Unequal variance t-test
Regular test¶
#
HypothesisTests.UnequalVarianceTTest
— Type.
1 2 | UnequalVarianceTTest(d1::AbstractUncertainValue, d2::AbstractUncertainValue, n::Int = 1000; μ0::Real = 0) -> UnequalVarianceTTest |
Consider two samples s1
and s2
, each consisting of n
random draws from the distributions furnishing d1
and d2
, respectively.
Perform an unequal variance two-sample t-test of the null hypothesis that s1
and s2
come from distributions with equal means against the alternative hypothesis that the distributions have different means.
Pooled test¶
#
UncertainData.UncertainStatistics.UnequalVarianceTTestPooled
— Function.
1 2 | UnequalVarianceTTestPooled(d1::UncertainDataset, d2::UncertainDataset, n::Int = 1000; μ0::Real = 0) -> UnequalVarianceTTest |
Consider two samples s1[i]
and s2[i]
, each consisting of n
random draws from the distributions furnishing the uncertain values d1[i]
and d2[i]
, respectively. Gather all s1[i]
in a pooled sample S1
, and all s2[i]
in a pooled sample S2
.
This function performs an unequal variance two-sample t-test of the null hypothesis that S1
and S2
come from distributions with equal means against the alternative hypothesis that the distributions have different means.
Element-wise test¶
#
UncertainData.UncertainStatistics.UnequalVarianceTTestElementWise
— Function.
1 2 | UnequalVarianceTTestElementWise(d1::UncertainDataset, d2::UncertainDataset, n::Int = 1000; μ0::Real = 0) -> Vector{UnequalVarianceTTest} |
Consider two samples s1[i]
and s2[i]
, each consisting of n
random draws from the distributions furnishing the uncertain values d1[i]
and d2[i]
, respectively. This function performs an elementwise EqualVarianceTTest
on the pairs (s1[i], s2[i])
. Specifically:
Performs an pairwise unequal variance two-sample t-test of the null hypothesis that s1[i]
and s2[i]
come from distributions with equal means against the alternative hypothesis that the distributions have different means.
This test is sometimes known as Welch's t-test. It differs from the equal variance t-test in that it computes the number of degrees of freedom of the test using the Welch-Satterthwaite equation: