Added z-test impl & test brownplt#1732

ds26gte · Apr 15, 2024 · 363038c · 363038c
1 parent 2ba6dd1
commit 363038c
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diff --git a/src/arr/trove/statistics.arr b/src/arr/trove/statistics.arr
@@ -17,6 +17,7 @@ provide {
     t-test-paired: t-test-paired,
     t-test-pooled: t-test-pooled,
     t-test-independent: t-test-independent,
+    z-test: z-test,
     chi-square: chi-square
 } end
 provide-types *
@@ -268,6 +269,15 @@ fun t-test-independent(l1 :: List, l2 :: List) -> Number:
   end
 end
 
+fun z-test(l1 :: List, l2 :: List, sd1 :: Number, sd2 :: Number) -> Number:
+  doc: "z-test"
+  n1 = l1.length()
+  n2 = l2.length()
+  x-bar-1 = mean(l1)
+  x-bar-2 = mean(l2)
+  (x-bar-1 - x-bar-2) / num-sqrt((num-expt(sd1, 2) / n1) + (num-expt(sd2, 2) / n2))
+end
+
 fun chi-square(obs :: List, exp :: List) -> Number:
   doc: "chi-square"
   math.sum(map2(lam(o, e): num-expt(o - e, 2) / e end, obs, exp))

diff --git a/tests/pyret/tests/test-statistics.arr b/tests/pyret/tests/test-statistics.arr
@@ -81,6 +81,8 @@ check "numeric helpers":
   t-test-independent([list: 1, 2, 3], [list: 4, 5, 6]) is%(within(0.01)) -3.674
   t-test-independent([list: 1, 2, 3], [list: 4, 5, 6, 7]) is%(within(0.01)) -4.041
 
+  z-test([list: 1, 2, 3], [list: 4, 5, 6], 1.58, 2.58) is%(within(0.01)) -1.718
+
   chi-square([list: 1, 2, 3, 4], [list: 1, 2, 3, 4]) is 0
   chi-square([list: 1, 2, 3, 4], [list: 0.9, 1.8, 3.5, 4.7]) is%(within(0.01)) 0.209
 end