module Statistics module StatisticalTest class TTest # Perform a T-Test for one or two samples. # For the tails param, we need a symbol: :one_tail or :two_tail 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 end end end