statsmodels.stats.nonparametric.RankCompareResult.tost_prob_superior

RankCompareResult.tost_prob_superior(low, upp)[source]

test of stochastic (non-)equivalence of p = P(x1 > x2)

Null hypothesis: p < low or p > upp Alternative hypothesis: low < p < upp

where p is the probability that a random draw from the population of the first sample has a larger value than a random draw from the population of the second sample, specifically

p = P(x1 > x2) + 0.5 * P(x1 = x2)

If the pvalue is smaller than a threshold, say 0.05, then we reject the hypothesis that the probability p that distribution 1 is stochastically superior to distribution 2 is outside of the interval given by thresholds low and upp.

Parameters
low, uppfloat

equivalence interval low < mean < upp

Returns
resHolderTuple

HolderTuple instance with the following main attributes

pvaluefloat

Pvalue of the equivalence test given by the larger pvalue of the two one-sided tests.

statisticfloat

Test statistic of the one-sided test that has the larger pvalue.

results_largerHolderTuple

Results instanc with test statistic, pvalue and degrees of freedom for lower threshold test.

results_smallerHolderTuple

Results instanc with test statistic, pvalue and degrees of freedom for upper threshold test.