Statistical Tests Guide Cheat Sheet

When to use each statistical test: parametric vs non-parametric, assumptions, test selection flowchart, and common pitfalls in test interpretation.

Last Updated: May 1, 2025

Test Selection by Data Type

Your DataGoalParametric TestNon-Parametric Alternative
1 group continuous vs known valueCompare to populationOne-sample t-testWilcoxon signed-rank
2 independent groups continuousCompare meansIndependent t-testMann-Whitney U
2 paired groups continuousCompare pairedPaired t-testWilcoxon signed-rank
3+ independent groups continuousCompare meansOne-way ANOVAKruskal-Wallis
Repeated measures (3+ times)Compare over timeRepeated ANOVAFriedman test
2 categorical variablesAssociationChi-squareFisher's exact (small n)
Correlation (continuous)Strength/associationPearson rSpearman rho / Kendall tau
1 categorical (2 levels) + continuousPredict groupLogistic regression

Parametric vs Non-Parametric

ItemDescription
Parametric AssumptionsNormality, homogeneity of variance, continuous interval/ratio data
Parametric AdvantageMore statistical power if assumptions met — detect smaller effects
Non-Parametric AdvantageNo distribution assumptions — valid for ordinal, skewed, small samples
When to Choose Non-ParametricOrdinal data, outliers present, small n, visibly non-normal distributions
Median vs MeanNon-parametric tests often compare medians, not means
Mann-Whitney UTests if one group tends to have larger values — not a test of medians per se

Normality Checks

ItemDescription
Shapiro-Wilk TestFormal test for normality — H0: data is normal; significant = non-normal
Q-Q PlotGraphical check — points should follow diagonal line
Kolmogorov-SmirnovTests if sample comes from a specific distribution
Central Limit TheoremWith n>30, sampling distribution of mean ~ normal even if data isn't
Anderson-DarlingModified normality test — more sensitive in tails than Shapiro-Wilk

Common Pitfalls

ItemDescription
Multiple TestingRunning many tests inflates Type I error — use Bonferroni or FDR correction
P-HackingTrying different tests/rejecting until p<0.05 invalidates the p-value
Practical vs Statistical SignificanceVery small effects can be 'significant' with huge n
Choosing Test After Seeing DataThe test must be chosen BEFORE data analysis — otherwise, inflated error
Pro Tip: The most common mistake: using a parametric test on non-normal data. If data is skewed or ordinal, use non-parametric tests — they sacrifice some power for validity.