A test that makes no distributional assumptions about the population under investigation. The adjective ‘non-parametric’ was introduced by Wolfowitz in 1942. Non-parametric tests are usually very simple to perform (e.g. the runs test and the sign test) and often make use of ranks (examples include the Mann–Whitney and Wilcoxon signed-rank tests). See also Friedman test; Kendall's τ; Kolmogorov–Smirnov test; Kruskal–Wallis test; Spearman's ρ; Van der Waerden test.
Subjects: Probability and Statistics.