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Lære Challenge: Using CLT to Compare Mean Values of Non-Gaussian Datasets | Testing of Statistical Hypotheses
Advanced Probability Theory

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Challenge: Using CLT to Compare Mean Values of Non-Gaussian Datasets

In the last chapter, we considered how to compare the mathematical expectations of two Gaussian datasets. But what if the datasets are not Gaussian, and is it possible to somehow compare them in this case?

Using Central Limit Theorem to compare mean values

We can use the CLT to compare mean values of non-Gaussian datasets:

  1. If we have many samples, we can use the CLT to construct new features: instead of analyzing samples, we can analyze the mean values of the samples. Due to CLT, if we calculate the mean with many samples, this mean value will be normally distributed;

  2. Use the Student criterion described in the previous chapter to test the hypothesis.

Note

For different distributions, you need to select a different number of samples for which the average is calculated to achieve normality. This is usually done experimentally using various tests for normality, for example, shapiro normality test.

Oppgave

Swipe to start coding

Now we will check the hypothesis that two exponential datasets have equal mean values using the Central Limit Theorem. Your task is:

  1. Import ttest_ind function from scipy.stats module to provide t-test.
  2. Use .mean() method to calculate the mean over the sliding window in sliding_mean function.
  3. Use shapiro() function to check normality of X_mean array.
  4. Specify condition in if statement to check hypothesis.

Løsning

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Seksjon 4. Kapittel 4
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book
Challenge: Using CLT to Compare Mean Values of Non-Gaussian Datasets

In the last chapter, we considered how to compare the mathematical expectations of two Gaussian datasets. But what if the datasets are not Gaussian, and is it possible to somehow compare them in this case?

Using Central Limit Theorem to compare mean values

We can use the CLT to compare mean values of non-Gaussian datasets:

  1. If we have many samples, we can use the CLT to construct new features: instead of analyzing samples, we can analyze the mean values of the samples. Due to CLT, if we calculate the mean with many samples, this mean value will be normally distributed;

  2. Use the Student criterion described in the previous chapter to test the hypothesis.

Note

For different distributions, you need to select a different number of samples for which the average is calculated to achieve normality. This is usually done experimentally using various tests for normality, for example, shapiro normality test.

Oppgave

Swipe to start coding

Now we will check the hypothesis that two exponential datasets have equal mean values using the Central Limit Theorem. Your task is:

  1. Import ttest_ind function from scipy.stats module to provide t-test.
  2. Use .mean() method to calculate the mean over the sliding window in sliding_mean function.
  3. Use shapiro() function to check normality of X_mean array.
  4. Specify condition in if statement to check hypothesis.

Løsning

Switch to desktopBytt til skrivebordet for virkelighetspraksisFortsett der du er med et av alternativene nedenfor
Alt var klart?

Hvordan kan vi forbedre det?

Takk for tilbakemeldingene dine!

Seksjon 4. Kapittel 4
Switch to desktopBytt til skrivebordet for virkelighetspraksisFortsett der du er med et av alternativene nedenfor
Vi beklager at noe gikk galt. Hva skjedde?
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