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17 package org.apache.commons.math.stat.inference;
18
19 import junit.framework.Test;
20 import junit.framework.TestCase;
21 import junit.framework.TestSuite;
22
23 import org.apache.commons.math.stat.descriptive.SummaryStatistics;
24
25
26
27
28
29
30 public class TTestTest extends TestCase {
31
32 protected TTest testStatistic = new TTestImpl();
33
34 private double[] tooShortObs = { 1.0 };
35 private double[] emptyObs = {};
36 private SummaryStatistics emptyStats = new SummaryStatistics();
37 SummaryStatistics tooShortStats = null;
38
39 public TTestTest(String name) {
40 super(name);
41 }
42
43 public void setUp() {
44 tooShortStats = new SummaryStatistics();
45 tooShortStats.addValue(0d);
46 }
47
48 public static Test suite() {
49 TestSuite suite = new TestSuite(TTestTest.class);
50 suite.setName("TestStatistic Tests");
51 return suite;
52 }
53
54 public void testOneSampleT() throws Exception {
55 double[] observed =
56 {93.0, 103.0, 95.0, 101.0, 91.0, 105.0, 96.0, 94.0, 101.0, 88.0, 98.0, 94.0, 101.0, 92.0, 95.0 };
57 double mu = 100.0;
58 SummaryStatistics sampleStats = null;
59 sampleStats = new SummaryStatistics();
60 for (int i = 0; i < observed.length; i++) {
61 sampleStats.addValue(observed[i]);
62 }
63
64
65 assertEquals("t statistic", -2.81976445346,
66 testStatistic.t(mu, observed), 10E-10);
67 assertEquals("t statistic", -2.81976445346,
68 testStatistic.t(mu, sampleStats), 10E-10);
69 assertEquals("p value", 0.0136390585873,
70 testStatistic.tTest(mu, observed), 10E-10);
71 assertEquals("p value", 0.0136390585873,
72 testStatistic.tTest(mu, sampleStats), 10E-10);
73
74 try {
75 testStatistic.t(mu, (double[]) null);
76 fail("arguments too short, IllegalArgumentException expected");
77 } catch (IllegalArgumentException ex) {
78
79 }
80
81 try {
82 testStatistic.t(mu, (SummaryStatistics) null);
83 fail("arguments too short, IllegalArgumentException expected");
84 } catch (IllegalArgumentException ex) {
85
86 }
87
88 try {
89 testStatistic.t(mu, emptyObs);
90 fail("arguments too short, IllegalArgumentException expected");
91 } catch (IllegalArgumentException ex) {
92
93 }
94
95 try {
96 testStatistic.t(mu, emptyStats);
97 fail("arguments too short, IllegalArgumentException expected");
98 } catch (IllegalArgumentException ex) {
99
100 }
101
102 try {
103 testStatistic.t(mu, tooShortObs);
104 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
105 } catch (IllegalArgumentException ex) {
106
107 }
108 try {
109 testStatistic.tTest(mu, tooShortObs);
110 fail("insufficient data to perform t test, IllegalArgumentException expected");
111 } catch (IllegalArgumentException ex) {
112
113 }
114
115 try {
116 testStatistic.t(mu, tooShortStats);
117 fail("insufficient data to compute t statistic, IllegalArgumentException expected");
118 } catch (IllegalArgumentException ex) {
119
120 }
121 try {
122 testStatistic.tTest(mu, tooShortStats);
123 fail("insufficient data to perform t test, IllegalArgumentException expected");
124 } catch (IllegalArgumentException ex) {
125
126 }
127 }
128
129 public void testOneSampleTTest() throws Exception {
130 double[] oneSidedP =
131 {2d, 0d, 6d, 6d, 3d, 3d, 2d, 3d, -6d, 6d, 6d, 6d, 3d, 0d, 1d, 1d, 0d, 2d, 3d, 3d };
132 SummaryStatistics oneSidedPStats = new SummaryStatistics();
133 for (int i = 0; i < oneSidedP.length; i++) {
134 oneSidedPStats.addValue(oneSidedP[i]);
135 }
136
137 assertEquals("one sample t stat", 3.86485535541,
138 testStatistic.t(0d, oneSidedP), 10E-10);
139 assertEquals("one sample t stat", 3.86485535541,
140 testStatistic.t(0d, oneSidedPStats),1E-10);
141 assertEquals("one sample p value", 0.000521637019637,
142 testStatistic.tTest(0d, oneSidedP) / 2d, 10E-10);
143 assertEquals("one sample p value", 0.000521637019637,
144 testStatistic.tTest(0d, oneSidedPStats) / 2d, 10E-5);
145 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedP, 0.01));
146 assertTrue("one sample t-test reject", testStatistic.tTest(0d, oneSidedPStats, 0.01));
147 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedP, 0.0001));
148 assertTrue("one sample t-test accept", !testStatistic.tTest(0d, oneSidedPStats, 0.0001));
149
150 try {
151 testStatistic.tTest(0d, oneSidedP, 95);
152 fail("alpha out of range, IllegalArgumentException expected");
153 } catch (IllegalArgumentException ex) {
154
155 }
156
157 try {
158 testStatistic.tTest(0d, oneSidedPStats, 95);
159 fail("alpha out of range, IllegalArgumentException expected");
160 } catch (IllegalArgumentException ex) {
161
162 }
163
164 }
165
166 public void testTwoSampleTHeterscedastic() throws Exception {
167 double[] sample1 = { 7d, -4d, 18d, 17d, -3d, -5d, 1d, 10d, 11d, -2d };
168 double[] sample2 = { -1d, 12d, -1d, -3d, 3d, -5d, 5d, 2d, -11d, -1d, -3d };
169 SummaryStatistics sampleStats1 = new SummaryStatistics();
170 for (int i = 0; i < sample1.length; i++) {
171 sampleStats1.addValue(sample1[i]);
172 }
173 SummaryStatistics sampleStats2 = new SummaryStatistics();
174 for (int i = 0; i < sample2.length; i++) {
175 sampleStats2.addValue(sample2[i]);
176 }
177
178
179 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
180 testStatistic.t(sample1, sample2), 1E-10);
181 assertEquals("two sample heteroscedastic t stat", 1.60371728768,
182 testStatistic.t(sampleStats1, sampleStats2), 1E-10);
183 assertEquals("two sample heteroscedastic p value", 0.128839369622,
184 testStatistic.tTest(sample1, sample2), 1E-10);
185 assertEquals("two sample heteroscedastic p value", 0.128839369622,
186 testStatistic.tTest(sampleStats1, sampleStats2), 1E-10);
187 assertTrue("two sample heteroscedastic t-test reject",
188 testStatistic.tTest(sample1, sample2, 0.2));
189 assertTrue("two sample heteroscedastic t-test reject",
190 testStatistic.tTest(sampleStats1, sampleStats2, 0.2));
191 assertTrue("two sample heteroscedastic t-test accept",
192 !testStatistic.tTest(sample1, sample2, 0.1));
193 assertTrue("two sample heteroscedastic t-test accept",
194 !testStatistic.tTest(sampleStats1, sampleStats2, 0.1));
195
196 try {
197 testStatistic.tTest(sample1, sample2, .95);
198 fail("alpha out of range, IllegalArgumentException expected");
199 } catch (IllegalArgumentException ex) {
200
201 }
202
203 try {
204 testStatistic.tTest(sampleStats1, sampleStats2, .95);
205 fail("alpha out of range, IllegalArgumentException expected");
206 } catch (IllegalArgumentException ex) {
207
208 }
209
210 try {
211 testStatistic.tTest(sample1, tooShortObs, .01);
212 fail("insufficient data, IllegalArgumentException expected");
213 } catch (IllegalArgumentException ex) {
214
215 }
216
217 try {
218 testStatistic.tTest(sampleStats1, tooShortStats, .01);
219 fail("insufficient data, IllegalArgumentException expected");
220 } catch (IllegalArgumentException ex) {
221
222 }
223
224 try {
225 testStatistic.tTest(sample1, tooShortObs);
226 fail("insufficient data, IllegalArgumentException expected");
227 } catch (IllegalArgumentException ex) {
228
229 }
230
231 try {
232 testStatistic.tTest(sampleStats1, tooShortStats);
233 fail("insufficient data, IllegalArgumentException expected");
234 } catch (IllegalArgumentException ex) {
235
236 }
237
238 try {
239 testStatistic.t(sample1, tooShortObs);
240 fail("insufficient data, IllegalArgumentException expected");
241 } catch (IllegalArgumentException ex) {
242
243 }
244
245 try {
246 testStatistic.t(sampleStats1, tooShortStats);
247 fail("insufficient data, IllegalArgumentException expected");
248 } catch (IllegalArgumentException ex) {
249
250 }
251 }
252 public void testTwoSampleTHomoscedastic() throws Exception {
253 double[] sample1 ={2, 4, 6, 8, 10, 97};
254 double[] sample2 = {4, 6, 8, 10, 16};
255 SummaryStatistics sampleStats1 = new SummaryStatistics();
256 for (int i = 0; i < sample1.length; i++) {
257 sampleStats1.addValue(sample1[i]);
258 }
259 SummaryStatistics sampleStats2 = new SummaryStatistics();
260 for (int i = 0; i < sample2.length; i++) {
261 sampleStats2.addValue(sample2[i]);
262 }
263
264
265 assertEquals("two sample homoscedastic t stat", 0.73096310086,
266 testStatistic.homoscedasticT(sample1, sample2), 10E-11);
267 assertEquals("two sample homoscedastic p value", 0.4833963785,
268 testStatistic.homoscedasticTTest(sampleStats1, sampleStats2), 1E-10);
269 assertTrue("two sample homoscedastic t-test reject",
270 testStatistic.homoscedasticTTest(sample1, sample2, 0.49));
271 assertTrue("two sample homoscedastic t-test accept",
272 !testStatistic.homoscedasticTTest(sample1, sample2, 0.48));
273 }
274
275 public void testSmallSamples() throws Exception {
276 double[] sample1 = {1d, 3d};
277 double[] sample2 = {4d, 5d};
278
279
280 assertEquals(-2.2360679775, testStatistic.t(sample1, sample2),
281 1E-10);
282 assertEquals(0.198727388935, testStatistic.tTest(sample1, sample2),
283 1E-10);
284 }
285
286 public void testPaired() throws Exception {
287 double[] sample1 = {1d, 3d, 5d, 7d};
288 double[] sample2 = {0d, 6d, 11d, 2d};
289 double[] sample3 = {5d, 7d, 8d, 10d};
290
291
292 assertEquals(-0.3133, testStatistic.pairedT(sample1, sample2), 1E-4);
293 assertEquals(0.774544295819, testStatistic.pairedTTest(sample1, sample2), 1E-10);
294 assertEquals(0.001208, testStatistic.pairedTTest(sample1, sample3), 1E-6);
295 assertFalse(testStatistic.pairedTTest(sample1, sample3, .001));
296 assertTrue(testStatistic.pairedTTest(sample1, sample3, .002));
297 }
298 }