{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "Testování hypotéz\n", "============\n", "\n", "Z předchozího měření (nebo teorie) činíme hypotézu o hodnotě neznámého parametru $\\theta_0$ (**odhad** $\\hat\\theta_0 \\pm \\delta$ s pravděp. obsahem *p*)\n", ", ev. o rozdělení měřených hodnot. Následující měření umožní **test** hypotézy *H0*:\n", "\n", "měření dává statistiku $t(y_1,y_2,..,y_N)$, úkolem je stanovit, jaká je pravděpodobnost \n", "pozorování $t$ za předpokladu platnosti/neplatnosti *H0* \n", "\n", "určujeme tedy, s jakym rizikem nastane jedna ze 2 možných chyb\n", "\n", "- chyba 1. druhu = hypotéza platí, ale _H0_ zamítneme: $P(t \\in K | H_0)=\\alpha$\n", "- chyba 2. druhu = hypotéza neplatí, ale _H0_ přijmeme: $P(t \\notin K | \\mathrm{not} H_0)=\\beta$ \n", "\n", "kde *K* je kritická oblast \"nepřijatelných\" hodnot $t$ (pokud $t$ zde leží, můžeme *H0* **zamítnout na hladině významnosti** $\\alpha$ - jinak je naše statistika nedostatečná a vyžaduje další měření). Pravděpodobnost $1-\\beta$ je pak **síla (mohutnost) testu** (závisí na $\\alpha$)...\n", "\n", "> pokud _H0_ neplatí (platí alternativa _H1_, pokud je jediná)\n" ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" }, { "data": { "image/png": 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r8v3LCfUJdasZJKujZ5bUHKnGnxAR8QRmASOBLsBYEak88cchYIhSKhaYAVT8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\n", "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "%matplotlib inline\n", "M,N=12,10 #velikosti vzorků\n", "mu=2.\n", "sig=1\n", "from matplotlib.pyplot import *\n", "from scipy import stats\n", "from numpy import r_\n", "x=r_[-3:8:0.01]\n", "hyp0=stats.t(M+N-2,loc=0)\n", "hyp1=stats.t(M+N-2,loc=mu)\n", "y1=hyp0.pdf(x)\n", "y2=hyp1.pdf(x)\n", "plot(x,y1)\n", "plot(x,y2)\n", "prob=0.05\n", "pos=hyp0.ppf(1-prob) # hodnoty mensi nez tato \n", "axvline(pos,color='r')\n", "fill([pos]+list(x[x>pos]),[0]+list(y1[x>pos]),'b',alpha=0.4,hold=1)\n", "fill(list(x[x]" ] }, "execution_count": 50, "metadata": {}, "output_type": "execute_result" }, { "data": { "image/png": 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JBpOZ+S/y8xeQKh809RmEY6dWn6V+dr/5Bh57DJ5+et9mZEtow0PcwgQuYTdV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\nJXcRkQD6f5y8qylj+1FgAAAAAElFTkSuQmCC\n", "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "from scipy import stats\n", "import numpy as np\n", "%matplotlib inline\n", "from matplotlib import pyplot as pl\n", "\n", "N=1000\n", "dx=0.5\n", "dset=stats.chi2(5).rvs(N)\n", "x=np.r_[0:15:dx]\n", "ok=pl.hist(dset,x)\n", "pred=stats.chi2(5).pdf(x+0.25)\n", "pl.plot(x+0.25,pred*N*dx,'r',lw=2)" ] }, { "cell_type": "code", "execution_count": 56, "metadata": { "collapsed": false }, "outputs": [ { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "cumpred=stats.chi2(5).cdf(x)\n", "pred2=cumpred[1:]-cumpred[:-1]\n", "pl.plot(x[1:-1],pred[1:-1]*dx/pred2[1:]-1)\n", "pl.grid()" ] }, { "cell_type": "code", "execution_count": 57, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(31.590190917491448, array([ 37.91592254, 41.33713815, 48.27823577]))" ] }, "execution_count": 57, "metadata": {}, "output_type": "execute_result" }, { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "resid=ok[0]-pred[:-1]*N*dx\n", "pl.plot(x[:-1]+dx/2.,resid,'d')\n", "pl.axhline(0)\n", "pl.grid()\n", "sum(resid**2./(pred[:-1]*N*dx)),stats.chi2(len(ok[0])-1).isf([0.1,0.05,0.01])" ] }, { "cell_type": "code", "execution_count": 20, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(155.49945566272714, 149.73151462190449)" ] }, "execution_count": 20, "metadata": {}, "output_type": "execute_result" } ], "source": [ "def testN(ndf,dat,dx=0.5):\n", " pred=stats.chi2(ndf).pdf(x[:len(dat)]+dx/2.)\n", " return sum((dat-pred*sum(dat)*dx)**2./(pred*sum(dat)*dx))\n", "testN(4,ok[0]),testN(6,ok[0])" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "nulovou hypotézu (teor. křivka a histogram se neliší) nemůžeme zamítnout ani na *hladině spolehlivosti* 90%." ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Kolgomorův test\n", "\n", "sestavení distribuční funkce z *N* naměřených dat $S_N(X)$ = (počet měření80) má rozdělení \n", "\n", "$$F_{Klg}(\\sqrt{N}D_N)=1-2 \\sum_j^\\infty (-1)^{j-1} \\exp(-2j^2 N D_N^2)$$\n", "\n", "H0 zamítáme s rizikem $\\alpha$, pokud vyšlo $\\sqrt{N}D_N > z_\\alpha$\n", "\n", "$\\alpha$|$z_\\alpha$
(Kolgomorov-Smirnovo rozdělení)\n", "-|-\n", "0.01 | 1.63\n", "0.05 | 1.36\n", "0.10 | 1.22\n", "\n", "\n" ] }, { "cell_type": "code", "execution_count": 46, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(0.020252210725574704, 0.64043113546507324)" ] }, "execution_count": 46, "metadata": {}, "output_type": "execute_result" }, { "data": { "image/png": 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Ji/37oUEDo83yzTfGE4v8/FL60x4UHBxs7g5TieQ0jx0yguQ0m11y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\nJEXWAAAAAElFTkSuQmCC\n", "text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "edf=np.cumsum(ok[0])\n", "edf/=float(N)\n", "pred=stats.chi2(5).cdf(x[1:])\n", "pl.plot(x[1:]+0.25,edf,x[1:],pred)\n", "pl.grid()\n", "Dn=max(abs(edf-pred))\n", "Dn,Dn*np.sqrt(N)" ] }, { "cell_type": "code", "execution_count": 48, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(0.72901387077572011, 0.25713257574053389)" ] }, "execution_count": 48, "metadata": {}, "output_type": "execute_result" }, { "data": { "image/png": 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"text/plain": [ "" ] }, "metadata": {}, "output_type": "display_data" } ], "source": [ "multest=np.array([max(abs(np.cumsum(np.histogram(stats.chi2(5).rvs(N),x)[0])/float(N)-pred)) for i in range(1000)])\n", "multest*=np.sqrt(N)\n", "pl.hist(multest,30)\n", "pl.axvline(1.22,color='r')\n", "pl.axvline(1.36,color='r')\n", "multest.mean(),multest.std()" ] }, { "cell_type": "code", "execution_count": 49, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(0.056000000000000001, 0.021999999999999999)" ] }, "execution_count": 49, "metadata": {}, "output_type": "execute_result" } ], "source": [ "sum(multest>1.22)/1000.,sum(multest>1.36)/1000.,\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "Test homogenity\n", "============\n", "\n", "## rovnost rozdělení 2 vzorků dat" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Smirnovův test\n", "\n", "srovnáváme empirické dist. funkce $S_n$, $S_m$: statistika \n", "$D_{nm}=\\max \\|S_n(x)-S_m(x)\\|$ má asymptotické rozdělení jako v předchozím případě se \n", "$\\sqrt{nm/(n+m)}D_{nm} < z_\\alpha$ \n", "\n", "nebo jednostranné testy $D_{nm}^{\\pm}=\\max \\{\\pm (S_n(x)-S_m(x))\\}$\n", "má jednodušší rozdělení\n", "$K^\\pm(z)=\\lim P(\\sqrt{nm/(n+m)}D_{nm}^{\\pm} \\lt z_\\alpha)=1-\\exp(-2 z^2)$\n", "pro $n\\rightarrow\\infty, m\\rightarrow\\infty$\n", "\n", "úpravou vzniká" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Wayneův test\n", "\n", "$$W_{nm}=\\sqrt{nm/(n+m)}\\ \\max \\{ \\|S_n(x)-S_m(x)\\|/S_m(x) \\}$$ pro $x$ splňující $S(x)\\geq a$ (kde $a>0$ je konstanta) má rozdělení\n", "\n", "$$\\lim P(W_{nm}^{\\pm} \\lt z_\\alpha)=\\sqrt{\\frac{2}{\\pi}} \\int_0^{z\\sqrt{a/(1-a)}} \\exp\\left(\\frac{t^2}{2}\\right) dt$$ pro $z \\gt 0$.\n", "\n", "-------------------------" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Wilcoxonův (-Mann-Whitney) test\n", "\n", "2 vzorky spojíme, (n+m) čísel uspořádáme podle velikosti a určíme pořadí (pozice) čísel $x_1, .., x_n$ z první sady: jejich součet je $T_n$ a výraz\n", "$$U_0=\\frac{\\frac{nm + n(n+1)}{2}-T_n}{\\sqrt{\\frac{nm}{12}(n+m+1)}}$$ má rozdělení N(0,1).\n", "\n", "-------------------\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## rovnost středních hodnot\n", "předpokládáme normální rozdělení N($\\mu_x,\\sigma_x^2$), N($\\mu_y,\\sigma_y^2$)\n", "\n", "hypotéza H0: $\\mu_x=\\mu_y$" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Studentův test\n", "\n", "testovací statistika\n", "$$t=\\frac{\\bar{x}-\\bar{y}}{\\sqrt{\\frac{\\left((n-1)\\widehat{\\sigma_x^2} + (m-1)\\widehat{\\sigma_y^2}\\right)(n+m)}{nm(n+m-2)}}}$$\n", "\n", "kde $\\bar{x}=\\sum_i{x_i}/n$, $\\widehat{\\sigma_x^2}=\\sum_i{(x_i-\\bar{x})^2}/(n-1)$ (resp. pro *y* a *m*)\n", "má Studentovo rozdělení s *n+m-2* stupni volnosti.\n", "\n", "Pozn.: Disperze rozdílu $\\Delta = \\bar{x} -\\bar{y}$ je odhadnuta jako $$\\widehat{\\sigma_{\\Delta}^2} = \\widehat{\\sigma_{\\bar{x}}^2} + \\widehat{\\sigma_{\\bar{y}}^2} = \\frac{n+m}{nm} \\widehat{\\sigma^2},$$ kde $$\\widehat{\\sigma^2} = \\frac{(n-1)\\widehat{\\sigma_x^2} + (m-1)\\widehat{\\sigma_y^2}}{n+m-2}$$ je společný odhad kombinující odhady disperze vzorků $\\widehat{\\sigma_x^2}$ a $\\widehat{\\sigma_y^2}$.\n" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## rovnost disperzí" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "### Fischerův test\n", "\n", "hypotéza H0: $\\sigma_x=\\sigma_y$\n", "\n", "statistika $F=\\widehat{\\sigma_x^2}/\\widehat{\\sigma_y^2}$ (definice viz výše) má [Fischer-Snedecorovo](mmzm_rozdeleni.ipynb/#fischer-snedecorovo_rozd+len+) rozdělení $F_{n-1,m-1}$ " ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(1.3693434492264385, 2.0942743714793242)" ] }, "execution_count": 7, "metadata": {}, "output_type": "execute_result" } ], "source": [ "from numpy import random\n", "N,M=20,30\n", "samp1=np.random.normal(3,1.,size=N)\n", "samp2=np.random.normal(3,1.4,size=M)\n", "sig1=sum((samp1-samp1.mean())**2)/(N-1)\n", "sig2=sum((samp2-samp2.mean())**2)/(M-1)\n", "sig1,sig2" ] }, { "cell_type": "code", "execution_count": 10, "metadata": { "collapsed": false }, "outputs": [ { "data": { "text/plain": [ "(array([ 1.68490635, 1.95814552, 2.23127383, 2.59874401]),\n", " array([ 1.68490635, 1.95814552, 2.23127383, 2.59874401]),\n", " 0.65385102729361144)" ] }, "execution_count": 10, "metadata": {}, "output_type": "execute_result" } ], "source": [ "stats.f(N-1,M-1).isf([0.1,0.05,0.025,0.01]),1/stats.f(M-1,N-1).ppf([0.1,0.05,0.025,0.01]),sig1/sig2" ] } ], "metadata": { "kernelspec": { "display_name": "Python 2", "language": "python", "name": "python2" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 2 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython2", "version": "2.7.6" } }, "nbformat": 4, "nbformat_minor": 0 }