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Permutation tests! Easy to use and easy to explain. The two examples have the same mean and median, but differ substantially in their min/max/standard deviatio
by mshron 15y ago
Permutation tests! Easy to use and easy to explain.
The two examples have the same mean and median, but differ substantially in their min/max/standard deviation/median absolute deviation. Pick your spread, they differ. I got this by poking around in iPython.
Find the standard deviation of A. Reshuffle A and B together, taking half of the resulting list, calculate the standard deviation, record it and repeat that a thousand times. See that you basically never get a standard deviation as large as you did for A alone, so they meaningfully differ.
Repeat on each of the data sets, and you see that D and E are plausibly similar to A whereas C and F are not. Repeat for B to see if we're being fucked with, and lo and behold it all seems to work out, though D is a little iffy.
I used numpy and ten lines of glue code. Happy to post if there is interest.