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diff --git a/src/boost/libs/math/example/students_t_example1.cpp b/src/boost/libs/math/example/students_t_example1.cpp new file mode 100644 index 00000000..c86b89d5 --- /dev/null +++ b/src/boost/libs/math/example/students_t_example1.cpp @@ -0,0 +1,101 @@ +// students_t_example1.cpp + +// Copyright Paul A. Bristow 2006, 2007. + +// Use, modification and distribution are subject to the +// Boost Software License, Version 1.0. +// (See accompanying file LICENSE_1_0.txt +// or copy at http://www.boost.org/LICENSE_1_0.txt) + +// Example 1 of using Student's t + +// http://en.wikipedia.org/wiki/Student's_t-test says: +// The t statistic was invented by William Sealy Gosset +// for cheaply monitoring the quality of beer brews. +// "Student" was his pen name. +// WS Gosset was statistician for Guinness brewery in Dublin, Ireland, +// hired due to Claude Guinness's innovative policy of recruiting the +// best graduates from Oxford and Cambridge for applying biochemistry +// and statistics to Guinness's industrial processes. +// Gosset published the t test in Biometrika in 1908, +// but was forced to use a pen name by his employer who regarded the fact +// that they were using statistics as a trade secret. +// In fact, Gosset's identity was unknown not only to fellow statisticians +// but to his employer - the company insisted on the pseudonym +// so that it could turn a blind eye to the breach of its rules. + +// Data for this example from: +// P.K.Hou, O. W. Lau & M.C. Wong, Analyst (1983) vol. 108, p 64. +// from Statistics for Analytical Chemistry, 3rd ed. (1994), pp 54-55 +// J. C. Miller and J. N. Miller, Ellis Horwood ISBN 0 13 0309907 + +// Determination of mercury by cold-vapour atomic absorption, +// the following values were obtained fusing a trusted +// Standard Reference Material containing 38.9% mercury, +// which we assume is correct or 'true'. +double standard = 38.9; + +const int values = 3; +double value[values] = {38.9, 37.4, 37.1}; + +// Is there any evidence for systematic error? + +// The Students't distribution function is described at +// http://en.wikipedia.org/wiki/Student%27s_t_distribution +#include <boost/math/distributions/students_t.hpp> + using boost::math::students_t; // Probability of students_t(df, t). + +#include <iostream> + using std::cout; using std::endl; +#include <iomanip> + using std::setprecision; +#include <cmath> + using std::sqrt; + +int main() +{ + cout << "Example 1 using Student's t function. " << endl; + + // Example/test using tabulated value + // (deliberately coded as naively as possible). + + // Null hypothesis is that there is no difference (greater or less) + // between measured and standard. + + double degrees_of_freedom = values-1; // 3-1 = 2 + cout << "Measurement 1 = " << value[0] << ", measurement 2 = " << value[1] << ", measurement 3 = " << value[2] << endl; + double mean = (value[0] + value[1] + value[2]) / static_cast<double>(values); + cout << "Standard = " << standard << ", mean = " << mean << ", (mean - standard) = " << mean - standard << endl; + double sd = sqrt(((value[0] - mean) * (value[0] - mean) + (value[1] - mean) * (value[1] - mean) + (value[2] - mean) * (value[2] - mean))/ static_cast<double>(values-1)); + cout << "Standard deviation = " << sd << endl; + if (sd == 0.) + { + cout << "Measured mean is identical to SRM value," << endl; + cout << "so probability of no difference between measured and standard (the 'null hypothesis') is unity." << endl; + return 0; + } + + double t = (mean - standard) * std::sqrt(static_cast<double>(values)) / sd; + cout << "Student's t = " << t << endl; + cout.precision(2); // Useful accuracy is only a few decimal digits. + cout << "Probability of Student's t is " << cdf(students_t(degrees_of_freedom), std::abs(t)) << endl; + // 0.91, is 1 tailed. + // So there is insufficient evidence of a difference to meet a 95% (1 in 20) criterion. + + return 0; +} // int main() + +/* + +Output is: + +Example 1 using Student's t function. +Measurement 1 = 38.9, measurement 2 = 37.4, measurement 3 = 37.1 +Standard = 38.9, mean = 37.8, (mean - standard) = -1.1 +Standard deviation = 0.964365 +Student's t = -1.97566 +Probability of Student's t is 0.91 + +*/ + + |