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Fix comments
(cherry picked from commit7065e50c74
) (cherry picked from commit1f21160041
)
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@ -18,19 +18,26 @@ namespace DB
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namespace
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{
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/** Student T-test applies to two samples of independent random variables
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* that have normal distributions with equal (but unknown) variances.
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* It allows to answer the question whether means of the distributions differ.
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*
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* If variances are not considered equal, Welch T-test should be used instead.
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*/
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struct StudentTTestData : public TTestMoments<Float64>
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{
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static constexpr auto name = "studentTTest";
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std::pair<Float64, Float64> getResult() const
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{
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Float64 degrees_of_freedom = 2.0 * (m0 - 1);
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Float64 mean_x = x1 / m0;
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Float64 mean_y = y1 / m0;
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/// Calculate s^2
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/// To estimate the variance we first estimate two means.
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/// That's why the number of degrees of freedom is the total number of values of both samples minus 2.
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Float64 degrees_of_freedom = 2.0 * (m0 - 1);
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/// Calculate s^2
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/// The original formulae looks like
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/// \frac{\sum_{i = 1}^{n_x}{(x_i - \bar{x}) ^ 2} + \sum_{i = 1}^{n_y}{(y_i - \bar{y}) ^ 2}}{n_x + n_y - 2}
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/// But we made some mathematical transformations not to store original sequences.
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@ -42,7 +49,7 @@ struct StudentTTestData : public TTestMoments<Float64>
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Float64 s2 = (all_x + all_y) / degrees_of_freedom;
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Float64 std_err2 = 2.0 * s2 / m0;
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/// t-statistic, squared
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/// t-statistic
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Float64 t_stat = (mean_x - mean_y) / sqrt(std_err2);
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return {t_stat, getPValue(degrees_of_freedom, t_stat * t_stat)};
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@ -36,7 +36,7 @@ struct WelchTTestData : public TTestMoments<Float64>
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Float64 sx2 = (x2 + m0 * mean_x * mean_x - 2 * mean_x * x1) / (m0 - 1);
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Float64 sy2 = (y2 + m0 * mean_y * mean_y - 2 * mean_y * y1) / (m0 - 1);
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/// t-statistic, squared
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/// t-statistic
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Float64 t_stat = (mean_x - mean_y) / sqrt(sx2 / m0 + sy2 / m0);
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/// degrees of freedom
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