/usr/include/studentttests.h is in libalglib-dev 2.6.0-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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Copyright (c) 2007, Sergey Bochkanov (ALGLIB project).
>>> SOURCE LICENSE >>>
This program is free software; you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation (www.fsf.org); either version 2 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
A copy of the GNU General Public License is available at
http://www.fsf.org/licensing/licenses
>>> END OF LICENSE >>>
*************************************************************************/
#ifndef _studentttests_h
#define _studentttests_h
#include "ap.h"
#include "ialglib.h"
#include "gammafunc.h"
#include "normaldistr.h"
#include "ibetaf.h"
#include "studenttdistr.h"
/*************************************************************************
One-sample t-test
This test checks three hypotheses about the mean of the given sample. The
following tests are performed:
* two-tailed test (null hypothesis - the mean is equal to the given
value)
* left-tailed test (null hypothesis - the mean is greater than or
equal to the given value)
* right-tailed test (null hypothesis - the mean is less than or equal
to the given value).
The test is based on the assumption that a given sample has a normal
distribution and an unknown dispersion. If the distribution sharply
differs from normal, the test will work incorrectly.
Input parameters:
X - sample. Array whose index goes from 0 to N-1.
N - size of sample.
Mean - assumed value of the mean.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
-- ALGLIB --
Copyright 08.09.2006 by Bochkanov Sergey
*************************************************************************/
void studentttest1(const ap::real_1d_array& x,
int n,
double mean,
double& bothtails,
double& lefttail,
double& righttail);
/*************************************************************************
Two-sample pooled test
This test checks three hypotheses about the mean of the given samples. The
following tests are performed:
* two-tailed test (null hypothesis - the means are equal)
* left-tailed test (null hypothesis - the mean of the first sample is
greater than or equal to the mean of the second sample)
* right-tailed test (null hypothesis - the mean of the first sample is
less than or equal to the mean of the second sample).
Test is based on the following assumptions:
* given samples have normal distributions
* dispersions are equal
* samples are independent.
Input parameters:
X - sample 1. Array whose index goes from 0 to N-1.
N - size of sample.
Y - sample 2. Array whose index goes from 0 to M-1.
M - size of sample.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
-- ALGLIB --
Copyright 18.09.2006 by Bochkanov Sergey
*************************************************************************/
void studentttest2(const ap::real_1d_array& x,
int n,
const ap::real_1d_array& y,
int m,
double& bothtails,
double& lefttail,
double& righttail);
/*************************************************************************
Two-sample unpooled test
This test checks three hypotheses about the mean of the given samples. The
following tests are performed:
* two-tailed test (null hypothesis - the means are equal)
* left-tailed test (null hypothesis - the mean of the first sample is
greater than or equal to the mean of the second sample)
* right-tailed test (null hypothesis - the mean of the first sample is
less than or equal to the mean of the second sample).
Test is based on the following assumptions:
* given samples have normal distributions
* samples are independent.
Dispersion equality is not required
Input parameters:
X - sample 1. Array whose index goes from 0 to N-1.
N - size of the sample.
Y - sample 2. Array whose index goes from 0 to M-1.
M - size of the sample.
Output parameters:
BothTails - p-value for two-tailed test.
If BothTails is less than the given significance level
the null hypothesis is rejected.
LeftTail - p-value for left-tailed test.
If LeftTail is less than the given significance level,
the null hypothesis is rejected.
RightTail - p-value for right-tailed test.
If RightTail is less than the given significance level
the null hypothesis is rejected.
-- ALGLIB --
Copyright 18.09.2006 by Bochkanov Sergey
*************************************************************************/
void unequalvariancettest(const ap::real_1d_array& x,
int n,
const ap::real_1d_array& y,
int m,
double& bothtails,
double& lefttail,
double& righttail);
#endif
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