private void power(double stdDev, int samples)
{
this.powerAnalysis = new ZTestPowerAnalysis(Hypothesis)
{
Samples = samples,
Effect = (EstimatedValue - HypothesizedValue) / stdDev,
Size = Size,
};
powerAnalysis.ComputePower();
}
public void ZTestPowerAnalysisConstructorTest1()
{
ZTestPowerAnalysis target;
double actual, expected;
target = new ZTestPowerAnalysis(OneSampleHypothesis.ValueIsDifferentFromHypothesis)
{
Effect = 0.2,
Samples = 60,
Size = 0.10,
};
target.ComputePower();
expected = 0.4618951;
actual = target.Power;
Assert.AreEqual(expected, actual, 1e-5);
target = new ZTestPowerAnalysis(OneSampleHypothesis.ValueIsSmallerThanHypothesis)
{
Effect = 0.2,
Samples = 60,
Size = 0.10,
};
target.ComputePower();
expected = 0.00232198;
actual = target.Power;
Assert.AreEqual(expected, actual, 1e-5);
target = new ZTestPowerAnalysis(OneSampleHypothesis.ValueIsGreaterThanHypothesis)
{
Effect = 0.2,
Samples = 60,
Size = 0.10,
};
target.ComputePower();
expected = 0.6055124;
actual = target.Power;
Assert.AreEqual(expected, actual, 1e-5);
}
public void ZTestPowerAnalysisConstructorTest2()
{
// When creating a power analysis, we have three things we can
// change. We can always freely configure two of those things
// and then ask the analysis to give us the third.
var analysis = new ZTestPowerAnalysis(OneSampleHypothesis.ValueIsDifferentFromHypothesis);
// Those are:
double e = analysis.Effect; // the test's minimum detectable effect size
double n = analysis.Samples; // the number of samples in the test
double p = analysis.Power; // the probability of committing a type-2 error
// Let's set the desired effect size and the
// number of samples so we can get the power
analysis.Effect = 0.2; // we would like to detect at least 0.2 std. dev. apart
analysis.Samples = 60; // we would like to use at most 60 samples
analysis.ComputePower(); // what will be the power of this test?
double power = analysis.Power; // The power is going to be 0.34 (or 34%)
// Let's set the desired power and the number
// of samples so we can get the effect size
analysis.Power = 0.8; // we would like to create a test with 80% power
analysis.Samples = 60; // we would like to use at most 60 samples
analysis.ComputeEffect(); // what would be the minimum effect size we can detect?
double effect = analysis.Effect; // The effect will be 0.36 standard deviations.
// Let's set the desired power and the effect
// size so we can get the number of samples
analysis.Power = 0.8; // we would like to create a test with 80% power
analysis.Effect = 0.2; // we would like to detect at least 0.2 std. dev. apart
analysis.ComputeSamples();
double samples = analysis.Samples; // We would need around 197 samples.
Assert.AreEqual(196.22199335872716, samples); // 196.22199335872716
Assert.AreEqual(0.36168309642441332, effect);
Assert.AreEqual(0.34062035960875625, power);
}
public void EffectSizeTest2()
{
// Example from http://wise.cgu.edu/powermod/computing.asp
double mean = 104;
double stdDev = 10;
int samples = 25;
double hypothesizedMean = 100;
OneSampleHypothesis hypothesis = OneSampleHypothesis.ValueIsDifferentFromHypothesis;
ZTest target = new ZTest(mean, stdDev, samples, hypothesizedMean, hypothesis);
ZTestPowerAnalysis power = (ZTestPowerAnalysis)target.Analysis;
power.Size = 0.05;
power.Power = 0.80;
power.ComputeEffect();
Assert.AreEqual(0.56, power.Effect, 0.001);
}
public void SampleSizeTest1()
{
// Example from http://wise.cgu.edu/powermod/computing.asp
double mean = 104;
double stdDev = 10;
int samples = 25;
double hypothesizedMean = 100;
OneSampleHypothesis hypothesis = OneSampleHypothesis.ValueIsGreaterThanHypothesis;
ZTest target = new ZTest(mean, stdDev, samples, hypothesizedMean, hypothesis);
ZTestPowerAnalysis power = (ZTestPowerAnalysis)target.Analysis;
power.Size = 0.01;
power.Power = 0.90;
power.ComputeSamples();
double sampleSize = System.Math.Ceiling(power.Samples);
Assert.AreEqual(82, sampleSize, 1e-16);
}
