UnivariateStudentTTest Method (IReadOnlyCollectionDouble, IReadOnlyCollectionDouble) |
Namespace: Meta.Numerics.Statistics
public static TestResult StudentTTest( IReadOnlyCollection<double> a, IReadOnlyCollection<double> b )
Exception | Condition |
---|---|
ArgumentNullException | a or b is . |
InsufficientDataException | a or b contains fewer than two values. |
Given two samples, a back-of-the-envelope way to determine whether their means differ in a statistically significant way is to compare their PopulationMean(IReadOnlyCollectionDouble) values. If their error bars overlap, they are probably statistically compatible; if they do not, the difference in means is probably statistically significant. Student's t-test is a way to refine this back-of-the-envelope procedure into a statistical test that can determine exactly how likely a given separation of means is under the null hypothesis that the two samples are drawn from the same distribution.
The t-statistic is proportional to the mean of a minus the mean of b, so t > 0 indicates that a has a greater mean.
Student's t-test was one of the first statistical tests. It was described by William Sealy Gosset, a chemist who worked for the Guinness brewing company. Since Guinness was concerned that other breweries might take advantage of a technique published by one of its chemists, Gosset published his work under the pseudonym Student.