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Method and apparatus for significance testing and confidence interval construction based on user-specified distribution

机译:基于用户指定分布的重要性测试和置信区间构建的方法和装置

摘要

A computer and computer implemented method and program product for analyzing statistical data in which the data to be analyzed need not be transformed into a “Normal” distribution, thus avoiding introduction of error. Generally, the user first determines a test statistic (formula) and associated null hypothesis. Then the distribution from which the original data arose, consistent with the null hypothesis, is defined. The computer then produces numerous randomly-generated data sets of the identical size and dimensions of the original statistical data set, according to the distribution defined above. A numerical value of the test statistic is computed from the test statistic formula for each randomly generated data set and stored in a vectored array. The numerical value of the test statistic computed from the original statistical data is then compared with the array and the associated percentile determined. With this information, the significance of the numerical value of the test statistic derived from the original data can be determined and the null hypothesis may be rejected, as indicated. Embodiments of the invention may likewise be used in alternative statistical applications, including computation of confidence intervals and likelihood ratios.
机译:一种用于分析统计数据的计算机和计算机实现的方法和程序产品,其中不需要将要分析的数据转换为“正态”分布,从而避免了引入错误。通常,用户首先确定一个检验统计量(公式)和相关的零假设。然后,定义与原始假设一致的原始数据的分布。然后,计算机根据上面定义的分布,产生许多原始数据集,这些数据集的大小和尺寸与原始统计数据集相同。从每个随机生成的数据集的测试统计公式中计算出测试统计的数值,并将其存储在矢量数组中。然后将根据原始统计数据计算出的检验统计量的数值与数组进行比较,并确定相关的百分位数。利用该信息,可以确定从原始数据得出的检验统计量的数值的重要性,并且可以拒绝原假设。本发明的实施例同样可以用于替代统计应用中,包括计算置信区间和似然比。

著录项

  • 公开/公告号US6847976B1

    专利类型

  • 公开/公告日2005-01-25

    原文格式PDF

  • 申请/专利权人 TERRENCE B. PEACE;

    申请/专利号US20000594144

  • 发明设计人 TERRENCE B. PEACE;

    申请日2000-06-15

  • 分类号G06F1730;

  • 国家 US

  • 入库时间 2022-08-21 22:19:41

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