share/stats/rtest_stats.mac

   1 (kill (all),
   2  load (stats),
   3  save_tolerance : float_approx_equal_tolerance,
   4  float_approx_equal_tolerance : 1e-8,
   5  0);
   6 0;
   7
   8 test_mean([78,64,35,45,45,75,43,74,42,42],
   9           'conflevel=0.9,
  10           'alternative='less,
  11           'mean=50);
  12 inference_result("MEAN TEST",
  13                         [[mean_estimate,54.3],[conf_level,0.9],
  14                          [conf_interval,[minf,61.51314273502712]],
  15                          [method,"Exact t-test. Unknown variance."],
  16                          [hypotheses,
  17                           "H0: mean = 50 , H1: mean < 50"],
  18                          [statistic,.8244705235071678],
  19                          [distribution,[student_t,9]],
  20                          [p_value,.7845100411786889]],[1,2,3,4,5,6,7,8]);
  21
  22
  23
  24 test_means_difference([20.4,62.5,61.3,44.2,11.1,23.7],
  25                [1.2,6.9,38.7,20.4,17.2],
  26                'alternative='greater);
  27 inference_result("DIFFERENCE OF MEANS TEST",
  28                         [[diff_estimate,20.31999999999999],[conf_level,0.95],
  29                          [conf_interval,[-.04597417812882298,inf]],
  30                          [method,"Exact t-test. Welch approx."],
  31                          [hypotheses,"H0: mean1 = mean2 , H1: mean1 > mean2"],
  32                          [statistic,1.838004300728477],
  33                          [distribution,[student_t,8.62758740184604]],
  34                          [p_value,.05032746527991905]],[1,2,3,4,5,6,7,8]);
  35
  36
  37
  38 test_variance([203,229,215,220,223,233,208,228,209],
  39               'alternative='greater,
  40               'variance=200);
  41 inference_result("VARIANCE TEST",
  42                         [[var_estimate,110.75],[conf_level,0.95],
  43                          [conf_interval,[57.13433376937479,inf]],
  44                          [method,
  45                           "Variance Chi-square test. Unknown mean."],
  46                          [hypotheses,
  47                           "H0: var = 200 , H1: var > 200"],
  48                          [statistic,4.43],[distribution,[chi2,8]],
  49                          [p_value,.8163948512777689]],[1,2,3,4,5,6,7,8]);
  50
  51
  52
  53
  54 test_variance_ratio([20.4,62.5,61.3,44.2,11.1,23.7],
  55                     [1.2,6.9,38.7,20.4,17.2],
  56                     'alternative='greater);
  57 inference_result("VARIANCE RATIO TEST",
  58                         [[ratio_estimate,2.316933391522034],[conf_level,0.95],
  59                          [conf_interval,[.3703504689507268,inf]],
  60                          [method,
  61                           "Variance ratio F-test. Unknown means."],
  62                          [hypotheses,"H0: var1 = var2 , H1: var1 > var2"],
  63                          [statistic,2.316933391522034],[distribution,[f,5,4]],
  64                          [p_value,.2179269692254457]],[1,2,3,4,5,6,7,8]);
  65
  66
  67
  68
  69 test_sign([2,0.1,7,1.8,4,2.3,5.6,7.4,5.1,6.1,6],
  70           'median=6,
  71           'alternative='greater);
  72 inference_result("SIGN TEST",
  73                         [[med_estimate,5.1],
  74                          [method,"Non parametric sign test."],
  75                          [hypotheses,
  76                           "H0: median = 6 , H1: median > 6"],
  77                          [statistic,7],[distribution,[binomial,10,0.5]],
  78                          [p_value,.05468749999999989]],[1,2,3,4,5,6]);
  79
  80
  81
  82
  83 test_signed_rank([17.1,15.9,13.7,13.4,15.5,17.6],
  84                  'median=15,
  85                  'alternative=greater);
  86 inference_result("SIGNED RANK TEST",
  87                         [[med_estimate,15.7],[method,"Exact test"],
  88                          [hypotheses,
  89                           "H0: med = 15 , H1: med > 15"],
  90                          [statistic,14],[distribution,[signed_rank,6]],
  91                          [p_value,0.28125]],[1,2,3,4,5,6]);
  92
  93
  94
  95 test_rank_sum([12,15,17,38,42,10,23,35,28],
  96               [21,18,25,14,52,65,40,43],
  97               'alternative='less);
  98 inference_result("RANK SUM TEST",
  99                         [[method,"Exact test"],
 100                          [hypotheses,"H0: med1 = med2 , H1: med1 < med2"],
 101                          [statistic,22],[distribution,[rank_sum,9,8]],
 102                          [p_value,0.0997943233237351]],[1,2,3,4,5]);
 103
 104
 105
 106 test_normality([12,15,17,38,42,10,23,35,28]);
 107 inference_result("SHAPIRO - WILK TEST",
 108                         [[statistic,.9251055695162436],
 109                          [p_value,.4361763918860381]],[1,2]);
 110
 111
 112
 113 z:simple_linear_regression(matrix([125,140.7],[130,155.1],[135,160.3],[140,167.2],[145,169.8]),
 114                     'conflevel=0.99);
 115 inference_result("SIMPLE LINEAR REGRESSION",
 116                        [[model,1.405999999999985*x-31.18999999999804],
 117                         [means,[135.0,158.62]],
 118                         [variances,[50.0,106.9896000000008]],
 119                         [correlation,.9611685255255155],
 120                         [adc,.8984599126145604],
 121                         [a_estimation,-31.18999999999804],
 122                         [a_conf_int,[-215.2179151598772,152.8379151598812]],
 123                         [b_estimation,1.405999999999985],
 124                         [b_conf_int,[.04469633662525307,2.767303663374718]],
 125                         [hypotheses,"H0: b = 0 ,H1: b # 0"],
 126                         [statistic,6.032686683658114],
 127                         [distribution,[student_t,3]],
 128                         [p_value,.009131954735741799],
 129                         [v_estimation,13.57966666666665],
 130                         [v_conf_int,[3.173274925102496,568.0143894218797]],
 131                         [cond_mean_conf_int,
 132                          [1.405999999999985*x
 133                            -21.52410081697646*(0.004*(135.0-x)^2+0.2)^0.5
 134                            -31.18999999999804,
 135                           1.405999999999985*x
 136                            +21.52410081697646*(0.004*(135.0-x)^2+0.2)^0.5
 137                            -31.18999999999804]],
 138                         [new_pred_conf_int,
 139                          [1.405999999999985*x
 140                            -21.52410081697646*(0.004*(135.0-x)^2+1.2)^0.5
 141                            -31.18999999999804,
 142                           1.405999999999985*x
 143                            +21.52410081697646*(0.004*(135.0-x)^2+1.2)^0.5
 144                            -31.18999999999804]],
 145                         [residuals,
 146                          [[144.5600000000001,-3.860000000000156],
 147                           [151.5900000000001,3.509999999999906],
 148                           [158.62,1.680000000000007],
 149                           [165.6499999999999,1.550000000000068],
 150                           [172.6799999999999,-2.879999999999853]]]],
 151                        [1,4,14,9,10,11,12,13]);
 152
 153
 154
 155 take_inference('model,z), 'x=133;
 156 155.808;
 157
 158
 159
 160 take_inference('means,z);
 161 [135.0,158.62];
 162
 163
 164
 165 take_inference('new_pred_conf_int,z), 'x=133;
 166 [132.0728595995113,179.5431404004887];
 167
 168 (float_approx_equal_tolerance : save_tolerance, 0);
 169 0;