statsmodels.sandbox.descstats.sign_test(samp, mu0=0)
[source]
Signs test.
Parameters: |
|
---|---|
Returns: | |
Return type: |
M, p-value |
The signs test returns
M = (N(+) - N(-))/2
where N(+) is the number of values above mu0
, N(-) is the number of values below. Values equal to mu0
are discarded.
The p-value for M is calculated using the binomial distrubution and can be intrepreted the same as for a t-test. The test-statistic is distributed Binom(min(N(+), N(-)), n_trials, .5) where n_trials equals N(+) + N(-).
See also
scipy.stats.wilcoxon
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.descstats.sign_test.html