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One-sample and paired Student's t-Test.
npm install @stdlib/stats-ttest
Alternatively,
- To load the package in a website via a
script
tag without installation and bundlers, use the ES Module available on theesm
branch (see README). - If you are using Deno, visit the
deno
branch (see README for usage intructions). - For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the
umd
branch (see README).
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To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.
var ttest = require( '@stdlib/stats-ttest' );
The function performs a one-sample t-test for the null hypothesis that the data in array or typed array x
is drawn from a normal distribution with mean zero and unknown variance.
var normal = require( '@stdlib/random-base-normal' ).factory;
var rnorm;
var arr;
var out;
var i;
rnorm = normal( 0.0, 2.0, {
'seed': 5776
});
arr = new Array( 100 );
for ( i = 0; i < arr.length; i++ ) {
arr[ i ] = rnorm();
}
out = ttest( arr );
/* e.g., returns
{
'rejected': false,
'pValue': ~0.722,
'statistic': ~0.357,
'ci': [~-0.333,~0.479],
// ...
}
*/
When array or typed array y
is supplied, the function tests whether the differences x - y
come from a normal distribution with mean zero and unknown variance via the paired t-test.
var normal = require( '@stdlib/random-base-normal' ).factory;
var rnorm;
var out;
var i;
var x;
var y;
rnorm = normal( 1.0, 2.0, {
'seed': 786
});
x = new Array( 100 );
y = new Array( 100 );
for ( i = 0; i < x.length; i++ ) {
x[ i ] = rnorm();
y[ i ] = rnorm();
}
out = ttest( x, y );
/* e.g., returns
{
'rejected': false,
'pValue': ~0.191,
'statistic': ~1.315,
'ci': [ ~-0.196, ~0.964 ],
// ...
}
*/
The returned object comes with a .print()
method which when invoked will print a formatted output of the hypothesis test results. print
accepts a digits
option that controls the number of decimal digits displayed for the outputs and a decision
option, which when set to false
will hide the test decision.
console.log( out.print() );
/* e.g., =>
Paired t-test
Alternative hypothesis: True difference in means is not equal to 0
pValue: 0.1916
statistic: 1.3148
df: 99
95% confidence interval: [-0.1955,0.9635]
Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
The ttest
function accepts the following options
:
- alpha:
number
in the interval[0,1]
giving the significance level of the hypothesis test. Default:0.05
. - alternative: Either
two-sided
,less
orgreater
. Indicates whether the alternative hypothesis is that the mean ofx
is larger thanmu
(greater
), smaller thanmu
(less
) or equal tomu
(two-sided
). Default:two-sided
. - mu:
number
denoting the hypothesized true mean under the null hypothesis. Default:0
.
By default, the hypothesis test is carried out at a significance level of 0.05
. To choose a different significance level, set the alpha
option.
var table;
var out;
var arr;
arr = [ 2, 4, 3, 1, 0 ];
out = ttest( arr, {
'alpha': 0.01
});
table = out.print();
/* e.g., returns
One-sample t-test
Alternative hypothesis: True mean is not equal to 0
pValue: 0.0474
statistic: 2.8284
df: 4
99% confidence interval: [-1.2556,5.2556]
Test Decision: Fail to reject null in favor of alternative at 1% significance level
*/
out = ttest( arr, {
'alpha': 0.1
});
table = out.print();
/* e.g., returns
One-sample t-test
Alternative hypothesis: True mean is not equal to 0
pValue: 0.0474
statistic: 2.8284
df: 4
90% confidence interval: [0.4926,3.5074]
Test Decision: Reject null in favor of alternative at 10% significance level
*/
To test whether the data comes from a distribution with a mean different than zero, set the mu
option.
var out;
var arr;
arr = [ 4, 4, 6, 6, 5 ];
out = ttest( arr, {
'mu': 5
});
/* e.g., returns
{
'rejected': false,
'pValue': 1,
'statistic': 0,
'ci': [ ~3.758, ~6.242 ],
// ...
}
*/
By default, a two-sided test is performed. To perform either of the one-sided tests, set the alternative
option to less
or greater
.
var table;
var out;
var arr;
arr = [ 4, 4, 6, 6, 5 ];
out = ttest( arr, {
'alternative': 'less'
});
table = out.print();
/* e.g., returns
One-sample t-test
Alternative hypothesis: True mean is less than 0
pValue: 0.9998
statistic: 11.1803
df: 4
95% confidence interval: [-Infinity,5.9534]
Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
out = ttest( arr, {
'alternative': 'greater'
});
table = out.print();
/* e.g., returns
One-sample t-test
Alternative hypothesis: True mean is greater than 0
pValue: 0.0002
statistic: 11.1803
df: 4
95% confidence interval: [4.0466,Infinity]
Test Decision: Reject null in favor of alternative at 5% significance level
*/
var normal = require( '@stdlib/random-base-normal' ).factory;
var ttest = require( '@stdlib/stats-ttest' );
var rnorm;
var arr;
var out;
var i;
rnorm = normal( 5.0, 4.0, {
'seed': 37827
});
arr = new Array( 100 );
for ( i = 0; i < arr.length; i++ ) {
arr[ i ] = rnorm();
}
// Test whether true mean is equal to zero:
out = ttest( arr );
console.log( out.print() );
/* e.g., =>
One-sample t-test
Alternative hypothesis: True mean is not equal to 0
pValue: 0
statistic: 15.0513
df: 99
95% confidence interval: [4.6997,6.127]
Test Decision: Reject null in favor of alternative at 5% significance level
*/
// Test whether true mean is equal to five:
out = ttest( arr, {
'mu': 5.0
});
console.log( out.print() );
/* e.g., =>
One-sample t-test
Alternative hypothesis: True mean is not equal to 5
pValue: 0.2532
statistic: 1.1494
df: 99
95% confidence interval: [4.6997,6.127]
Test Decision: Fail to reject null in favor of alternative at 5% significance level
*/
@stdlib/stats-ttest2
: two-sample Student's t-Test.
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
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