----------------------------------------------------------------------------- -- | -- Module : Numeric.Statistics.TTest -- Copyright : (c) Matthew Donadio 2002 -- License : GPL -- -- Maintainer : m.p.donadio@ieee.org -- Stability : experimental -- Portability : portable -- -- UNTESTED: DO NOT USE -- -- Student's t-test functions -- -- Reference: NRiC -- ----------------------------------------------------------------------------- module Numeric.Statistics.TTest (ttest, tutest, tptest) where import Numeric.Statistics.Covariance import Numeric.Statistics.Moment ttest :: [Double] -- ^ X1 -> [Double] -- ^ X2 -> Double -- ^ t ttest x1 x2 = t where t = (mu1 - mu2) / s_d mu1 = Prelude.sum x1 / n1 mu2 = Prelude.sum x2 / n2 v1 = Prelude.sum (map (\x -> (x - mu1)^(2::Int)) x1) v2 = Prelude.sum (map (\x -> (x - mu2)^(2::Int)) x2) n1 = fromIntegral \$ length \$ x1 n2 = fromIntegral \$ length \$ x2 s_d = sqrt (((v1 + v2) / (n1+n2-2)) * (1/n1 + 1/n2)) tutest :: [Double] -- ^ X1 -> [Double] -- ^ X2 -> Double -- ^ t tutest x1 x2 = t where t = (mu1 - mu2) / sqrt (var1 / n1 + var2 / n2) mu1 = mean x1 mu2 = mean x2 var1 = var x1 var2 = var x2 n1 = fromIntegral \$ length \$ x1 n2 = fromIntegral \$ length \$ x2 tptest :: [Double] -- ^ X1 -> [Double] -- ^ X2 -> Double -- ^ t tptest x1 x2 = t where t = (mu1 - mu2) / s_d mu1 = mean x1 mu2 = mean x2 var1 = var x1 var2 = var x2 s_d = sqrt ((var1 + var2 - 2 * cov x1 x2) / n) n = fromIntegral \$ length \$ x1