Adds the one sample, t-test statistic to TestStatistic and implementations.

Also add unit tests. - BW

PR: Issue #20231
Obtained from: Bugzilla
Submitted by: Brent Worden
Reviewed by: Tim O'Brien


git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140859 13f79535-47bb-0310-9956-ffa450edef68

project.xml

@@ -45,6 +45,10 @@ The Math project is a library of lightweight, self-contained mathematics and sta
      <email>mdiggory@latte.harvard.edu</email>
      <roles></roles>
    </contributor>
+   <contributor>
+     <name>Brent Worden</name>
+     <email>brent@worden.org</email>
+   </contributor>
   </contributors>  
 
   <dependencies>

src/java/org/apache/commons/math/TestStatistic.java

@@ -57,11 +57,14 @@ package org.apache.commons.math;
  * Interfaces for the following test statistics <ul>
  * <li><a href = http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm>
  *     Chi-Square</a></li>
+ * <li><a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm">
+ *     One Sample t-test</a></li>
  * </ul>
- * @author Phil Steitz
- * @version $Revision: 1.1 $ $Date: 2003/05/15 21:58:23 $
  * 
-*/
+ * @author Phil Steitz
+ * @version $Revision: 1.2 $ $Date: 2003/05/26 17:29:36 $
+ * 
+ */
 public interface TestStatistic {
     
     /**
@@ -84,5 +87,20 @@ public interface TestStatistic {
      * or length is less than 2
      */
     public double chiSquare(double[] expected, double[] observed);
+    
+    /**
+     * <strong>Description</strong>:
+     * Computes one sample, t-test statistic given observed values <br/>
+     * This statistic can be used to perform one sample tests for means.<br/>
+     * <strong>Definition</strong>: 
+     * http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm<br/>
+     * <strong>Preconditions</strong>: <ul>
+     * <li>The observed array length <i>must</i> be at least 2.</li>
+     * </ul>
+     * @param mu hypothesized mean value.
+     * @param observed array of observed values
+     * @throws IllegalArgumentException if input array length is less than 2
+     */
+    public double t(double mu, double[] observed);
 }
 

src/java/org/apache/commons/math/TestStatisticImpl.java

@@ -56,14 +56,24 @@ package org.apache.commons.math;
 
 /**
  * Implements the following test statistics <ul>
- * <li><a href = http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm>
+ * <li>
- *     Chi-Square</a></li></ul>
+ *   <a href = http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm>
+ *   Chi-Square</a>
+ * </li>
+ * <li>
+ *   <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm">
+ *     One Sample t-test</a>
+ * </li>
+ * </ul>
  * @author Phil Steitz
- * @version $Revision: 1.1 $ $Date: 2003/05/15 21:58:23 $
+ * @version $Revision: 1.2 $ $Date: 2003/05/26 17:29:36 $
  * 
-*/
+ */
 public class TestStatisticImpl implements TestStatistic {
     
+    /**
+     * Default constructor.
+     */
     public TestStatisticImpl() {
     }
     
@@ -84,14 +94,39 @@ public class TestStatisticImpl implements TestStatistic {
             throw new IllegalArgumentException
                 ("observed, expected array lengths incorrect");
         }
-        for (int i = 0; i< observed.length; i++) {
+        for (int i = 0; i < observed.length; i++) {
             dev = (observed[i] - expected[i]);
-            sumSq += dev*dev/expected[i];
+            sumSq += dev * dev / expected[i];
         }
         
-         for (int i = 0; i< observed.length; i++) {
-        }
         return sumSq;
     }           
 
+    /**
+     * Computes t statistic given observed values<br/>
+     * <strong>Algorithm</strong>: 
+     * http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm<br/>
+     * <strong>Numerical considerations</strong>: none <br>
+     * @param mu hypothesized mean value.
+     * @param observed array of observed values
+     * @return t-test statistic for the hypothesized mean and observed values.
+     * @throws IllegalArgumentException if input array length is less than 2
+     */
+	public double t(double mu, double[] observed) {
+        if((observed == null) || (observed.length < 2)) {
+            throw new IllegalArgumentException
+                ("observed array length incorrect");
+        }
+        
+        // leverage Univariate to compute statistics
+        Univariate univariate = new UnivariateImpl();
+        for (int i = 0; i < observed.length; i++) {
+			univariate.addValue(observed[i]);
+		}
+        double n = univariate.getN();
+        double xbar = univariate.getMean();
+        double std = univariate.getStandardDeviation();
+
+        return (xbar - mu) / (std / Math.sqrt(n));
+	}
 }

src/test/org/apache/commons/math/TestStatisticTest.java

@@ -60,7 +60,7 @@ import junit.framework.TestSuite;
  * Test cases for the TestStatistic class.
  *
  * @author Phil Steitz
- * @version $Revision: 1.2 $ $Date: 2003/05/16 03:55:34 $
+ * @version $Revision: 1.3 $ $Date: 2003/05/26 17:29:36 $
  */
 
 public final class TestStatisticTest extends TestCase {
@@ -84,13 +84,13 @@ public final class TestStatisticTest extends TestCase {
     public void testChiSquare() {
        double[] observed = {11,24,69,96};
        double[] expected = {8.2,25.2,65.8,100.8};
-       assertEquals("chi-square statistic",
+       assertEquals("chi-square statistic", 
            1.39743495,testStatistic.chiSquare(expected,observed),10E-5);
        
        double[] tooShortObs = {0};
        double[] tooShortEx = {1};
        try {
-           double x = testStatistic.chiSquare(tooShortObs,tooShortEx);
+           testStatistic.chiSquare(tooShortObs,tooShortEx);
            fail("arguments too short, IllegalArgumentException expected");
        } catch (IllegalArgumentException ex) {
            ;
@@ -99,7 +99,7 @@ public final class TestStatisticTest extends TestCase {
        double[] unMatchedObs = {0,1,2,3};
        double[] unMatchedEx = {1,1,2};
        try {
-           double x = testStatistic.chiSquare(unMatchedEx,unMatchedObs);
+           testStatistic.chiSquare(unMatchedEx,unMatchedObs);
            fail("arrays have different lengths, IllegalArgumentException expected");
        } catch (IllegalArgumentException ex) {
            ;
@@ -110,5 +110,36 @@ public final class TestStatisticTest extends TestCase {
             testStatistic.chiSquare(expected,observed),Double.MIN_VALUE);
     }
        
+    public void testT(){
+		double[] observed = {93.0, 103.0, 95.0, 101.0, 91.0, 105.0, 96.0,
+            94.0, 101.0, 88.0, 98.0, 94.0, 101.0, 92.0, 95.0};
+        double mu = 100.0;
+        assertEquals("t statistic", -2.82, testStatistic.t(mu, observed),
+            10E-3);
+        
+        double[] nullObserved = null;
+        try {
+            testStatistic.t(mu, nullObserved);
+            fail("arguments too short, IllegalArgumentException expected");
+        } catch (IllegalArgumentException ex) {
+            ;
+        }
+        
+        double[] emptyObs = {};
+        try {
+            testStatistic.t(mu, emptyObs);
+            fail("arguments too short, IllegalArgumentException expected");
+        } catch (IllegalArgumentException ex) {
+            ;
+        }
+        
+        double[] tooShortObs = {1.0};
+        try {
+            testStatistic.t(mu, tooShortObs);
+            fail("arguments too short, IllegalArgumentException expected");
+        } catch (IllegalArgumentException ex) {
+            ;
+        }
+    }
 }