Stats tests - CyrilB1531/lodestar GitHub Wiki

Home › Stats › Overview

Hypothesis tests — Lodestar.Stats

Eighteen families of classical hypothesis test, at scipy.stats 1.18.1 parity. Arrays in, a statistic and a p-value out; nothing is fitted, so every entry point is static.

test what it asks entry point
Student / Welch t do two samples have the same mean? TTest
Mann-Whitney U the same question, assuming no shape MannWhitney
Wilcoxon signed-rank the same, on paired measurements Wilcoxon
χ² do counts match an expected distribution, or are two factors independent? ChiSquared
Fisher exact the same for a 2×2 table, at any sample size FisherExact
Kolmogorov-Smirnov do two samples share a distribution? KolmogorovSmirnov
one-way ANOVA do several groups share one mean? OneWayAnova
Kruskal-Wallis the same, assuming no shape KruskalWallis
Shapiro-Wilk could this sample be normal? ShapiroWilk
Bonferroni / BH / BY how many of these results are chance? MultipleComparisons
Pearson r are these two variables related, along a line? Pearson
Spearman rho the same, along any rising or falling curve Spearman
point-biserial how a variable differs between the two sides of a binary one PointBiserial
Kendall tau the same, counted pair by pair KendallTau
Levene do several groups share one variance? Levene
Bartlett the same, assuming each group is normal Bartlett
Fligner-Killeen the same, by ranks Fligner
Friedman do several treatments differ on the same subjects? Friedman
binomial is this proportion what it was said to be? Binomial
Anderson-Darling could this sample be normal, or do several share a distribution? AndersonDarling

Every family but six returns the same two numbers, TestResult; a t-test also carries its degrees of freedom (TTestResult), a contingency table also carries the table independence would have produced (ChiSquaredContingencyResult), Kolmogorov-Smirnov also carries where and in which direction the two samples parted furthest (KsResult), a Pearson correlation and a binomial test each carry what their intervals need (PearsonResult, BinomialResult), and Anderson-Darling carries the table its statistic is read against (AndersonResult). Spearman's rho over every pair of variables returns both matrices (CorrelationMatrix).

result carries returned by
TestResult a statistic, a p-value fourteen of the twenty families
TTestResult + degrees of freedom, a confidence interval TTest
ChiSquaredContingencyResult + degrees of freedom, the expected table ChiSquared.Contingency
KsResult + where the gap was reached, and its sign KolmogorovSmirnov
PearsonResult + a confidence interval for the correlation Pearson
BinomialResult + a confidence interval for the proportion Binomial
AndersonResult + the critical values and their significance levels AndersonDarling
CorrelationMatrix a statistic and a p-value for every pair of variables Spearman.Matrix

Nine small enums choose what a test asks, and how it answers when the exact and the approximate route disagree.

option chooses
Alternative which tail the p-value covers
Variance whether an independent-samples t-test pools the two variances
Continuity whether a discrete statistic's normal approximation gets the half-unit correction
ExactMethod the exact null distribution, its normal approximation, or a choice between them
ZeroMethod what Wilcoxon does with a pair whose difference is exactly zero
KendallVariant which normalisation Kendall's tau carries; the p-value is the same either way
Center which centre Levene's and Fligner-Killeen's tests measure each group's spread around
AndersonKSampleVariant which form of the k-sample Anderson-Darling statistic is computed
ProportionInterval which interval a binomial proportion is reported with

The hypothesis-testing guide says which test answers which question, and the Python equivalence table maps each scipy call to its counterpart here.