1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.statistics.inference;
18
19 import java.util.Objects;
20 import org.apache.commons.statistics.distribution.BinomialDistribution;
21
22 /**
23 * Implements binomial test statistics.
24 *
25 * <p>Performs an exact test for the statistical significance of deviations from a
26 * theoretically expected distribution of observations into two categories.
27 *
28 * @see <a href="http://en.wikipedia.org/wiki/Binomial_test">Binomial test (Wikipedia)</a>
29 * @since 1.1
30 */
31 public final class BinomialTest {
32 /** Default instance. */
33 private static final BinomialTest DEFAULT = new BinomialTest(AlternativeHypothesis.TWO_SIDED);
34
35 /** Alternative hypothesis. */
36 private final AlternativeHypothesis alternative;
37
38 /**
39 * @param alternative Alternative hypothesis.
40 */
41 private BinomialTest(AlternativeHypothesis alternative) {
42 this.alternative = alternative;
43 }
44
45 /**
46 * Return an instance using the default options.
47 *
48 * <ul>
49 * <li>{@link AlternativeHypothesis#TWO_SIDED}
50 * </ul>
51 *
52 * @return default instance
53 */
54 public static BinomialTest withDefaults() {
55 return DEFAULT;
56 }
57
58 /**
59 * Return an instance with the configured alternative hypothesis.
60 *
61 * @param v Value.
62 * @return an instance
63 */
64 public BinomialTest with(AlternativeHypothesis v) {
65 return new BinomialTest(Objects.requireNonNull(v));
66 }
67
68 /**
69 * Performs a binomial test about the probability of success \( \pi \).
70 *
71 * <p>The null hypothesis is \( H_0:\pi=\pi_0 \) where \( \pi_0 \) is between 0 and 1.
72 *
73 * <p>The probability of observing \( k \) successes from \( n \) trials with a given
74 * probability of success \( p \) is:
75 *
76 * <p>\[ \Pr(X=k)=\binom{n}{k}p^k(1-p)^{n-k} \]
77 *
78 * <p>The test is defined by the {@link AlternativeHypothesis}.
79 *
80 * <p>To test \( \pi < \pi_0 \) (less than):
81 *
82 * <p>\[ p = \sum_{i=0}^k\Pr(X=i)=\sum_{i=0}^k\binom{n}{i}\pi_0^i(1-\pi_0)^{n-i} \]
83 *
84 * <p>To test \( \pi > \pi_0 \) (greater than):
85 *
86 * <p>\[ p = \sum_{i=0}^k\Pr(X=i)=\sum_{i=k}^n\binom{n}{i}\pi_0^i(1-\pi_0)^{n-i} \]
87 *
88 * <p>To test \( \pi \ne \pi_0 \) (two-sided) requires finding all \( i \) such that
89 * \( \mathcal{I}=\{i:\Pr(X=i)\leq \Pr(X=k)\} \) and compute the sum:
90 *
91 * <p>\[ p = \sum_{i\in\mathcal{I}}\Pr(X=i)=\sum_{i\in\mathcal{I}}\binom{n}{i}\pi_0^i(1-\pi_0)^{n-i} \]
92 *
93 * <p>The two-sided p-value represents the likelihood of getting a result at least as
94 * extreme as the sample, given the provided {@code probability} of success on a
95 * single trial.
96 *
97 * <p>The test statistic is equal to the estimated proportion \( \frac{k}{n} \).
98 *
99 * @param numberOfTrials Number of trials performed.
100 * @param numberOfSuccesses Number of successes observed.
101 * @param probability Assumed probability of a single trial under the null
102 * hypothesis.
103 * @return test result
104 * @throws IllegalArgumentException if {@code numberOfTrials} or
105 * {@code numberOfSuccesses} is negative; {@code probability} is not between 0
106 * and 1; or if {@code numberOfTrials < numberOfSuccesses}
107 * @see #with(AlternativeHypothesis)
108 */
109 public SignificanceResult test(int numberOfTrials, int numberOfSuccesses, double probability) {
110 // Note: The distribution validates number of trials and probability.
111 // Here we only have to validate the number of successes.
112 Arguments.checkNonNegative(numberOfSuccesses);
113 if (numberOfTrials < numberOfSuccesses) {
114 throw new InferenceException(
115 "must have n >= k for binomial coefficient (n, k), got n = %d, k = %d",
116 numberOfSuccesses, numberOfTrials);
117 }
118
119 final BinomialDistribution distribution = BinomialDistribution.of(numberOfTrials, probability);
120 final double p;
121 if (alternative == AlternativeHypothesis.GREATER_THAN) {
122 p = distribution.survivalProbability(numberOfSuccesses - 1);
123 } else if (alternative == AlternativeHypothesis.LESS_THAN) {
124 p = distribution.cumulativeProbability(numberOfSuccesses);
125 } else {
126 p = twoSidedBinomialTest(numberOfTrials, numberOfSuccesses, probability, distribution);
127 }
128 return new BaseSignificanceResult((double) numberOfSuccesses / numberOfTrials, p);
129 }
130
131 /**
132 * Returns the <i>observed significance level</i>, or p-value, associated with a
133 * two-sided binomial test about the probability of success \( \pi \).
134 *
135 * @param n Number of trials performed.
136 * @param k Number of successes observed.
137 * @param probability Assumed probability of a single trial under the null
138 * hypothesis.
139 * @param distribution Binomial distribution.
140 * @return p-value
141 */
142 private static double twoSidedBinomialTest(int n, int k, double probability,
143 BinomialDistribution distribution) {
144 // Find all i where Pr(X = i) <= Pr(X = k) and sum them.
145 // Exploit the known unimodal distribution to increase the
146 // search speed. Note the search depends only on magnitude differences.
147 // The current BinomialDistribution is faster using log probability
148 // as it omits a call to Math.exp.
149
150 // Use the mode as the point of largest probability.
151 // The lower or upper mode is important for the search below.
152 final int m1 = (int) Math.ceil((n + 1.0) * probability) - 1;
153 final int m2 = (int) Math.floor((n + 1.0) * probability);
154 if (k < m1) {
155 final double pk = distribution.logProbability(k);
156 // Lower half = cdf(k)
157 // Find upper half. As k < lower mode i should never
158 // reach the lower mode based on the probability alone.
159 // Bracket with the upper mode.
160 final int i = Searches.searchDescending(m2, n, pk, distribution::logProbability);
161 return distribution.cumulativeProbability(k) +
162 distribution.survivalProbability(i - 1);
163 } else if (k > m2) {
164 final double pk = distribution.logProbability(k);
165 // Upper half = sf(k - 1)
166 // Find lower half. As k > upper mode i should never
167 // reach the upper mode based on the probability alone.
168 // Bracket with the lower mode.
169 final int i = Searches.searchAscending(0, m1, pk, distribution::logProbability);
170 return distribution.cumulativeProbability(i) +
171 distribution.survivalProbability(k - 1);
172 }
173 // k == mode
174 // Edge case where the sum of probabilities will be either
175 // 1 or 1 - Pr(X = mode) where mode != k
176 final double pk = distribution.probability(k);
177 final double pm = distribution.probability(k == m1 ? m2 : m1);
178 return pm > pk ? 1 - pm : 1;
179 }
180 }