statsmodels.stats.nonparametric.cohensd2problarger¶
- statsmodels.stats.nonparametric.cohensd2problarger(d)[source]¶
Convert Cohen’s d effect size to stochastically-larger-probability.
This assumes observations are normally distributed.
Computed as
p = Prob(x1 > x2) = F(d / sqrt(2))
where F is cdf of normal distribution. Cohen’s d is defined as
d = (mean1 - mean2) / std
where
std
is the pooled within standard deviation.
Last update:
Dec 23, 2024