a304ad90e9
The previous calculation used an approximation which was only valid in cases where the means being compared were similar; this resulted in very odd claims being made, e.g. that 0 +/- 0 is a difference of -100% +/- 1% from 100 +/- 1. The new calculation scales sample standard deviations by the means, and yields approximately correct percentage difference bounds providing that the reference population is bounded away from zero. (In the case where the values being compared are not sufficiently bounded away from zero, the distribution of ratios becomes much harder to calculate, and is not likely to be useful anyway.) Note that when ministat is used for its intended purpose of determining whether two samples are statistically different, this change is unlikely to have any noticeable effect; in such cases the means will be similar enough that the correction applied here will be minimal. |
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chameleon | ||
iguana | ||
Makefile | ||
Makefile.depend | ||
ministat.1 | ||
ministat.c | ||
README |
$FreeBSD$ A small tool to do the statistics legwork on benchmarks etc. Prepare your data into two files, one number per line run ./ministat data_before data_after and see what it says. You need at least three data points in each data set, but the more you have the better your result generally gets. Here are two typical outputs: x _1 + _2 +--------------------------------------------------------------------------+ |x + x+ x x x + ++ | | |_________|______AM_______________|__A___________M_______________|| +--------------------------------------------------------------------------+ N Min Max Median Avg Stddev x 5 36060 36138 36107 36105.6 31.165686 + 5 36084 36187 36163 36142.6 49.952978 No difference proven at 95.0% confidence Here nothing can be concluded from the numbers. It _may_ be possible to prove something if many more measurements are made, but with only five measurements, nothing is proven. x _1 + _2 +--------------------------------------------------------------------------+ | + | | x + +| |x x x x + +| | |_______________A_____M_________| |_M___A____| | +--------------------------------------------------------------------------+ N Min Max Median Avg Stddev x 5 0.133 0.137 0.136 0.1354 0.0015165751 + 5 0.139 0.14 0.139 0.1394 0.00054772256 Difference at 95.0% confidence 0.004 +/- 0.00166288 2.95421% +/- 1.22812% (Student's t, pooled s = 0.00114018) Here we have a clearcut difference, not very big, but clear and unambiguous.