mirror of
https://github.com/ClickHouse/ClickHouse.git
synced 2024-11-24 08:32:02 +00:00
67 lines
2.1 KiB
Markdown
67 lines
2.1 KiB
Markdown
---
|
|
toc_priority: 301
|
|
toc_title: welchTTest
|
|
---
|
|
|
|
# welchTTest {#welchttest}
|
|
|
|
Applies Welch's t-test to samples from two populations.
|
|
|
|
**Syntax**
|
|
|
|
``` sql
|
|
welchTTest(sample_data, sample_index)
|
|
```
|
|
|
|
Values of both samples are in the `sample_data` column. If `sample_index` equals to 0 then the value in that row belongs to the sample from the first population. Otherwise it belongs to the sample from the second population.
|
|
The null hypothesis is that means of populations are equal. Normal distribution is assumed. Populations may have unequal variance.
|
|
|
|
**Arguments**
|
|
|
|
- `sample_data` — Sample data. [Integer](../../../sql-reference/data-types/int-uint.md), [Float](../../../sql-reference/data-types/float.md) or [Decimal](../../../sql-reference/data-types/decimal.md).
|
|
- `sample_index` — Sample index. [Integer](../../../sql-reference/data-types/int-uint.md).
|
|
|
|
**Returned values**
|
|
|
|
[Tuple](../../../sql-reference/data-types/tuple.md) with two elements:
|
|
|
|
- calculated t-statistic. [Float64](../../../sql-reference/data-types/float.md).
|
|
- calculated p-value. [Float64](../../../sql-reference/data-types/float.md).
|
|
|
|
|
|
**Example**
|
|
|
|
Input table:
|
|
|
|
``` text
|
|
┌─sample_data─┬─sample_index─┐
|
|
│ 20.3 │ 0 │
|
|
│ 22.1 │ 0 │
|
|
│ 21.9 │ 0 │
|
|
│ 18.9 │ 1 │
|
|
│ 20.3 │ 1 │
|
|
│ 19 │ 1 │
|
|
└─────────────┴──────────────┘
|
|
```
|
|
|
|
Query:
|
|
|
|
``` sql
|
|
SELECT welchTTest(sample_data, sample_index) FROM welch_ttest;
|
|
```
|
|
|
|
Result:
|
|
|
|
``` text
|
|
┌─welchTTest(sample_data, sample_index)─────┐
|
|
│ (2.7988719532211235,0.051807360348581945) │
|
|
└───────────────────────────────────────────┘
|
|
```
|
|
|
|
**See Also**
|
|
|
|
- [Welch's t-test](https://en.wikipedia.org/wiki/Welch%27s_t-test)
|
|
- [studentTTest function](studentttest.md#studentttest)
|
|
|
|
[Original article](https://clickhouse.tech/docs/en/sql-reference/aggregate-functions/reference/welchTTest/) <!--hide-->
|