Boost C++ Libraries

Synopsis

#include <boost/math/statistics/z_test.hpp>

namespace boost { namespace math { namespace statistics {

template<typename Real>
std::pair<Real, Real> one_sample_z_test(Real sample_mean, Real sample_variance, Real num_samples, Real assumed_mean);

template<typename ForwardIterator, typename Real = typename std::iterator_traits<ForwardIterator>::value_type>
std::pair<Real, Real> one_sample_z_test(ForwardIterator begin, ForwardIterator end, Real assumed_mean);

template<typename Container>
std::pair<Real, Real> one_sample_z_test(Container const & v, typename Container::value_type assumed_mean);

template<typename ForwardIterator, typename Real = typename std::iterator_traits<ForwardIterator>::value_type>
std::pair<Real, Real> two_sample_z_test(ForwardIterator begin_1, ForwardIterator end_1, ForwardIterator begin_2, ForwardIterator begin_2);

template<typename Container, typename Real = typename Container::value_type>
std::pair<Real, Real> two_sample_z_test(Container const & u, Container const & v);

template<typename ForwardIterator, typename Real = typename std::iterator_traits<ForwardIterator>::value_type>
std::pair<Real, Real> paired_samples_z_test(ForwardIterator begin_1, ForwardIterator end_1, ForwardIterator begin_2, ForwardIterator begin_2);

template<typename Container, typename Real = typename Container::value_type>
std::pair<Real, Real> paired_samples_z_test(Container const & u, Container const & v);

}}}

Background

A set of C++11 compatible functions for various one sample and independent sample z-tests. The input can be any real number or set of real numbers. In the event that the input is an integer or a set of integers typename Real will be deduced as a double precision type.

One-sample z-test

A one-sample z-test is used to determine whether two population means are different when the variances are known and the sample sizes are large. The z-test is closely related to the t-test but can be performed using a large sample size.

where

with X being the test-statistic and µ₀ being the assumed mean

the test statistic X can be assumed to come from a uniform real distribution. Since we wish to know if the sample mean deviates from the true mean in either direction, the test is two-tailed. Hence the p-value is straightforward to calculate from the uniform real distribution on n - 1 degrees of freedom, but nonetheless it is convenient to have it computed here.

An example usage is as follows:

#include <vector>
#include <random>
#include <boost/math/statistics/z_test.hpp>

std::random_device rd;
std::mt19937 gen{rd()};
std::normal_distribution<double> dis{0,1};
std::vector<double> v(1024);
for (auto & x : v) {
  x = dis(gen);
}

auto [t, p] = boost::math::statistics::one_sample_z_test(v, 0.0);

The test statistic is the first element of the pair, and the p-value is the second element.

Independent two-sample z-test

A two-sample z-test determines if the means of two sets of data have a statistically significant difference from each other.

An example of usage is as follows:

#include <vector>
#include <random>
#include <boost/math/statistics/z_test.hpp>

std::random_device rd;
std::mt19937 gen{rd()};
std::normal_distribution<double> dis{0,1};
std::vector<double> u(1024);
std::vector<double> v(1024);
for(std::size_t i = 0; i < u.size(); ++i)
{
  u[i] = dis(gen);
  v[i] = dis(gen);
}

auto [t, p] = boost::math::statistics::two_sample_z_test(u, v);

Nota bene: The sample sizes for the two sets of data do not need to be equal.