[R] Significance test
setrofim at gmail.com
Fri Sep 23 15:05:55 CEST 2011
Thanks for the response.
> You've got to state the problem little bit more clear.
> What do you mean by "set"? Is it a list of certain possible values,
> available as outcomes of each single measurement (variate)? Or is it
> something else?
> How many variates do you have inside each sample?
> What is it exactly that you want to find?
Sorry, I should have been more clear. My team is working on a software
system. This system comes with a set of benchmarks that exercise specific
functionality. I am attempting to measure the performance impact of the
changes made my my team.
Each of the samples in my previous post represents a particular "build" of
this software system and corresponding to it there are five measurements of
a benchmark execution (each benchmark is executed five times for each
Each measurement is time in seconds, so there isn't a list of all possible
values as such. However, it seems that for specific benchmarks, the
execution times seem to vary by at least some minimal amount (4.17e-07 for
the samples i've posted), so the distribution of the measurements is
essentially becoming discrete.
> Do you want just to compare sample #1 and #2?
I want to be able to compare any pair of samples (that is, "builds").
> There seems to be not enough variates for reliable result.
Yes, unfortunately, the full set of benchmarks takes a while to run, and
this ties up resources, etc. So the number of variates available for a
particular build is limited.
> Still, you may want to look at central tendencies (mean, median), i.e.
> location shift of samples, homogeneity of their variances, or the overall
> shape of empirical distributions.
Yes, I'm basically looking at the difference between the means of the five
runs between two samples. But I need an indicator of whether the difference
is significant. At the moment, I'm doing a t-test, and that sort-of works,
but from the results I'm getting, I'm not sure how accurate it is, so I've
started to wonder if I'm doing something wrong.
> If your data are NOT normally distributed
The way the benchmarks are calculated, each measurement itself is a mean. I
believe the mean of the five means should be normally distributed (at least,
if they weren't "discrete-ized", as described above)? I guess, the crux of
my question is -- does the t-test apply in this case, or should I be doing
> All in all it seems like you need to consult some statistical textbook = )
> Socal and Rolf is a good choice
Yes, it seems so. Thanks for the recommendation. Looks like I'll be stopping
by the book shop on the way home this evening :).
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