statsmodels.stats.nonparametric.RankCompareResult.test_prob_superior

RankCompareResult.test_prob_superior(value=0.5, alternative='two-sided')

test for superiority probability

H0: P(x1 > x2) + 0.5 * P(x1 = x2) = value

The alternative is that the probability is either not equal, larger or smaller than the null-value depending on the chosen alternative.

Parameters:

valuefloat

Value of the probability under the Null hypothesis.

alternativestr

The alternative hypothesis, H1, has to be one of the following

• ‘two-sided’ : H1: prob - value not equal to 0.

• ‘larger’ : H1: prob - value > 0

• ‘smaller’ : H1: prob - value < 0

Returns:

resHolderTuple

HolderTuple instance with the following main attributes

statisticfloat

Test statistic for z- or t-test

pvaluefloat

Pvalue of the test based on either normal or t distribution.