/**
* Copyright (C) 2013-2017 Vasilis Vryniotis
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.datumbox.framework.core.statistics.parametrics.independentsamples;
import com.datumbox.framework.core.statistics.distributions.ContinuousDistributions;
/**
* Student's Independent Sample Mean test.
*
* @author Vasilis Vryniotis
*/
public class StudentsIndependentSamples {
/**
* Independent Samples Mean Test for Students.
* Requirements: Normal with unknown Variances, not equal variances
*
* @param xbar
* @param ybar
* @param n
* @param m
* @param stdx
* @param stdy
* @param is_twoTailed
* @param aLevel
* @return
*/
public static boolean testMeansUnknownNotEqualVars(double xbar, double ybar, int n, int m, double stdx, double stdy, boolean is_twoTailed, double aLevel) {
//also known as Welch's T-test: http://en.wikipedia.org/wiki/Welch's_t_test
if(n<=1 || stdx<=0 || m<=1 || stdy<=0) {
throw new IllegalArgumentException("The values of the provided parameters are not within the permitted range.");
}
double varx=stdx*stdx;
double vary=stdy*stdy;
//standardize it
double t = (xbar-ybar)/Math.sqrt(varx/n+vary/m);
int df = (int)Math.round(Math.pow(varx/n+vary/m,2)/(Math.pow(varx/n,2)/(n-1) + Math.pow(vary/m,2)/(m-1)));
boolean rejectH0=checkCriticalValue(t, df, is_twoTailed, aLevel);
return rejectH0;
}
/**
* Independent Samples Mean Test for Students.
* Requirements: Normal with unknown Variances, equal variances
*
* @param xbar
* @param ybar
* @param n
* @param m
* @param stdx
* @param stdy
* @param is_twoTailed
* @param aLevel
* @return
*/
public static boolean testMeansUnknownEqualVars(double xbar, double ybar, int n, int m, double stdx, double stdy, boolean is_twoTailed, double aLevel) {
if(n<=1 || stdx<=0 || m<=1 || stdy<=0) {
throw new IllegalArgumentException("The values of the provided parameters are not within the permitted range.");
}
double PooledVariance=((n-1)*stdx*stdx+(m-1)*stdy*stdy)/(n+m-2.0);
//standardize it
double t=(xbar-ybar)/Math.sqrt(PooledVariance/n+PooledVariance/m);
int df=n+m-2;
boolean rejectH0=checkCriticalValue(t, df, is_twoTailed, aLevel);
return rejectH0;
}
/**
* Checks the Critical Value to determine if the Hypothesis should be rejected
*
* @param score
* @param df
* @param is_twoTailed
* @param aLevel
* @return
*/
private static boolean checkCriticalValue(double score, int df, boolean is_twoTailed, double aLevel) {
double probability=ContinuousDistributions.studentsCdf(score,df);
boolean rejectH0=false;
double a=aLevel;
if(is_twoTailed) { //if to tailed test then split the statistical significance in half
a=aLevel/2;
}
if(probability<=a || probability>=(1-a)) {
rejectH0=true;
}
return rejectH0;
}
}
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