Add noncentral hypergeometric distribution #255
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BigCrunsh
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BigCrunsh
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BigCrunsh
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Jun 30, 2014
Distinction between central and minlike Fisher test --- There are mulitple ways to define a p-value for the Fisher, or more general, for 2 x 2 table test. In order to implement strongly consistent confidence intervals w.r.t the corresponding test, we need to invert the corresponding test. Unfortunately, inverting the minlike test does not necessarily lead to an interval. Thus, the default version should be the central p-value with the corresponding interval. Noncentral hypergeometric distribution --- We need Fisher's noncentral hypergeometric distribution to compute confidence intervals. See JuliaStats/Distributions.jl#255.
BigCrunsh
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to BigCrunsh/HypothesisTests.jl
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Jun 30, 2014
Distinction between central and minlike Fisher test --- There are mulitple ways to define a p-value for the Fisher, or more general, for 2 x 2 table test. In order to implement strongly consistent confidence intervals w.r.t the corresponding test, we need to invert the corresponding test. Unfortunately, inverting the minlike test does not necessarily lead to an interval. Thus, the default version should be the central p-value with the corresponding interval. Noncentral hypergeometric distribution --- We need Fisher's noncentral hypergeometric distribution to compute confidence intervals. See JuliaStats/Distributions.jl#255.
| ## Properties | ||
| binomial(n::Int64, kR::UnitRange{Int64}) = [binomial(n,k) for k in kR] | ||
| function logP(d::FisherNoncentralHypergeometric, k) | ||
| y = support(d) |
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What's the difference between logP and logpdf?
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logP is perhaps not the right name. It is actually a helper function (see the box right in http://en.wikipedia.org/wiki/Fisher%27s_noncentral_hypergeometric_distribution) used, e.g., for calculating the mean.
BigCrunsh
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There are two noncentral hypergeometric distributions (Fisher and Wallenius). Fisher's distribution is used for tests based on contigency tables as the Fisher exact test (necessary for e.g. computing confidence intervals).
lindahua
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Jul 7, 2014
Add noncentral hypergeometric distribution
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Thanks! |
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There are two noncentral hypergeometric distributions (Fisher and
Wallenius). Fisher's distribution is used for tests based on contigency
tables as the Fisher exact test (necessary for e.g. computing confidence
intervals).