I'm looking to generate some statistics about a model I created in python. I'd like to generate the t-test on it, but was wondering if there was an easy way to do this with numpy/scipy. Are there any good explanations around?
For example, I have three related datasets that look like this:
[55.0, 55.0, 47.0, 47.0, 55.0, 55.0, 55.0, 63.0]
Now, I would like to do the student's t-test on them.
Once you get your t-value, you may wonder how to interpret it as a probability -- I did. Here is a function I wrote to help with that.
It's based on info I gleaned from http://www.vassarstats.net/rsig.html and http://en.wikipedia.org/wiki/Student%27s_t_distribution.
# Given (possibly random) variables, X and Y, and a correlation direction,
# returns:
# (r, p),
# where r is the Pearson correlation coefficient, and p is the probability
# of getting the observed values if there is actually no correlation in the given
# direction.
#
# direction:
# if positive, p is the probability of getting the observed result when there is no
# positive correlation in the normally distributed full populations sampled by X
# and Y
# if negative, p is the probability of getting the observed result, when there is no
# negative correlation
# if 0, p is the probability of getting your result, if your hypothesis is true that
# there is no correlation in either direction
def probabilityOfResult(X, Y, direction=0):
x = len(X)
if x != len(Y):
raise ValueError("variables not same len: " + str(x) + ", and " + \
str(len(Y)))
if x < 6:
raise ValueError("must have at least 6 samples, but have " + str(x))
(corr, prb_2_tail) = stats.pearsonr(X, Y)
if not direction:
return (corr, prb_2_tail)
prb_1_tail = prb_2_tail / 2
if corr * direction > 0:
return (corr, prb_1_tail)
return (corr, 1 - prb_1_tail)