sandbox.descstats.sign_test()
statsmodels.sandbox.descstats.sign_test
-
statsmodels.sandbox.descstats.sign_test(samp, mu0=0)
[source] -
Signs test.
Parameters: samp : array-like
1d array. The sample for which you want to perform the signs test.
mu0 : float
See Notes for the definition of the sign test. mu0 is 0 by default, but it is common to set it to the median.
Returns: M, p-value
See also
scipy.stats.wilcoxon
Notes
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 tomu0
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(-).
© 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