All Downloads are FREE. Search and download functionalities are using the official Maven repository.

org.apache.commons.math3.stat.inference.BinomialTest Maven / Gradle / Ivy

There is a newer version: 2.12.15
Show newest version
/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package org.apache.commons.math3.stat.inference;

import org.apache.commons.math3.distribution.BinomialDistribution;
import org.apache.commons.math3.exception.MathIllegalArgumentException;
import org.apache.commons.math3.exception.MathInternalError;
import org.apache.commons.math3.exception.NotPositiveException;
import org.apache.commons.math3.exception.NullArgumentException;
import org.apache.commons.math3.exception.OutOfRangeException;
import org.apache.commons.math3.exception.util.LocalizedFormats;

/**
 * Implements binomial test statistics.
 * 

* Exact test for the statistical significance of deviations from a * theoretically expected distribution of observations into two categories. * * @see Binomial test (Wikipedia) * @since 3.3 */ public class BinomialTest { /** * Returns whether the null hypothesis can be rejected with the given confidence level. *

* Preconditions: *

    *
  • Number of trials must be ≥ 0.
  • *
  • Number of successes must be ≥ 0.
  • *
  • Number of successes must be ≤ number of trials.
  • *
  • Probability must be ≥ 0 and ≤ 1.
  • *
* * @param numberOfTrials number of trials performed * @param numberOfSuccesses number of successes observed * @param probability assumed probability of a single trial under the null hypothesis * @param alternativeHypothesis type of hypothesis being evaluated (one- or two-sided) * @param alpha significance level of the test * @return true if the null hypothesis can be rejected with confidence {@code 1 - alpha} * @throws NotPositiveException if {@code numberOfTrials} or {@code numberOfSuccesses} is negative * @throws OutOfRangeException if {@code probability} is not between 0 and 1 * @throws MathIllegalArgumentException if {@code numberOfTrials} < {@code numberOfSuccesses} or * if {@code alternateHypothesis} is null. * @see AlternativeHypothesis */ public boolean binomialTest(int numberOfTrials, int numberOfSuccesses, double probability, AlternativeHypothesis alternativeHypothesis, double alpha) { double pValue = binomialTest(numberOfTrials, numberOfSuccesses, probability, alternativeHypothesis); return pValue < alpha; } /** * Returns the observed significance level, or * p-value, * associated with a Binomial test. *

* The number returned is the smallest significance level at which one can reject the null hypothesis. * The form of the hypothesis depends on {@code alternativeHypothesis}.

*

* The p-Value represents the likelihood of getting a result at least as extreme as the sample, * given the provided {@code probability} of success on a single trial. For single-sided tests, * this value can be directly derived from the Binomial distribution. For the two-sided test, * the implementation works as follows: we start by looking at the most extreme cases * (0 success and n success where n is the number of trials from the sample) and determine their likelihood. * The lower value is added to the p-Value (if both values are equal, both are added). Then we continue with * the next extreme value, until we added the value for the actual observed sample.

*

* Preconditions: *

    *
  • Number of trials must be ≥ 0.
  • *
  • Number of successes must be ≥ 0.
  • *
  • Number of successes must be ≤ number of trials.
  • *
  • Probability must be ≥ 0 and ≤ 1.
  • *

* * @param numberOfTrials number of trials performed * @param numberOfSuccesses number of successes observed * @param probability assumed probability of a single trial under the null hypothesis * @param alternativeHypothesis type of hypothesis being evaluated (one- or two-sided) * @return p-value * @throws NotPositiveException if {@code numberOfTrials} or {@code numberOfSuccesses} is negative * @throws OutOfRangeException if {@code probability} is not between 0 and 1 * @throws MathIllegalArgumentException if {@code numberOfTrials} < {@code numberOfSuccesses} or * if {@code alternateHypothesis} is null. * @see AlternativeHypothesis */ public double binomialTest(int numberOfTrials, int numberOfSuccesses, double probability, AlternativeHypothesis alternativeHypothesis) { if (numberOfTrials < 0) { throw new NotPositiveException(numberOfTrials); } if (numberOfSuccesses < 0) { throw new NotPositiveException(numberOfSuccesses); } if (probability < 0 || probability > 1) { throw new OutOfRangeException(probability, 0, 1); } if (numberOfTrials < numberOfSuccesses) { throw new MathIllegalArgumentException( LocalizedFormats.BINOMIAL_INVALID_PARAMETERS_ORDER, numberOfTrials, numberOfSuccesses); } if (alternativeHypothesis == null) { throw new NullArgumentException(); } // pass a null rng to avoid unneeded overhead as we will not sample from this distribution final BinomialDistribution distribution = new BinomialDistribution(null, numberOfTrials, probability); switch (alternativeHypothesis) { case GREATER_THAN: return 1 - distribution.cumulativeProbability(numberOfSuccesses - 1); case LESS_THAN: return distribution.cumulativeProbability(numberOfSuccesses); case TWO_SIDED: int criticalValueLow = 0; int criticalValueHigh = numberOfTrials; double pTotal = 0; while (true) { double pLow = distribution.probability(criticalValueLow); double pHigh = distribution.probability(criticalValueHigh); if (pLow == pHigh) { pTotal += 2 * pLow; criticalValueLow++; criticalValueHigh--; } else if (pLow < pHigh) { pTotal += pLow; criticalValueLow++; } else { pTotal += pHigh; criticalValueHigh--; } if (criticalValueLow > numberOfSuccesses || criticalValueHigh < numberOfSuccesses) { break; } } return pTotal; default: throw new MathInternalError(LocalizedFormats. OUT_OF_RANGE_SIMPLE, alternativeHypothesis, AlternativeHypothesis.TWO_SIDED, AlternativeHypothesis.LESS_THAN); } } }




© 2015 - 2024 Weber Informatics LLC | Privacy Policy