102 lines
3.8 KiB
C++
102 lines
3.8 KiB
C++
// students_t_example1.cpp
|
|
|
|
// Copyright Paul A. Bristow 2006, 2007.
|
|
|
|
// Use, modification and distribution are subject to the
|
|
// Boost Software License, Version 1.0.
|
|
// (See accompanying file LICENSE_1_0.txt
|
|
// or copy at http://www.boost.org/LICENSE_1_0.txt)
|
|
|
|
// Example 1 of using Student's t
|
|
|
|
// http://en.wikipedia.org/wiki/Student's_t-test says:
|
|
// The t statistic was invented by William Sealy Gosset
|
|
// for cheaply monitoring the quality of beer brews.
|
|
// "Student" was his pen name.
|
|
// WS Gosset was statistician for Guinness brewery in Dublin, Ireland,
|
|
// hired due to Claude Guinness's innovative policy of recruiting the
|
|
// best graduates from Oxford and Cambridge for applying biochemistry
|
|
// and statistics to Guinness's industrial processes.
|
|
// Gosset published the t test in Biometrika in 1908,
|
|
// but was forced to use a pen name by his employer who regarded the fact
|
|
// that they were using statistics as a trade secret.
|
|
// In fact, Gosset's identity was unknown not only to fellow statisticians
|
|
// but to his employer - the company insisted on the pseudonym
|
|
// so that it could turn a blind eye to the breach of its rules.
|
|
|
|
// Data for this example from:
|
|
// P.K.Hou, O. W. Lau & M.C. Wong, Analyst (1983) vol. 108, p 64.
|
|
// from Statistics for Analytical Chemistry, 3rd ed. (1994), pp 54-55
|
|
// J. C. Miller and J. N. Miller, Ellis Horwood ISBN 0 13 0309907
|
|
|
|
// Determination of mercury by cold-vapour atomic absorption,
|
|
// the following values were obtained fusing a trusted
|
|
// Standard Reference Material containing 38.9% mercury,
|
|
// which we assume is correct or 'true'.
|
|
double standard = 38.9;
|
|
|
|
const int values = 3;
|
|
double value[values] = {38.9, 37.4, 37.1};
|
|
|
|
// Is there any evidence for systematic error?
|
|
|
|
// The Students't distribution function is described at
|
|
// http://en.wikipedia.org/wiki/Student%27s_t_distribution
|
|
#include <boost/math/distributions/students_t.hpp>
|
|
using boost::math::students_t; // Probability of students_t(df, t).
|
|
|
|
#include <iostream>
|
|
using std::cout; using std::endl;
|
|
#include <iomanip>
|
|
using std::setprecision;
|
|
#include <cmath>
|
|
using std::sqrt;
|
|
|
|
int main()
|
|
{
|
|
cout << "Example 1 using Student's t function. " << endl;
|
|
|
|
// Example/test using tabulated value
|
|
// (deliberately coded as naively as possible).
|
|
|
|
// Null hypothesis is that there is no difference (greater or less)
|
|
// between measured and standard.
|
|
|
|
double degrees_of_freedom = values-1; // 3-1 = 2
|
|
cout << "Measurement 1 = " << value[0] << ", measurement 2 = " << value[1] << ", measurement 3 = " << value[2] << endl;
|
|
double mean = (value[0] + value[1] + value[2]) / static_cast<double>(values);
|
|
cout << "Standard = " << standard << ", mean = " << mean << ", (mean - standard) = " << mean - standard << endl;
|
|
double sd = sqrt(((value[0] - mean) * (value[0] - mean) + (value[1] - mean) * (value[1] - mean) + (value[2] - mean) * (value[2] - mean))/ static_cast<double>(values-1));
|
|
cout << "Standard deviation = " << sd << endl;
|
|
if (sd == 0.)
|
|
{
|
|
cout << "Measured mean is identical to SRM value," << endl;
|
|
cout << "so probability of no difference between measured and standard (the 'null hypothesis') is unity." << endl;
|
|
return 0;
|
|
}
|
|
|
|
double t = (mean - standard) * std::sqrt(static_cast<double>(values)) / sd;
|
|
cout << "Student's t = " << t << endl;
|
|
cout.precision(2); // Useful accuracy is only a few decimal digits.
|
|
cout << "Probability of Student's t is " << cdf(students_t(degrees_of_freedom), std::abs(t)) << endl;
|
|
// 0.91, is 1 tailed.
|
|
// So there is insufficient evidence of a difference to meet a 95% (1 in 20) criterion.
|
|
|
|
return 0;
|
|
} // int main()
|
|
|
|
/*
|
|
|
|
Output is:
|
|
|
|
Example 1 using Student's t function.
|
|
Measurement 1 = 38.9, measurement 2 = 37.4, measurement 3 = 37.1
|
|
Standard = 38.9, mean = 37.8, (mean - standard) = -1.1
|
|
Standard deviation = 0.964365
|
|
Student's t = -1.97566
|
|
Probability of Student's t is 0.91
|
|
|
|
*/
|
|
|
|
|