statsmodels.stats.nonparametric.RankCompareResult.effectsize_normal

RankCompareResult.effectsize_normal(prob=None)[source]

Cohen’s d, standardized mean difference under normality assumption.

This computes the standardized mean difference, Cohen’s d, effect size that is equivalent to the rank based probability p of being stochastically larger if we assume that the data is normally distributed, given by

math

d = F^{-1}(p) * sqrt{2}

where \(F^{-1}\) is the inverse of the cdf of the normal distribution.

Parameters
probfloat in (0, 1)

Probability to be converted to Cohen’s d effect size. If prob is None, then the prob1 attribute is used.

Returns
equivalent Cohen’s d effect size under normality assumption.