Just to say I haven't forgotten this, will (hopefully!) get to it soon, John.
I got a problem with the example "students_t_single_sample.cpp". The corresponding document is at: http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/stat_tu...
Actally, I am confused with the mathematical logic rather than coding. The document presents a table that shows four hypothesis and tests, I am OK with the frist two, but for the third and the fourth ones:
The original text: Hypothesis 3: the sample mean is less than the true mean Test 3: Reject if CDF of t > significance level, cdf(dist, t) > alpha
I think p-value should be the integral from t to +Infinite: cdf(complement(dist, t)), So reject Hypothesis 3 when cdf(complement(dist, t)) < alpha, or say cdf(dist, t) > 1-alpha
The original text: Hypothesis 4: the sample mean is greater than the true mean Reject if complement of CDF of t > significance level: cdf(complement(dist, t)) > alpha
Similarly, the p-value should be the integral from -Infinite to t: cdf(dist, t), so reject Hypothesis 4 when cdf(dist, t) < alpha
Is that right? Thanks.
Zhiyu Li
2014-01-11
lizy10b
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