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61 lines
1.3 KiB
PHP
61 lines
1.3 KiB
PHP
<?php
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/**
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* Orange Management
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*
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* PHP Version 7.4
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*
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* @package phpOMS\Math\Stochastic\Distribution
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* @copyright Dennis Eichhorn
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* @license OMS License 1.0
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* @version 1.0.0
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* @link https://orange-management.org
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*/
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declare(strict_types=1);
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namespace phpOMS\Math\Stochastic\Distribution;
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use phpOMS\Math\Statistic\Average;
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use phpOMS\Math\Statistic\MeasureOfDispersion;
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/**
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* ZTest
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*
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* @package phpOMS\Math\Stochastic\Distribution
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* @license OMS License 1.0
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* @link https://orange-management.org
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* @since 1.0.0
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*
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* @internal
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*/
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final class ZTest
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{
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public const TABLE = [
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'2.58' => 0.99,
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'2.33' => 0.98,
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'1.96' => 0.95,
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'1.64' => 0.90,
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'1.44' => 0.85,
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'1.28' => 0.80,
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];
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/**
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* Test hypthesis.
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*
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* @param array $data Data
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* @param float $alpha Alpha / Observed dataset size
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* @param null|float $sigma Sigma / Significance
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*
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* @return float
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*
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* @since 1.0.0
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*/
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public static function testHypothesis(array $data, float $alpha, float $sigma = null) : float
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{
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if ($sigma === null) {
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return MeasureOfDispersion::standardDeviationSample($data);
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}
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return 1 - NormalDistribution::dist((Average::arithmeticMean($data) - $alpha) / ($sigma / \sqrt(\count($data))), 0.0, 1.0, true);
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}
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}
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