/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math.stat.inference; import org.apache.commons.math.MathException; /** * An interface for Chi-Square tests for unknown distributions. * <p>Two samples tests are used when the distribution is unknown <i>a priori</i> * but provided by one sample. We compare the second sample against the first.</p> * * @version $Id: UnknownDistributionChiSquareTest.java 1131229 2011-06-03 20:49:25Z luc $ * @since 1.2 */ public interface UnknownDistributionChiSquareTest extends ChiSquareTest { /** * <p>Computes a * <a href="http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/chi2samp.htm"> * Chi-Square two sample test statistic</a> comparing bin frequency counts * in <code>observed1</code> and <code>observed2</code>. The * sums of frequency counts in the two samples are not required to be the * same. The formula used to compute the test statistic is</p> * <code> * ∑[(K * observed1[i] - observed2[i]/K)<sup>2</sup> / (observed1[i] + observed2[i])] * </code> where * <br/><code>K = &sqrt;[&sum(observed2 / ∑(observed1)]</code> * </p> * <p>This statistic can be used to perform a Chi-Square test evaluating the null hypothesis that * both observed counts follow the same distribution.</p> * <p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must have the same length and * their common length must be at least 2. * </li></ul></p><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return chiSquare statistic * @throws IllegalArgumentException if preconditions are not met */ double chiSquareDataSetsComparison(long[] observed1, long[] observed2) throws IllegalArgumentException; /** * <p>Returns the <i>observed significance level</i>, or <a href= * "http://www.cas.lancs.ac.uk/glossary_v1.1/hyptest.html#pvalue"> * p-value</a>, associated with a Chi-Square two sample test comparing * bin frequency counts in <code>observed1</code> and * <code>observed2</code>. * </p> * <p>The number returned is the smallest significance level at which one * can reject the null hypothesis that the observed counts conform to the * same distribution. * </p> * <p>See {@link #chiSquareDataSetsComparison(long[], long[])} for details * on the formula used to compute the test statistic. The degrees of * of freedom used to perform the test is one less than the common length * of the input observed count arrays. * </p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must * have the same length and * their common length must be at least 2. * </li></ul><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @return p-value * @throws IllegalArgumentException if preconditions are not met * @throws MathException if an error occurs computing the p-value */ double chiSquareTestDataSetsComparison(long[] observed1, long[] observed2) throws IllegalArgumentException, MathException; /** * <p>Performs a Chi-Square two sample test comparing two binned data * sets. The test evaluates the null hypothesis that the two lists of * observed counts conform to the same frequency distribution, with * significance level <code>alpha</code>. Returns true iff the null * hypothesis can be rejected with 100 * (1 - alpha) percent confidence. * </p> * <p>See {@link #chiSquareDataSetsComparison(long[], long[])} for * details on the formula used to compute the Chisquare statistic used * in the test. The degrees of of freedom used to perform the test is * one less than the common length of the input observed count arrays. * </p> * <strong>Preconditions</strong>: <ul> * <li>Observed counts must be non-negative. * </li> * <li>Observed counts for a specific bin must not both be zero. * </li> * <li>Observed counts for a specific sample must not all be 0. * </li> * <li>The arrays <code>observed1</code> and <code>observed2</code> must * have the same length and their common length must be at least 2. * </li> * <li> <code> 0 < alpha < 0.5 </code> * </li></ul><p> * If any of the preconditions are not met, an * <code>IllegalArgumentException</code> is thrown.</p> * * @param observed1 array of observed frequency counts of the first data set * @param observed2 array of observed frequency counts of the second data set * @param alpha significance level of the test * @return true iff null hypothesis can be rejected with confidence * 1 - alpha * @throws IllegalArgumentException if preconditions are not met * @throws MathException if an error occurs performing the test */ boolean chiSquareTestDataSetsComparison(long[] observed1, long[] observed2, double alpha) throws IllegalArgumentException, MathException; }