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Welch's t-test for two samples, not assuming equal sample size or variance. Requires Python, NumPy, and SciPy.
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from collections import namedtuple | |
import numpy as np | |
import scipy.stats as st | |
TtestResults = namedtuple("Ttest", "T p") | |
def t_welch(x, y, tails=2): | |
""" | |
Welch's t-test for two unequal-size samples, not assuming equal variances | |
""" | |
assert tails in (1,2), "invalid: tails must be 1 or 2, found %s"%str(tails) | |
x, y = np.asarray(x), np.asarray(y) | |
nx, ny = x.size, y.size | |
vx, vy = x.var(ddof=1), y.var(ddof=1) | |
df = ((vx/nx + vy/ny)**2 / # Welch-Satterthwaite equation | |
((vx/nx)**2 / (nx - 1) + (vy/ny)**2 / (ny - 1))) | |
t_obs = (x.mean() - y.mean()) / np.sqrt(vx/nx + vy/ny) | |
p_value = tails * st.t.sf(abs(t_obs), df) | |
return TtestResults(t_obs, p_value) |
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Nice, looks perfect now :)
I checked out your website, btw -- very cool! I did a neuroscience PhD and so naturally get jealous when I see fascinating work like yours by people who stayed on the academic course.