Statistical-Tests

Quick reference to some statistical hypothesis tests, with sample code in Python.

1. Normality Tests

(to check if the data has a Gaussian distribution)

1. Shapiro-Wilk Test
2. Anderson-Darling Test
3. D’Agostino’s K^2 Test

2. Correlation Tests

(to check whether two data samples are related)

1. Pearson’s Correlation Coefficient
2. Spearman’s Rank Correlation
3. Kendall’s Rank Correlation
4. Chi-Squared Test

3. Parametric Statistical Hypothesis Tests

(to compare data samples)

1. Student’s t-test
2. Paired Student’s t-test
3. Analysis of Variance Test (ANOVA)
4. Repeated Measures ANOVA Test

4. Non-parametric Statistical Hypothesis Tests

(to compare data samples)

1. Mann-Whitney U Test
2. Kruskal-Wallis H Test

5. Stationarity Tests

(to check if a time series is stationary or not)

1. Augmented Dickey-Fuller