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ffm-baseline
Commits
27276aa6
Commit
27276aa6
authored
Feb 19, 2019
by
王志伟
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数据指标波动假设检验统计
parent
41f521c6
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hypothesis_test.py
eda/recommended_indexs/hypothesis_test.py
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eda/recommended_indexs/hypothesis_test.py
View file @
27276aa6
...
...
@@ -97,19 +97,19 @@ def t_test(x,y): #进行t检验
if
p_value
>
0.05
:
#认为数据方差具有齐性,equal_var=ture
t_test
=
ttest_ind
(
x
,
y
,
equal_var
=
True
)
t_p_value
=
t_test
[
1
]
print
(
t_p_value
)
#
print(t_p_value)
if
t_p_value
>
0.05
:
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:"
%
t_p_value
)
else
:
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:"
%
t_p_value
)
else
:
#认为数据方差不具有齐性,equal_var=false
t_test
=
ttest_ind
(
x
,
y
,
equal_var
=
False
)
t_p_value
=
t_test
[
1
]
print
(
t_p_value
)
#
print(t_p_value)
if
t_p_value
>
0.05
:
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据无显著性差异,即该指标没有显著提升,p_value:"
%
t_p_value
)
else
:
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:
%
f
"
%
t_p_value
)
print
(
"策略前后两组数据有显著性差异,即该指标获得显著提升,p_value:"
%
t_p_value
)
#
# ###假设检验,判断是否具有显著性
#
...
...
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