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    python中p-value的实现方式

    栏目:代码类 时间:2019-12-16 21:09

    案例:

    tt = (sm-m)/np.sqrt(sv/float(n)) # t-statistic for mean
    pval = stats.t.sf(np.abs(tt), n-1)*2 # two-sided pvalue = Prob(abs(t)>tt)
    print 't-statistic = %6.3f pvalue = %6.4f' % (tt, pval)
    t-statistic = 0.391 pvalue = 0.6955

    链接:

    https://stackoverflow.com/questions/17559897/python-p-value-from-t-statistic

    http://docs.scipy.org/doc/scipy/reference/tutorial/stats.html

    可执行代码

    # coding: utf-8
    from __future__ import division
    import numpy as np
    from scipy import stats
     
    means = [0.0539, 4,8,3,6,9,1]
    stds = [5,4,8,3,6,7,9]
    mu = [0, 4.1, 7, 2, 5, 8, 0]
    n = 20
    output = []
    for sm, std, m in zip(means, stds, mu):
      # print("value:", sm, std)
      tt = (sm-m)/(std/np.sqrt(float(n)))   # t-statistic for mean
      pval = stats.t.sf(np.abs(tt), n-1)*2 # two-sided pvalue = Prob(abs(t)>tt)
      # print('t-statistic = %6.3f pvalue = %6.4f' % (tt, pval))
      output.append(format(pval))
    print("\t".join(output))

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