Ranking and Fractional Ranking in Statistics: Methods and Formulas, Study notes of Mathematical Statistics

An overview of ranking and fractional ranking methods in statistics. It covers four ways of assigning ranks to cases based on different tie handling rules, as well as the calculation of fractional ranks using various methods such as blom, rankit, tukey, and van der waerden. The document also explains how to calculate normal scores and savage scores based on these fractional ranks.

Typology: Study notes

2011/2012

Uploaded on 10/31/2012

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bg1
1
RANK
Notation
Let yy y
m12
<<<Lbe m distinct ordered observations for the sample and
CC C
m12
,,,K be the corresponding sum of caseweights for each value. Define
CC C y
WCC C
ik
k
i
i
mk
k
m
==
== =
=
=
1
1
cumulative sum of caseweights up to
total sum of caseweights
Statistics
Rank Ri
16
A rank is assigned to each case based on four different ways of treating ties or
caseweights not equal to 1.
For every i, im=1, ,K,
(a) if Ci1
RCC
ii
=+
11 if TIES = LOW
RCC
ii
= if TIES = HIGH
RCC C
ii i
=++
112
16
if TIES = MEAN
Ri
i= if TIES = CONDENSE
pf3
pf4

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1

Notation

Let y 1 < y 2 < L (b) if Ci < 1

R (^) i = CCi− 1 if TIES = LOW

R (^) i = CCi if TIES = HIGH

R (^) i = CC (^) i − 1 +Ci 2 if TIES = MEAN

R (^) i = i if TIES = CONDENSE

Note: CC 0 = 0.

RFRACTION ( RFi )

Fractional rank: RFi = R (^) iW , i = 1, K,m

PERCENT ( P i )

Fractional rank as a percentage:

P

R

i (^) W = i× 100 , i = 1, K,m

PROPORTION ( Fi ): Estimate for Cumulative Proportion

The proportion is calculated for each case based on four different methods of estimating fractional rank:

Fi = 4 Ri − (^38) 9 4W +^149 (BLOM)

Fi = 4 Ri − 129 W (RANKIT)

Fi = 4 Ri − (^13) 9 4W +^139 (TUKEY)

Fi = R (^) i 1 W + 16 (Van der Waerden)

Note: Fi will be set to SYSMIS if the calculated value of Fi by the formula is negative.

where

i CC i CC W

W W

W W

g CC i g CC i

i i

i i i i

1 1 2

1 1 2

1 2

% & ' = − = −

if is an integer if is not an integer

and l 1 , K ,l (^) w∗ are defined as the expected values of the order statistics from an exponential distribution; that is

l W K

j K

j

= ∗−^ +

References

Blom, G. 1958. Statistical estimates and transformed beta variables. New York: John Wiley & Sons, Inc.

Chambers, J. M., Cleveland, W. S., Kleiner, B., and Tukey, P. A. 1983. Graphical methods for data analysis. Belmont, Calif.: Wadsworth International Group; Boston: Duxbury Press.

Lehmann, E. L. 1975. Nonparametrics: Statistical Methods Based on Ranks. San Francisco: Holden-Day.

Tukey, J. W. 1962. The future of data analysis. The Annals of Mathematical Statistics, 33: 1–67 (Correction: 33: 812)