User:Stephen.floor/Cliff's delta
This is not a Wikipedia article: It is an individual user's work-in-progress page, and may be incomplete and/or unreliable. For guidance on developing this draft, see Wikipedia:So you made a userspace draft. Find sources: Google (books · news · scholar · free images · WP refs) · FENS · JSTOR · TWL |
Cliff's delta
Cliff's delta or is a statistical measure of effect size, or how different two distributions are. It was originally developed by Norman Cliff for use with ordinal data[1]. In short, is a measure of how often one the values in one distribution are larger than the values in a second distribution. Crucially, it does not require any assumptions about the shape or spread of the two distributions.
The sample estimate is given by:
where the two distributions are of size and with items and , respectively, and is defined as the number of times.
is a linear transformation of the Mann-Whitney U statistic, however it also captures the direction of the difference in its sign. Given the Mann-Whitney , is:
The R package orddom calculates as well as bootstrap confidence intervals.
References
[edit]- ^ Cliff, Norman (1993). "Dominance statistics: Ordinal analyses to answer ordinal questions". Psychological Bulletin. 114 (3): 494.