ttest/hypothesis/welch.js

Perform the Student's t hypothesis test

'use strict';

const Distribution = require('distributions').Studentt;

const AbstactStudentT = require('./abstact.js');

class StudentT extends AbstactStudentT {
  
  constructor(left, right, options) {
    super(options);

    const leftSE = left.variance / left.size;
    const rightSE = right.variance / right.size;
    const commonVariance = leftSE + rightSE;

    this._df = Math.pow(commonVariance, 2) / (
      Math.pow(leftSE, 2) / (left.size - 1) +
      Math.pow(rightSE, 2) / (right.size - 1)
    );
    this._dist = new Distribution(this._df);

    this._se = Math.sqrt(commonVariance);
    this._mean = left.mean - right.mean;
  }
}

module.exports = StudentT;