Author: psteitz
Date: Wed Oct 16 04:29:31 2013
New Revision: 1532638
URL: http://svn.apache.org/r1532638
Log:
Improved javadoc; changed confidence level to significance level. JIRA:
MATH-1034.
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java?rev=1532638&r1=1532637&r2=1532638&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/stat/inference/BinomialTest.java
Wed Oct 16 04:29:31 2013
@@ -51,8 +51,8 @@ public class BinomialTest {
* @param numberOfSuccesses number of successes observed
* @param probability assumed probability of a single trial under the null
hypothesis
* @param alternativeHypothesis type of hypothesis being evaluated (one-
or two-sided)
- * @param confidenceLevel confidence level of the test
- * @return true if the null hypothesis can be rejected with confidence
{@code confidenceLevel}
+ * @param alpha significance level of the test
+ * @return true if the null hypothesis can be rejected with confidence
{@code 1 - alpha}
* @throws NotPositiveException if {@code numberOfTrials} or {@code
numberOfSuccesses} is negative
* @throws OutOfRangeException if {@code probability} is not between 0 and
1
* @throws MathIllegalArgumentException if {@code numberOfTrials} <
{@code numberOfSuccesses} or
@@ -60,9 +60,9 @@ public class BinomialTest {
* @see AlternativeHypothesis
*/
public boolean binomialTest(int numberOfTrials, int numberOfSuccesses,
double probability,
- AlternativeHypothesis alternativeHypothesis,
double confidenceLevel) {
+ AlternativeHypothesis alternativeHypothesis,
double alpha) {
double pValue = binomialTest(numberOfTrials, numberOfSuccesses,
probability, alternativeHypothesis);
- return pValue < 1 - confidenceLevel;
+ return pValue < alpha;
}
/**
@@ -71,7 +71,15 @@ public class BinomialTest {
* associated with a <a href="http://en.wikipedia.org/wiki/Binomial_test";>
Binomial test</a>.
* <p>
* The number returned is the smallest significance level at which one can
reject the null hypothesis.
- * The form of the hypothesis depends on {@code alternativeHypothesis}.
+ * The form of the hypothesis depends on {@code alternativeHypothesis}.</p>
+ * <p>
+ * The p-Value represents the likelihood of getting a result at least as
extreme as the sample,
+ * given the provided {@code probability} of success on a single trial.
For single-sided tests,
+ * this value can be directly derived from the Binomial distribution. For
the two-sided test,
+ * the implementation works as follows: we start by looking at the most
extreme cases
+ * (0 success and n success where n is the number of trials from the
sample) and determine their likelihood.
+ * The lower value is added to the p-Value (if both values are equal, both
are added). Then we continue with
+ * the next extreme value, until we added the value for the actual
observed sample.</p>
* <p>
* <strong>Preconditions</strong>:
* <ul>
@@ -79,7 +87,7 @@ public class BinomialTest {
* <li>Number of successes must be ≥ 0.</li>
* <li>Number of successes must be ≤ number of trials.</li>
* <li>Probability must be ≥ 0 and ≤ 1.</li>
- * </ul>
+ * </ul></p>
*
* @param numberOfTrials number of trials performed
* @param numberOfSuccesses number of successes observed
Modified:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java?rev=1532638&r1=1532637&r2=1532638&view=diff
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
(original)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/stat/inference/BinomialTestTest.java
Wed Oct 16 04:29:31 2013
@@ -67,15 +67,15 @@ public class BinomialTestTest {
@Test
public void testBinomialTestAcceptReject() {
- double confidenceLevel95 = 0.95;
- double confidenceLevel99 = 0.99;
+ double alpha05 = 0.05;
+ double alpha01 = 0.01;
- Assert.assertTrue(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.TWO_SIDED, confidenceLevel95));
- Assert.assertTrue(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.GREATER_THAN, confidenceLevel95));
- Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.LESS_THAN, confidenceLevel95));
+ Assert.assertTrue(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.TWO_SIDED, alpha05));
+ Assert.assertTrue(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.GREATER_THAN, alpha05));
+ Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.LESS_THAN, alpha05));
- Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.TWO_SIDED, confidenceLevel99));
- Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.GREATER_THAN, confidenceLevel99));
- Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.LESS_THAN, confidenceLevel95));
+ Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.TWO_SIDED, alpha01));
+ Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.GREATER_THAN, alpha01));
+ Assert.assertFalse(testStatistic.binomialTest(trials, successes,
probability, AlternativeHypothesis.LESS_THAN, alpha05));
}
}
