien Challet"],"abstract":"A new family of nonparametric statistics, the r-statistics, is introduced. It consists of counting the number of records of the cumulative sum of the sample. The single-sample r-statistic is almost as powerful as Student's t-statistic for Gaussian and uniformly distributed variables, and more powerful than the sign and Wilcoxon signed-rank statistics as long as the data are not too heavy-tailed. Three two-sample parametric r-statistics are proposed, one with a higher specificity but a smaller sensitivity than Mann-Whitney U-test and the other one a higher sensitivity but a smaller specificity. A nonparametric two-sample r-statistic is introduced, whose power is very close to that of Welch statistic for Gaussian or uniformly distributed variables.","url_abs":"http://arxiv.org/abs/1502.05367v2","url_pdf":"http://arxiv.org/pdf/1502.05367v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"links_only","authors_date_abstract":"arXiv metadata, CC0 1.0 (https://info.arxiv.org/help/license), from the Kaggle arXiv metadata snapshot of 2026-09-12"},"code_links":[{"paper_slug":"one-and-two-sample-nonparametric-tests-for","repo_url":"https://github.com/damienchallet/rstatistics","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}