Implementation of Single Sample T-Test using Map Reduce/Mahout
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Key: MAHOUT-1000
URL: https://issues.apache.org/jira/browse/MAHOUT-1000
Project: Mahout
Issue Type: New Feature
Components: Math
Affects Versions: Backlog
Environment: Linux, Mac OS, Hadoop 0.20.2, Mahout 0.x
Reporter: Dev Lakhani
Fix For: Backlog
Implement a map/reduce version of the single sample t test to test whether a
sample of n subjects comes from a population in which the mean equals a
particular value.
For a large dataset, say n millions of rows, one can test whether the sample
(large as it is) comes from the population mean.
Input:
1) specified population mean to be tested against
2) hypothesis direction : i.e. "two.sided", "less", "greater".
3) confidence level or alpha
4) flag to indicate paired or not paired
The procedure is as follows:
1. Use Map/Reduce to calculate the mean of the sample.
2. Use Map/Reduce to calculate standard error of the population mean.
3. Use Map/Reduce to calculate the t statistic
4. Estimate the degrees of freedom depending on equal sample variances
Output
1) The value of the t-statistic.
2) The p-value for the test.
3) Flag that is true if the null hypothesis can be rejected with confidence 1 -
alpha; false otherwise.
References
http://www.basic.nwu.edu/statguidefiles/ttest_unpaired_ass_viol.html
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