Moving TestStatistic implementation / interface into stat package.
git-svn-id: https://svn.apache.org/repos/asf/jakarta/commons/proper/math/trunk@140938 13f79535-47bb-0310-9956-ffa450edef68
This commit is contained in:
Mark R. Diggory
parent
8d3d1889fb
commit
5e7fe90154
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@ -0,0 +1,106 @@
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/* ====================================================================
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* The Apache Software License, Version 1.1
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*
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* Copyright (c) 2003 The Apache Software Foundation. All rights
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* reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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*
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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*
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in
|
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* the documentation and/or other materials provided with the
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* distribution.
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*
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* 3. The end-user documentation included with the redistribution, if
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* any, must include the following acknowlegement:
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* "This product includes software developed by the
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* Apache Software Foundation (http://www.apache.org/)."
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* Alternately, this acknowlegement may appear in the software itself,
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* if and wherever such third-party acknowlegements normally appear.
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*
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* 4. The names "The Jakarta Project", "Commons", and "Apache Software
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* Foundation" must not be used to endorse or promote products derived
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* from this software without prior written permission. For written
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* permission, please contact apache@apache.org.
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*
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* 5. Products derived from this software may not be called "Apache"
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* nor may "Apache" appear in their names without prior written
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* permission of the Apache Software Foundation.
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*
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* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
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* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
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* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
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* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
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* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
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* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
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* SUCH DAMAGE.
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* ====================================================================
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*
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* This software consists of voluntary contributions made by many
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* individuals on behalf of the Apache Software Foundation. For more
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* information on the Apache Software Foundation, please see
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* <http://www.apache.org/>.
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*/
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package org.apache.commons.math.stat;
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/**
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* Interfaces for the following test statistics <ul>
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* <li><a href ="http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm">
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* Chi-Square</a></li>
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* <li><a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm">
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* One Sample t-test</a></li>
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* </ul>
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*
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* @author Phil Steitz
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* @version $Revision: 1.1 $ $Date: 2003/06/21 23:00:39 $
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*
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*/
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public interface TestStatistic {
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/**
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* <strong>Description</strong>:
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* Computes Chi-Square statistic given observed and expected freqeuncy counts <br>
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* This statistic can be used to perform Chi-Square tests for goodness
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* of fit.<br>
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* <strong>Definition</strong>:
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* http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm <br>
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* <strong>Preconditions</strong>: <ul>
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* <li>Expected counts should all be positive. If any expected
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* counts are 0, the test will return INFINITY. Negative expected or observed counts
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* make the statistic meaningless.</li>
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* <li>The observed and expected arrays <i>must</i> have the same length and
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* their common length must be at least 2 </li>
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* </ul>
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* @param observed array of observed frequency counts
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* @param expected array of exptected frequency counts
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* @throws IllegalArgumentException if input arrays have different lengths
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* or length is less than 2
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*/
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public double chiSquare(double[] expected, double[] observed);
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/**
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* <strong>Description</strong>:
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* Computes one sample, t-test statistic given observed values <br/>
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* This statistic can be used to perform one sample tests for means.<br/>
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* <strong>Definition</strong>:
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* http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm<br/>
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* <strong>Preconditions</strong>: <ul>
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* <li>The observed array length <i>must</i> be at least 2.</li>
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* </ul>
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* @param mu hypothesized mean value.
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* @param observed array of observed values
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* @throws IllegalArgumentException if input array length is less than 2
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*/
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public double t(double mu, double[] observed);
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}
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@ -0,0 +1,133 @@
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/* ====================================================================
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* The Apache Software License, Version 1.1
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*
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* Copyright (c) 2003 The Apache Software Foundation. All rights
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* reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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*
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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*
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in
|
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* the documentation and/or other materials provided with the
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* distribution.
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*
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* 3. The end-user documentation included with the redistribution, if
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* any, must include the following acknowlegement:
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* "This product includes software developed by the
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* Apache Software Foundation (http://www.apache.org/)."
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* Alternately, this acknowlegement may appear in the software itself,
|
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* if and wherever such third-party acknowlegements normally appear.
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*
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* 4. The names "The Jakarta Project", "Commons", and "Apache Software
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* Foundation" must not be used to endorse or promote products derived
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* from this software without prior written permission. For written
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* permission, please contact apache@apache.org.
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*
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* 5. Products derived from this software may not be called "Apache"
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* nor may "Apache" appear in their names without prior written
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* permission of the Apache Software Foundation.
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*
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* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
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* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
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* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
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* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
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* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
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* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
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* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
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* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
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* SUCH DAMAGE.
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* ====================================================================
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*
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* This software consists of voluntary contributions made by many
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* individuals on behalf of the Apache Software Foundation. For more
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* information on the Apache Software Foundation, please see
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* <http://www.apache.org/>.
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*/
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package org.apache.commons.math.stat;
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/**
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* Implements the following test statistics <ul>
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* <li>
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* <a href ="http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm">
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* Chi-Square</a>
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* </li>
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* <li>
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* <a href="http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm">
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* One Sample t-test</a>
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* </li>
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* </ul>
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* @author Phil Steitz
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* @version $Revision: 1.1 $ $Date: 2003/06/21 23:00:39 $
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*
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*/
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public class TestStatisticImpl implements TestStatistic {
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/**
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* Default constructor.
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*/
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public TestStatisticImpl() {
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}
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/**
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* Computes Chi-Square statistic given observed and expected counts <br>
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* <strong>Algorithm</strong>:
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* http://www.itl.nist.gov/div898/handbook/eda/section3/eda35f.htm <br>
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* <strong>Numerical considerations</strong>: none <br>
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* @param observed array of observed frequency counts
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* @param expected array of expected frequency counts
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* @throws IllegalArgumentException if input arrays have different lengths
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* or length is less than 2
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*/
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public double chiSquare(double[] expected, double[] observed) {
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double sumSq = 0.0d;
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double dev = 0.0d;
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if ((expected.length < 2) || (expected.length != observed.length)) {
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throw new IllegalArgumentException
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("observed, expected array lengths incorrect");
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}
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for (int i = 0; i < observed.length; i++) {
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dev = (observed[i] - expected[i]);
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sumSq += dev * dev / expected[i];
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}
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return sumSq;
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}
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/**
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* Computes t statistic given observed values<br/>
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* <strong>Algorithm</strong>:
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* http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm<br/>
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* <strong>Numerical considerations</strong>: none <br>
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* @param mu hypothesized mean value.
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* @param observed array of observed values
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* @return t-test statistic for the hypothesized mean and observed values.
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* @throws IllegalArgumentException if input array length is less than 2
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*/
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public double t(double mu, double[] observed) {
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if((observed == null) || (observed.length < 2)) {
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throw new IllegalArgumentException
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("observed array length incorrect");
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}
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// leverage Univariate to compute statistics
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Univariate univariate = new UnivariateImpl();
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for (int i = 0; i < observed.length; i++) {
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univariate.addValue(observed[i]);
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}
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double n = univariate.getN();
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double xbar = univariate.getMean();
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double std = univariate.getStandardDeviation();
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return (xbar - mu) / (std / Math.sqrt(n));
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}
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}
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@ -62,6 +62,7 @@ import java.security.NoSuchAlgorithmException;
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import java.util.Collection;
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import java.util.HashSet;
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import org.apache.commons.math.stat.TestStatisticImpl;
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import org.apache.commons.math.stat.Univariate;
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import org.apache.commons.math.stat.UnivariateImpl;
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@ -69,7 +70,7 @@ import org.apache.commons.math.stat.UnivariateImpl;
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* Test cases for the RandomData class.
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*
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* @author Phil Steitz
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* @version $Revision: 1.5 $ $Date: 2003/06/04 02:45:49 $
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* @version $Revision: 1.6 $ $Date: 2003/06/21 23:00:39 $
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*/
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public final class RandomDataTest extends TestCase {
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@ -0,0 +1,145 @@
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/* ====================================================================
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* The Apache Software License, Version 1.1
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*
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* Copyright (c) 2003 The Apache Software Foundation. All rights
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* reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions
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* are met:
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*
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* 1. Redistributions of source code must retain the above copyright
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* notice, this list of conditions and the following disclaimer.
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*
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* 2. Redistributions in binary form must reproduce the above copyright
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* notice, this list of conditions and the following disclaimer in
|
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* the documentation and/or other materials provided with the
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* distribution.
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*
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* 3. The end-user documentation included with the redistribution, if
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* any, must include the following acknowlegement:
|
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* "This product includes software developed by the
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* Apache Software Foundation (http://www.apache.org/)."
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* Alternately, this acknowlegement may appear in the software itself,
|
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* if and wherever such third-party acknowlegements normally appear.
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*
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* 4. The names "The Jakarta Project", "Commons", and "Apache Software
|
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* Foundation" must not be used to endorse or promote products derived
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* from this software without prior written permission. For written
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* permission, please contact apache@apache.org.
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*
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* 5. Products derived from this software may not be called "Apache"
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* nor may "Apache" appear in their names without prior written
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* permission of the Apache Software Foundation.
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*
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* THIS SOFTWARE IS PROVIDED ``AS IS'' AND ANY EXPRESSED OR IMPLIED
|
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* WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
|
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* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
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* DISCLAIMED. IN NO EVENT SHALL THE APACHE SOFTWARE FOUNDATION OR
|
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* ITS CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
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* LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
|
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* USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
|
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
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* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
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* OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
|
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* SUCH DAMAGE.
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* ====================================================================
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*
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* This software consists of voluntary contributions made by many
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* individuals on behalf of the Apache Software Foundation. For more
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* information on the Apache Software Foundation, please see
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* <http://www.apache.org/>.
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*/
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package org.apache.commons.math.stat;
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import junit.framework.Test;
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import junit.framework.TestCase;
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import junit.framework.TestSuite;
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/**
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* Test cases for the TestStatistic class.
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*
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* @author Phil Steitz
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* @version $Revision: 1.1 $ $Date: 2003/06/21 23:00:39 $
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*/
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public final class TestStatisticTest extends TestCase {
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private TestStatisticImpl testStatistic = new TestStatisticImpl();
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public TestStatisticTest(String name) {
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super(name);
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}
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public void setUp() {
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}
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public static Test suite() {
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TestSuite suite = new TestSuite(TestStatisticTest.class);
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suite.setName("TestStatistic Tests");
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return suite;
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}
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public void testChiSquare() {
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double[] observed = {11,24,69,96};
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double[] expected = {8.2,25.2,65.8,100.8};
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assertEquals("chi-square statistic",
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1.39743495,testStatistic.chiSquare(expected,observed),10E-5);
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double[] tooShortObs = {0};
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double[] tooShortEx = {1};
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try {
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testStatistic.chiSquare(tooShortObs,tooShortEx);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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;
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}
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double[] unMatchedObs = {0,1,2,3};
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double[] unMatchedEx = {1,1,2};
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try {
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testStatistic.chiSquare(unMatchedEx,unMatchedObs);
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fail("arrays have different lengths, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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;
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}
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expected[0] = 0;
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assertEquals("chi-square statistic", Double.POSITIVE_INFINITY,
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testStatistic.chiSquare(expected,observed),Double.MIN_VALUE);
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}
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public void testT(){
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double[] observed = {93.0, 103.0, 95.0, 101.0, 91.0, 105.0, 96.0,
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94.0, 101.0, 88.0, 98.0, 94.0, 101.0, 92.0, 95.0};
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double mu = 100.0;
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assertEquals("t statistic", -2.82, testStatistic.t(mu, observed),
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10E-3);
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double[] nullObserved = null;
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try {
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testStatistic.t(mu, nullObserved);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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;
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}
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double[] emptyObs = {};
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try {
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testStatistic.t(mu, emptyObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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;
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}
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double[] tooShortObs = {1.0};
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try {
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testStatistic.t(mu, tooShortObs);
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fail("arguments too short, IllegalArgumentException expected");
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} catch (IllegalArgumentException ex) {
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;
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}
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}
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}
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