Monday, 4 December 2006

st.statistics - Statistical test comparing two relative frequencies

Assume they are four independent beta random variables Xi, with means mui.



Note that the density functions would depend on the observed samples.



We could then test the hypothesis that mu1mu2>mu3mu4 by setting up a quadruple integral of the joint density function over the set



(x1,x2,x3,x4)midx1x2>x3x4.



If this integral is small, we reject the hypothesis mu1mu2>mu3mu4.

No comments:

Post a Comment