2020-10-13 18:46:15 +00:00
|
|
|
DROP TABLE IF EXISTS student_ttest;
|
|
|
|
|
|
|
|
|
|
/*Check t-stat and p-value and compare it with scipy.stat implementation
|
|
|
|
|
First: a=1, sigma (not sigma^2)=5, size=500
|
|
|
|
|
Second: a=1, sigma = 5, size = 500 */
|
|
|
|
|
CREATE TABLE student_ttest (left Float64, right Float64) ENGINE = Memory;
|
|
|
|
|
INSERT INTO student_ttest VALUES (0.88854,-2.90702), (-5.76966,3.61651), (6.76618,4.27458), (3.55546,4.82133), (-9.76948,9.59483), (4.92323,1.00424), (-0.36352,2.04147), (0.97018,-3.58214), (4.61656,6.59543), (-6.78292,-1.00532), (4.02008,-3.59794), (12.41838,-2.82434), (5.14417,-3.13194), (3.86836,9.90977), (-1.26199,0.523), (12.44106,4.62779), (3.28349,-2.56872), (1.77261,2.25807), (-8.94748,1.04044), (-1.01449,-2.35744), (-1.26377,10.81531), (6.79682,-9.68469), (6.32333,3.80885), (-8.21214,12.70435), (-1.68565,-6.01112), (9.7557,1.89065), (3.66694,5.08892), (1.39967,3.45254), (-5.52035,11.58151), (-10.95601,0.85035), (0.93877,8.38397), (1.45933,1.17169), (-5.40551,4.74621), (-0.83857,-1.66614), (8.50794,4.2414), (-6.68686,1.68765), (5.03099,1.85223), (1.56251,9.10111), (4.17381,-2.38085), (-2.92644,-14.79595), (5.11068,-3.8938), (2.09617,-3.41864), (11.7787,-3.15282), (6.50336,-0.56684), (0.62098,12.87997), (-7.97121,6.89115), (3.81902,12.921), (0.33151,-7.94908), (10.68584,2.45687), (0.56007,2.14957), (-7.38621,7.55081), (5.05882,-3.71534), (2.34616,-2.41064), (11.3806,-0.80734), (5.95276,-4.75651), (-3.01429,2.05241), (5.98169,-5.44523), (0.96985,-2.75054), (-1.15932,-13.00131), (2.11547,-2.74451), (2.49668,-1.39004), (-12.49569,-3.02854), (-4.94667,7.65112), (-3.64215,1.1245), (-8.35595,6.74117), (3.211,-0.75777), (2.33805,8.93451), (2.38608,-8.85559), (-3.2862,-0.36405), (-0.80454,4.02742), (-0.53483,6.88718), (10.66445,-1.05124), (-0.37619,3.04085), (0.48246,3.32368), (7.41919,1.147), (0.42414,3.41554), (-2.32335,-3.47851), (-0.70223,-0.47684), (-5.9332,-0.55605), (-1.20561,-0.17006), (3.39865,2.26218), (9.61739,12.45494), (-0.78651,-1.84097), (-4.00256,1.64934), (-7.99646,-7.07496), (8.72923,-9.99462), (0.71859,6.09954), (-1.62726,-1.05319), (5.11234,3.04757), (-0.95625,0.93899), (-3.75573,-4.63243), (1.03141,-7.43322), (-3.33588,-7.298), (1.51804,-6.59016), (-3.30935,-6.11649), (-1.97507,0.56682), (4.06456,2.00661), (3.27195,-2.79814), (-7.81761,2.84482), (-3.81785,3.65348), (-4.18311,-4.22807), (-11.33313,-4.54336), (-0.25221,-3.63343), (7.2514,2.96878), (5.30301,6.11661), (2.46762,-1.70919), (4.22716,-4.71133), (0.33916,6.09652), (9.7638,-6.83454), (-7.58684,0.18006), (-4.09888,1.51676), (4.26617,-5.31646), (-0.56744,-3.21215), (4.65125,-5.07599), (-1.30301,-2.36591), (4.53771,3.55724), (9.96929,4.8904), (3.72939,-3.22586), (-2.29818,-1.74928), (3.09417,5.73458), (0.82251,1.41188), (5.29975,2.86255), (2.8685,2.90179), (-5.73321,-2.19949), (-1.85651,1.72727), (-1.07984,1.76939), (9.78342,-0.12848), (-13.49652,-0.52), (3.68791,3.48333), (1.9998,7.8262), (1.11674,0.09099), (9.43869,7.77017), (4.07029,9.49484), (5.32715,1.42825), (7.16504,1.99624), (6.66096,4.00419), (-5.7111,1.07925), (-0.38575,-0.09987), (4.49165,-5.48733), (-3.36489,-1.83517), (7.71814,2.38059), (-1.58966,1.42075), (-1.61063,-1.11968), (-0.91602,-6.46035), (0.73459,7.66576), (-3.24463,4.6307), (6.3947,5.55989), (-2.77845,3.16684), (4.45899,5.07671), (-8.84186,-10.20566), (2.62276,-4.73386), (1.774,1.28353), (4.3692,6.75679), (0.05942,12.09895), (-1.44042,7.0049), (-2.53594,7.16156), (-2.24752,-0.64311), (4.98874,-0.66747), (4.05434,3.99996), (-2.56483,9.07298), (-6.79286,-4.60971), (-2.06165,0.70744), (-0.26056,2.56774), (1.89567,9.32424), (-3.15145,3.95087), (-7.31321,7.11372), (0.28936,-0.89284), (-0.63111,8.6155), (0.22611,-0.14141), (-9.3377,-4.86319), (-5.76638,-6.95801), (3.87306,4.44883), (6.7011,4.6156), (9.03915,-2.3579), (-1.21835,-5.1186), (0.82892,8.12819), (2.80656,2.78392), (-1.34746,-4.30221), (-1.99912,-1.47506), (0.6036,6.8598), (-3.46117,0.47636), (5.23732,0.95383), (-1.86702,7.79779), (-5.86115,-2.61767), (6.48523,-10.5087), (-7.40158,-2.74299), (-1.38913,3.87369), (4.94613,-1.07093), (-2.07818,4.98864), (2.39808,-7.50772), (4.89238,6.41316), (4.39481,1.39061), (5.20425,-3.1747), (13.62598,-2.13621), (-2.86293,-0.02203), (-3.62396,0.89025), (-4.28695,-5.87746), (4.66425,3.60026), (2.20871,-0.23178), (1.60382,-2.1897), (-9.87024,-5.85101), (-7.37302,-1.6053), (-4.17814,3.6184), (2.5148,-8.53795), (3.21708,-0.35987), (-11.480
|
|
|
|
|
SELECT '-2.610898982580138', '0.00916587538237954';
|
|
|
|
|
SELECT roundBankers(StudentTTest(left, right).1, 16) as t_stat, roundBankers(StudentTTest(left, right).2, 16) as p_value from student_ttest;
|
|
|
|
|
DROP TABLE IF EXISTS student_ttest;
|
|
|
|
|
|
|
|
|
|
/*Check t-stat and p-value and compare it with scipy.stat implementation
|
|
|
|
|
First: a=1, sigma (not sigma^2)=5, size=500
|
|
|
|
|
Second: a=1, sigma = 5, size = 500 */
|
|
|
|
|
CREATE TABLE student_ttest (left Float64, right Float64) ENGINE = Memory;
|
|
|
|
|
INSERT INTO student_ttest VALUES (4.52546,8.69444), (3.73628,3.81414), (-0.39478,12.38442), (5.15633,8.9738), (0.50539,9.19594), (-5.34036,7.21009), (0.19336,4.97743), (8.35729,4.94756), (6.95818,19.80911), (-2.93812,13.75358), (8.30807,16.56373), (-3.3517,9.72882), (4.16279,4.64509), (-3.17231,17.76854), (1.93545,4.80693), (11.06606,8.79505), (-4.22678,10.88868), (-1.99975,6.21932), (-4.51178,15.11614), (-4.50711,13.24703), (1.89786,14.76476), (-6.19638,-0.6117), (-3.70188,17.48993), (5.01334,12.11847), (1.79036,4.87439), (2.14435,18.56479), (3.0282,1.23712), (2.35528,5.41596), (-12.18535,4.54994), (5.59709,11.37668), (-12.92336,9.5982), (-0.04281,6.59822), (-0.16923,1.16703), (0.88924,8.88418), (-4.68414,10.95047), (8.01099,5.52787), (2.61686,-1.11647), (-2.76895,14.49946), (3.32165,3.27585), (-0.85135,-0.42025), (1.21368,6.37906), (4.38673,2.5242), (6.20964,8.1405), (-1.23172,6.46732), (4.65516,9.89332), (-1.87143,10.4374), (0.86429,-1.06465), (2.51184,6.84902), (-1.88822,10.96576), (-1.61802,7.83319), (1.93653,14.39823), (-3.66631,7.02594), (-1.05294,13.46629), (-10.74718,10.39531), (16.49295,11.27348), (-7.65494,9.32187), (-3.39303,12.32667), (-4.89418,8.98905), (3.2521,9.54757), (0.05831,5.98325), (-3.00409,3.47248), (5.76702,9.26966), (2.67674,5.77816), (10.52623,6.32966), (-0.54501,9.49313), (-4.89835,6.21337), (3.52457,10.00242), (-0.0451,6.25167), (-6.61226,15.64671), (9.02391,2.78968), (5.52571,6.55442), (4.54352,3.68819), (-3.8394,9.55934), (-7.75295,4.166), (5.91167,12.32471), (1.38897,7.10969), (6.24166,16.31723), (5.58536,12.99482), (4.7591,10.11585), (-2.58336,10.29455), (-1.91263,18.27524), (3.31575,12.84435), (5.3507,13.11954), (-15.22081,12.84147), (-0.84775,15.55658), (-4.538,11.45329), (6.71177,7.50912), (0.52882,8.56226), (2.0242,8.63104), (5.69146,15.68026), (4.63328,21.6361), (0.22984,6.23925), (-2.84052,8.65714), (7.91867,9.9423), (1.11001,12.28213), (-0.11251,3.11279), (-0.20905,13.58128), (0.03287,16.51407), (-1.59397,16.60476), (-5.39405,12.02022), (-7.1233,12.11035), (4.51517,9.47832), (-0.70967,6.40742), (5.67299,8.87252), (-0.33835,15.14265), (-1.83047,2.23572), (-0.62877,11.57144), (-7.23148,18.87737), (0.1802,12.1833), (11.73325,11.17519), (2.17603,16.80422), (-0.11683,6.81423), (-1.29102,12.12546), (-0.23201,8.06153), (-6.8643,10.97228), (-6.85153,7.30596), (-4.77163,15.44026), (6.11721,8.00993), (5.96406,12.60196), (3.59135,13.96832), (-0.60095,14.03207), (3.11163,4.53758), (-0.18831,8.08297), (0.67657,4.90451), (-3.16117,8.14253), (0.26957,19.88605), (2.18653,13.85254), (-5.94611,23.01839), (-4.39352,6.02084), (-3.71525,9.60319), (5.11103,1.90511), (1.33998,10.35237), (1.01629,16.27082), (-3.36917,12.52379), (-3.99661,11.37435), (8.19336,13.61823), (2.89168,15.77622), (-11.10373,15.17254), (11.68005,6.711), (3.08282,4.74205), (-6.81506,10.09812), (-2.34587,6.61722), (-2.68725,10.34164), (0.3577,8.96602), (-3.05682,12.32157), (9.08062,11.75711), (-0.77913,13.49499), (10.35215,8.57713), (6.82565,11.50313), (-1.24674,1.13097), (5.18822,7.83205), (-3.70743,5.77957), (1.40319,15.5519), (5.89432,10.82676), (1.43152,11.51218), (6.70638,9.29779), (9.76613,9.77021), (4.27604,9.94114), (-2.63141,15.54513), (-7.8133,19.10736), (-0.06668,15.04205), (1.05391,9.03114), (4.41797,24.0104), (0.09337,9.94205), (6.16075,2.5925), (7.49413,8.82726), (-3.52872,10.0209), (-2.17126,8.1635), (-3.87605,4.24074), (3.26607,7.67291), (-3.28045,5.21642), (2.1429,11.2808), (1.53386,6.88172), (0.21169,5.98743), (-0.63674,17.97249), (5.84893,6.46323), (-0.63498,15.37416), (8.29526,2.89957), (-1.08358,17.13044), (-2.306,11.06355), (2.86991,3.09625), (-0.76074,-2.33019), (5.49191,7.42675), (1.82883,15.06792), (-3.70497,8.81116), (-0.53232,19.17446), (-11.49722,18.77181), (3.44877,14.06443), (-1.8596,12.81241), (-10.34851,2.72299), (1.13093,18.67739), (-10.93389,11.63275), (-3.39703,2.23891), (0.19749,13.01195), (-3.68389,7.43402), (-4.67863,8.14599), (10.78916,16.65328), (0.37675,1.362), (3.98094,3.87957), (-3.64775,11.16134), (-4.8443,6.25357), (1.102,4.21945), (8.72112,12.50047), (-1.47361,6.45486), (6.24183,18.99924
|
2020-10-13 18:50:04 +00:00
|
|
|
SELECT '-28.740781574102936', '7.667329672103986e-133';
|
2020-10-13 18:46:15 +00:00
|
|
|
SELECT roundBankers(StudentTTest(left, right).1, 16) as t_stat, roundBankers(StudentTTest(left, right).2, 16) as p_value from student_ttest;
|
|
|
|
|
DROP TABLE IF EXISTS student_ttest;
|
