de.lmu.ifi.dbs.elki.math.statistics.tests

Class WelchTTest

java.lang.Object

de.lmu.ifi.dbs.elki.math.statistics.tests.WelchTTest

All Implemented Interfaces:

GoodnessOfFitTest

public class WelchTTest
extends java.lang.Object
implements GoodnessOfFitTest

Calculates a test statistic according to Welch's t test for two samples Supplies methods for calculating the degrees of freedom according to the Welch-Satterthwaite Equation. Also directly calculates a two-sided p-value for the underlying t-distribution

Since:

0.5.0

Author:

Jan Brusis, Erich Schubert

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	WelchTTest.Parameterizer Parameterizer, to use the static instance.

Field Summary

Fields

Modifier and Type	Field and Description
static WelchTTest	STATIC Static instance.

Constructor Summary

Constructors

Constructor and Description
WelchTTest() Constructor.

Method Summary

Modifier and Type	Method and Description
static int	calculateDOF(MeanVariance mv1, MeanVariance mv2) Calculates the degree of freedom according to Welch-Satterthwaite
static double	calculatePValue(double t, int v) Calculates the two-sided p-Value of the underlying t-Distribution with v degrees of freedom
static double	calculateTestStatistic(MeanVariance mv1, MeanVariance mv2) Calculate the statistic of Welch's t test using statistical moments of the provided data samples
double	deviation(double[] sample1, double[] sample2) Measure the deviation of a full sample from a conditional sample.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

STATIC

public static final WelchTTest STATIC

Static instance.

Constructor Detail

WelchTTest

public WelchTTest()

Constructor.

Method Detail

deviation

public double deviation(double[] sample1,
                        double[] sample2)

Description copied from interface: GoodnessOfFitTest

Measure the deviation of a full sample from a conditional sample. Sample arrays may be modified, e.g. sorted, by the test.

Specified by:

deviation in interface GoodnessOfFitTest

Parameters:

sample1 - Full sample

sample2 - Conditional sample

Returns:

Deviation

calculateTestStatistic

public static double calculateTestStatistic(MeanVariance mv1,
                                            MeanVariance mv2)

Calculate the statistic of Welch's t test using statistical moments of the provided data samples

Parameters:

mv1 - Mean and variance of first sample

mv2 - Mean and variance of second sample

Returns:

Welch's t statistic

calculateDOF

public static int calculateDOF(MeanVariance mv1,
                               MeanVariance mv2)

Calculates the degree of freedom according to Welch-Satterthwaite

Parameters:

mv1 - Mean and variance of first sample

mv2 - Mean and variance of second sample

Returns:

Estimated degrees of freedom.

calculatePValue

public static double calculatePValue(double t,
                                     int v)

Calculates the two-sided p-Value of the underlying t-Distribution with v degrees of freedom

Parameters:

t - Integration limit

v - Degrees of freedom

Returns:

p-Value