Overview
In addition to providing ensemble computation of basic statistic measures, this package also wraps various hypothesis tests from HypothesisTests.jl
. This allows us to perform hypothesis testing on ensemble realisations of the data.
Implemented hypothesis tests¶
The following hypothesis tests are implemented for uncertain data types.
- One sample t-test.
- Equal variance t-test.
- Unequal variance t-test.
- Exact Kolmogorov-Smirnov test.
- Approximate two-sample Kolmogorov-Smirnov test.
- One-sample Anderson–Darling test.
- Jarque-Bera test.
Terminology¶
Pooled statistics are computed by sampling all uncertain values comprising the dataset n times, pooling the values together and treating them as one variable, then computing the statistic.
Element-wise statistics are computed by sampling each uncertain value n times, keeping the data generated from each uncertain value separate. The statistics are the computed separately for each sample.