Mercurial Hosting > traffic-intelligence
comparison python/utils.py @ 423:f738fa1b69f0
added sample size and Student distribution
author | Nicolas Saunier <nicolas.saunier@polymtl.ca> |
---|---|
date | Mon, 21 Oct 2013 23:58:40 -0400 |
parents | 4fce27946c60 |
children | d40ad901b272 |
comparison
equal
deleted
inserted
replaced
422:67c7ff5d6b26 | 423:f738fa1b69f0 |
---|---|
26 | 26 |
27 ######################### | 27 ######################### |
28 # simple statistics | 28 # simple statistics |
29 ######################### | 29 ######################### |
30 | 30 |
31 def confidenceInterval(mean, stdev, nSamples, percentConfidence, printLatex = False): | 31 def sampleSize(stdev, tolerance, percentConfidence, printLatex = False): |
32 from math import sqrt | |
33 from scipy.stats.distributions import norm | 32 from scipy.stats.distributions import norm |
34 k = round(norm.ppf(0.5+percentConfidence/200., 0, 1)*100)/100. # 1.-(100-percentConfidence)/200. | 33 k = round(norm.ppf(0.5+percentConfidence/200., 0, 1)*100)/100. # 1.-(100-percentConfidence)/200. |
34 if printLatex: | |
35 print('${0}^2\\frac{{{1}^2}}{{{2}^2}}$'.format(k, stdev, tolerance)) | |
36 return (k*stdev/tolerance)**2 | |
37 | |
38 def confidenceInterval(mean, stdev, nSamples, percentConfidence, trueStd = True, printLatex = False): | |
39 'if trueStd, use normal distribution, otherwise, Student' | |
40 from math import sqrt | |
41 from scipy.stats.distributions import norm, t | |
42 if trueStd: | |
43 k = round(norm.ppf(0.5+percentConfidence/200., 0, 1)*100)/100. # 1.-(100-percentConfidence)/200. | |
44 else: # use Student | |
45 k = round(t.ppf(0.5+percentConfidence/200., nSamples-1)*100)/100. | |
35 e = k*stdev/sqrt(nSamples) | 46 e = k*stdev/sqrt(nSamples) |
36 if printLatex: | 47 if printLatex: |
37 print('${0} \pm {1}\\frac{{{2}}}{{\sqrt{{{3}}}}}$'.format(mean, k, stdev, nSamples)) | 48 print('${0} \pm {1}\\frac{{{2}}}{{\sqrt{{{3}}}}}$'.format(mean, k, stdev, nSamples)) |
38 return mean-e, mean+e | 49 return mean-e, mean+e |
39 | 50 |