75 lines
5.2 KiB
HTML
75 lines
5.2 KiB
HTML
<html>
|
|
<head>
|
|
<meta http-equiv="Content-Type" content="text/html; charset=US-ASCII">
|
|
<title>Parameters can be calculated</title>
|
|
<link rel="stylesheet" href="../../../math.css" type="text/css">
|
|
<meta name="generator" content="DocBook XSL Stylesheets V1.79.1">
|
|
<link rel="home" href="../../../index.html" title="Math Toolkit 2.11.0">
|
|
<link rel="up" href="../overview.html" title="Overview of Statistical Distributions">
|
|
<link rel="prev" href="complements.html" title="Complements are supported too - and when to use them">
|
|
<link rel="next" href="summary.html" title="Summary">
|
|
</head>
|
|
<body bgcolor="white" text="black" link="#0000FF" vlink="#840084" alink="#0000FF">
|
|
<table cellpadding="2" width="100%"><tr>
|
|
<td valign="top"><img alt="Boost C++ Libraries" width="277" height="86" src="../../../../../../../boost.png"></td>
|
|
<td align="center"><a href="../../../../../../../index.html">Home</a></td>
|
|
<td align="center"><a href="../../../../../../../libs/libraries.htm">Libraries</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/people.html">People</a></td>
|
|
<td align="center"><a href="http://www.boost.org/users/faq.html">FAQ</a></td>
|
|
<td align="center"><a href="../../../../../../../more/index.htm">More</a></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="complements.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="summary.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
<div class="section">
|
|
<div class="titlepage"><div><div><h4 class="title">
|
|
<a name="math_toolkit.stat_tut.overview.parameters"></a><a class="link" href="parameters.html" title="Parameters can be calculated">Parameters
|
|
can be calculated</a>
|
|
</h4></div></div></div>
|
|
<p>
|
|
Sometimes it's the parameters that define the distribution that you need
|
|
to find. Suppose, for example, you have conducted a Students-t test for
|
|
equal means and the result is borderline. Maybe your two samples differ
|
|
from each other, or maybe they don't; based on the result of the test you
|
|
can't be sure. A legitimate question to ask then is "How many more
|
|
measurements would I have to take before I would get an X% probability
|
|
that the difference is real?" Parameter finders can answer questions
|
|
like this, and are necessarily different for each distribution. They are
|
|
implemented as static member functions of the distributions, for example:
|
|
</p>
|
|
<pre class="programlisting"><span class="identifier">students_t</span><span class="special">::</span><span class="identifier">find_degrees_of_freedom</span><span class="special">(</span>
|
|
<span class="number">1.3</span><span class="special">,</span> <span class="comment">// difference from true mean to detect</span>
|
|
<span class="number">0.05</span><span class="special">,</span> <span class="comment">// maximum risk of falsely rejecting the null-hypothesis.</span>
|
|
<span class="number">0.1</span><span class="special">,</span> <span class="comment">// maximum risk of falsely failing to reject the null-hypothesis.</span>
|
|
<span class="number">0.13</span><span class="special">);</span> <span class="comment">// sample standard deviation</span>
|
|
</pre>
|
|
<p>
|
|
Returns the number of degrees of freedom required to obtain a 95% probability
|
|
that the observed differences in means is not down to chance alone. In
|
|
the case that a borderline Students-t test result was previously obtained,
|
|
this can be used to estimate how large the sample size would have to become
|
|
before the observed difference was considered significant. It assumes,
|
|
of course, that the sample mean and standard deviation are invariant with
|
|
sample size.
|
|
</p>
|
|
</div>
|
|
<table xmlns:rev="http://www.cs.rpi.edu/~gregod/boost/tools/doc/revision" width="100%"><tr>
|
|
<td align="left"></td>
|
|
<td align="right"><div class="copyright-footer">Copyright © 2006-2019 Nikhar
|
|
Agrawal, Anton Bikineev, Paul A. Bristow, Marco Guazzone, Christopher Kormanyos,
|
|
Hubert Holin, Bruno Lalande, John Maddock, Jeremy Murphy, Matthew Pulver, Johan
|
|
Råde, Gautam Sewani, Benjamin Sobotta, Nicholas Thompson, Thijs van den Berg,
|
|
Daryle Walker and Xiaogang Zhang<p>
|
|
Distributed under the Boost Software License, Version 1.0. (See accompanying
|
|
file LICENSE_1_0.txt or copy at <a href="http://www.boost.org/LICENSE_1_0.txt" target="_top">http://www.boost.org/LICENSE_1_0.txt</a>)
|
|
</p>
|
|
</div></td>
|
|
</tr></table>
|
|
<hr>
|
|
<div class="spirit-nav">
|
|
<a accesskey="p" href="complements.html"><img src="../../../../../../../doc/src/images/prev.png" alt="Prev"></a><a accesskey="u" href="../overview.html"><img src="../../../../../../../doc/src/images/up.png" alt="Up"></a><a accesskey="h" href="../../../index.html"><img src="../../../../../../../doc/src/images/home.png" alt="Home"></a><a accesskey="n" href="summary.html"><img src="../../../../../../../doc/src/images/next.png" alt="Next"></a>
|
|
</div>
|
|
</body>
|
|
</html>
|