File: z_test.html

package info (click to toggle)
scipy 1.16.0-1exp7
  • links: PTS, VCS
  • area: main
  • in suites: experimental
  • size: 234,820 kB
  • sloc: cpp: 503,145; python: 344,611; ansic: 195,638; javascript: 89,566; fortran: 56,210; cs: 3,081; f90: 1,150; sh: 848; makefile: 785; pascal: 284; csh: 135; lisp: 134; xml: 56; perl: 51
file content (173 lines) | stat: -rw-r--r-- 22,999 bytes parent folder | download 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
 
<html>
<head>
<meta http-equiv="Content-Type" content="text/html; charset=UTF-8">
<title>z-tests</title>
<link rel="stylesheet" href="../math.css" type="text/css">
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
<link rel="home" href="../index.html" title="Math Toolkit 4.2.1">
<link rel="up" href="../statistics.html" title="Chapter 6. Statistics">
<link rel="prev" href="t_test.html" title="t-tests">
<link rel="next" href="runs_test.html" title="Runs tests">
<meta name="viewport" content="width=device-width, initial-scale=1">
</head>
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
<table cellpadding="2" width="100%"><tr>
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../boost.png"></td>
<td align="center"><a href="../../../../../index.html">Home</a></td>
<td align="center"><a href="../../../../../libs/libraries.htm">Libraries</a></td>
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
<td align="center"><a href="../../../../../more/index.htm">More</a></td>
</tr></table>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="t_test.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../statistics.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="runs_test.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
<div class="section">
<div class="titlepage"><div><div><h2 class="title" style="clear: both">
<a name="math_toolkit.z_test"></a><a class="link" href="z_test.html" title="z-tests"><span class="emphasis"><em>z</em></span>-tests</a>
</h2></div></div></div>
<h4>
<a name="math_toolkit.z_test.h0"></a>
      <span class="phrase"><a name="math_toolkit.z_test.synopsis"></a></span><a class="link" href="z_test.html#math_toolkit.z_test.synopsis">Synopsis</a>
    </h4>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">z_test</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>

<span class="keyword">namespace</span> <span class="identifier">boost</span> <span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">math</span> <span class="special">{</span> <span class="keyword">namespace</span> <span class="identifier">statistics</span> <span class="special">{</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">Real</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">one_sample_z_test</span><span class="special">(</span><span class="identifier">Real</span> <span class="identifier">sample_mean</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">sample_variance</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">num_samples</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">assumed_mean</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">ForwardIterator</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="keyword">typename</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">iterator_traits</span><span class="special">&lt;</span><span class="identifier">ForwardIterator</span><span class="special">&gt;::</span><span class="identifier">value_type</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">one_sample_z_test</span><span class="special">(</span><span class="identifier">ForwardIterator</span> <span class="identifier">begin</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">end</span><span class="special">,</span> <span class="identifier">Real</span> <span class="identifier">assumed_mean</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">one_sample_z_test</span><span class="special">(</span><span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">v</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">::</span><span class="identifier">value_type</span> <span class="identifier">assumed_mean</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">ForwardIterator</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="keyword">typename</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">iterator_traits</span><span class="special">&lt;</span><span class="identifier">ForwardIterator</span><span class="special">&gt;::</span><span class="identifier">value_type</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">two_sample_z_test</span><span class="special">(</span><span class="identifier">ForwardIterator</span> <span class="identifier">begin_1</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">end_1</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">begin_2</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">begin_2</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">::</span><span class="identifier">value_type</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">two_sample_z_test</span><span class="special">(</span><span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">u</span><span class="special">,</span> <span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">v</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">ForwardIterator</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="keyword">typename</span> <span class="identifier">std</span><span class="special">::</span><span class="identifier">iterator_traits</span><span class="special">&lt;</span><span class="identifier">ForwardIterator</span><span class="special">&gt;::</span><span class="identifier">value_type</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">paired_samples_z_test</span><span class="special">(</span><span class="identifier">ForwardIterator</span> <span class="identifier">begin_1</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">end_1</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">begin_2</span><span class="special">,</span> <span class="identifier">ForwardIterator</span> <span class="identifier">begin_2</span><span class="special">);</span>

<span class="keyword">template</span><span class="special">&lt;</span><span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">,</span> <span class="keyword">typename</span> <span class="identifier">Real</span> <span class="special">=</span> <span class="keyword">typename</span> <span class="identifier">Container</span><span class="special">::</span><span class="identifier">value_type</span><span class="special">&gt;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">pair</span><span class="special">&lt;</span><span class="identifier">Real</span><span class="special">,</span> <span class="identifier">Real</span><span class="special">&gt;</span> <span class="identifier">paired_samples_z_test</span><span class="special">(</span><span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">u</span><span class="special">,</span> <span class="identifier">Container</span> <span class="keyword">const</span> <span class="special">&amp;</span> <span class="identifier">v</span><span class="special">);</span>

<span class="special">}}}</span>
</pre>
<h4>
<a name="math_toolkit.z_test.h1"></a>
      <span class="phrase"><a name="math_toolkit.z_test.background"></a></span><a class="link" href="z_test.html#math_toolkit.z_test.background">Background</a>
    </h4>
<p>
      A set of C++11 compatible functions for various one sample and independent
      sample <span class="emphasis"><em>z</em></span>-tests. The input can be any real number or set
      of real numbers. In the event that the input is an integer or a set of integers
      typename Real will be deduced as a double precision type.
    </p>
<h4>
<a name="math_toolkit.z_test.h2"></a>
      <span class="phrase"><a name="math_toolkit.z_test.one_sample_z_test"></a></span><a class="link" href="z_test.html#math_toolkit.z_test.one_sample_z_test">One-sample
      <span class="emphasis"><em>z</em></span>-test</a>
    </h4>
<p>
      A one-sample <span class="emphasis"><em>z</em></span>-test is used to determine whether two population
      means are different when the variances are known and the sample sizes are large.
      The <span class="emphasis"><em>z</em></span>-test is closely related to the <span class="emphasis"><em>t</em></span>-test
      but can be performed using a large sample size.
    </p>
<p>
      <span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/one_sample_z_test_statistic.svg"></object></span>
    </p>
<p>
      where
    </p>
<p>
      <span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/one_sample_z_s_value.svg" width="51" height="34"></object></span>
    </p>
<p>
      with <span class="emphasis"><em>X</em></span> being the test-statistic and µ<sub>0</sub> being the assumed
      mean
    </p>
<p>
      the test statistic <span class="emphasis"><em>X</em></span> can be assumed to come from a uniform
      real distribution. Since we wish to know if the sample mean deviates from the
      true mean in either direction, the test is two-tailed. Hence the <span class="emphasis"><em>p</em></span>-value
      is straightforward to calculate from the uniform real distribution on <span class="emphasis"><em>n</em></span>
      - 1 degrees of freedom, but nonetheless it is convenient to have it computed
      here.
    </p>
<p>
      An example usage is as follows:
    </p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">vector</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">random</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">z_test</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>

<span class="identifier">std</span><span class="special">::</span><span class="identifier">random_device</span> <span class="identifier">rd</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">mt19937</span> <span class="identifier">gen</span><span class="special">{</span><span class="identifier">rd</span><span class="special">()};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">normal_distribution</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">dis</span><span class="special">{</span><span class="number">0</span><span class="special">,</span><span class="number">1</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">v</span><span class="special">(</span><span class="number">1024</span><span class="special">);</span>
<span class="keyword">for</span> <span class="special">(</span><span class="keyword">auto</span> <span class="special">&amp;</span> <span class="identifier">x</span> <span class="special">:</span> <span class="identifier">v</span><span class="special">)</span> <span class="special">{</span>
  <span class="identifier">x</span> <span class="special">=</span> <span class="identifier">dis</span><span class="special">(</span><span class="identifier">gen</span><span class="special">);</span>
<span class="special">}</span>

<span class="keyword">auto</span> <span class="special">[</span><span class="identifier">t</span><span class="special">,</span> <span class="identifier">p</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">one_sample_z_test</span><span class="special">(</span><span class="identifier">v</span><span class="special">,</span> <span class="number">0.0</span><span class="special">);</span>
</pre>
<p>
      The test statistic is the first element of the pair, and the <span class="emphasis"><em>p</em></span>-value
      is the second element.
    </p>
<h4>
<a name="math_toolkit.z_test.h3"></a>
      <span class="phrase"><a name="math_toolkit.z_test.independent_two_sample_z_test"></a></span><a class="link" href="z_test.html#math_toolkit.z_test.independent_two_sample_z_test">Independent
      two-sample <span class="emphasis"><em>z</em></span>-test</a>
    </h4>
<p>
      A two-sample <span class="emphasis"><em>z</em></span>-test determines if the means of two sets
      of data have a statistically significant difference from each other.
    </p>
<p>
      <span class="inlinemediaobject"><object type="image/svg+xml" data="../../graphs/two_sample_z_statistic.svg"></object></span> An example of usage
      is as follows:
    </p>
<pre class="programlisting"><span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">vector</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">random</span><span class="special">&gt;</span>
<span class="preprocessor">#include</span> <span class="special">&lt;</span><span class="identifier">boost</span><span class="special">/</span><span class="identifier">math</span><span class="special">/</span><span class="identifier">statistics</span><span class="special">/</span><span class="identifier">z_test</span><span class="special">.</span><span class="identifier">hpp</span><span class="special">&gt;</span>

<span class="identifier">std</span><span class="special">::</span><span class="identifier">random_device</span> <span class="identifier">rd</span><span class="special">;</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">mt19937</span> <span class="identifier">gen</span><span class="special">{</span><span class="identifier">rd</span><span class="special">()};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">normal_distribution</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">dis</span><span class="special">{</span><span class="number">0</span><span class="special">,</span><span class="number">1</span><span class="special">};</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">u</span><span class="special">(</span><span class="number">1024</span><span class="special">);</span>
<span class="identifier">std</span><span class="special">::</span><span class="identifier">vector</span><span class="special">&lt;</span><span class="keyword">double</span><span class="special">&gt;</span> <span class="identifier">v</span><span class="special">(</span><span class="number">1024</span><span class="special">);</span>
<span class="keyword">for</span><span class="special">(</span><span class="identifier">std</span><span class="special">::</span><span class="identifier">size_t</span> <span class="identifier">i</span> <span class="special">=</span> <span class="number">0</span><span class="special">;</span> <span class="identifier">i</span> <span class="special">&lt;</span> <span class="identifier">u</span><span class="special">.</span><span class="identifier">size</span><span class="special">();</span> <span class="special">++</span><span class="identifier">i</span><span class="special">)</span>
<span class="special">{</span>
  <span class="identifier">u</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">dis</span><span class="special">(</span><span class="identifier">gen</span><span class="special">);</span>
  <span class="identifier">v</span><span class="special">[</span><span class="identifier">i</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">dis</span><span class="special">(</span><span class="identifier">gen</span><span class="special">);</span>
<span class="special">}</span>

<span class="keyword">auto</span> <span class="special">[</span><span class="identifier">t</span><span class="special">,</span> <span class="identifier">p</span><span class="special">]</span> <span class="special">=</span> <span class="identifier">boost</span><span class="special">::</span><span class="identifier">math</span><span class="special">::</span><span class="identifier">statistics</span><span class="special">::</span><span class="identifier">two_sample_z_test</span><span class="special">(</span><span class="identifier">u</span><span class="special">,</span> <span class="identifier">v</span><span class="special">);</span>
</pre>
<p>
      <span class="emphasis"><em>Nota bene:</em></span> The sample sizes for the two sets of data do
      not need to be equal.
    </p>
</div>
<div class="copyright-footer">Copyright © 2006-2021 Nikhar Agrawal, Anton Bikineev, Matthew Borland,
      Paul A. Bristow, Marco Guazzone, Christopher Kormanyos, Hubert Holin, Bruno
      Lalande, John Maddock, Evan Miller, Jeremy Murphy, Matthew Pulver, Johan Råde,
      Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg, Daryle
      Walker and Xiaogang Zhang<p>
        Distributed under the Boost Software License, Version 1.0. (See accompanying
        file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
      </p>
</div>
<hr>
<div class="spirit-nav">
<a accesskey="p" href="t_test.html"><img src="../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../statistics.html"><img src="../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../index.html"><img src="../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="runs_test.html"><img src="../../../../../doc/src/images/next.png" alt="Next"></a>
</div>
</body>
</html>