That's not the case. Looking for |z|>t implicitly assumes the distribution is symmetric and unimodal for a start. As in, the method would break if those assumptions were violated.
Non-parametric means more than just avoiding talk of distributions.
Non-parametric means more than just avoiding talk of distributions.
In my previous post I said "doesn't assume any distribution" I meant it doesn't depend on any particular distribution function.
But in the post above that I was sloppy and said "no assumptions about the distribution at all". Good catch.