Class: Statistics::StatisticalTest::TTest

Inherits:
Object
  • Object
show all
Defined in:
lib/statistics/statistical_test/t_test.rb

Class Method Summary collapse

Class Method Details

.perform(alpha, tails, *args) ⇒ Object

Perform a T-Test for one or two samples. For the tails param, we need a symbol: :one_tail or :two_tail



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# File 'lib/statistics/statistical_test/t_test.rb', line 6

def self.perform(alpha, tails, *args)
  return if args.size < 2

  degrees_of_freedom = 0

  t_score = if args[0].is_a? Numeric
              data_mean = args[1].mean
              data_std = args[1].standard_deviation
              comparison_mean = args[0]
              degrees_of_freedom = args[1].size

              (data_mean - comparison_mean)/(data_std / Math.sqrt(args[1].size).to_f).to_f
            else
              sample_left_mean = args[0].mean
              sample_left_variance = args[0].variance
              sample_right_variance = args[1].variance
              sample_right_mean = args[1].mean
              degrees_of_freedom = args.flatten.size - 2

              left_root = sample_left_variance/args[0].size.to_f
              right_root = sample_right_variance/args[1].size.to_f

              standard_error = Math.sqrt(left_root + right_root)

              (sample_left_mean - sample_right_mean)/standard_error.to_f
            end

  probability = Distribution::TStudent.new(degrees_of_freedom).cumulative_function(t_score)
  p_value = 1 - probability
  p_value *= 2 if tails == :two_tail

  { probability: probability,
    p_value: p_value,
    alpha: alpha,
    null: alpha < p_value,
    alternative: p_value <= alpha,
    confidence_level: 1 - alpha }
end