[SOLVED] Binomial test on examples whose attributes specify the parameters
Pardon me if this is a silly question.
Suppose I have an ExampleSet with two attributes, eg:
TC SC
005 3
010 7
150 83
etc...
...where TC is the (Bernoulli) "Trial Count" and SC is the "Success Count", and the probability of success at each trial is 0.5. I would like to perform the binomial test on each example. In other words, I would like to generate a new attribute SS (Statistical Significance) indicating (for each example) the probability that TC trials will result in at least SC successes. How should I approach this?
I can't see how I could construct the cumulative binomial distribution from the functions available in the Generate Attributes operator, except perhaps if TC is small, and using loops. I'm going to look into how much Hoeffding's inequality and Chernoff's inequality can help, but am I overlooking any simpler way of doing this? Perhaps some statistical tests already implemented in one of the RM extensions?
Thanks in advance.
Suppose I have an ExampleSet with two attributes, eg:
TC SC
005 3
010 7
150 83
etc...
...where TC is the (Bernoulli) "Trial Count" and SC is the "Success Count", and the probability of success at each trial is 0.5. I would like to perform the binomial test on each example. In other words, I would like to generate a new attribute SS (Statistical Significance) indicating (for each example) the probability that TC trials will result in at least SC successes. How should I approach this?
I can't see how I could construct the cumulative binomial distribution from the functions available in the Generate Attributes operator, except perhaps if TC is small, and using loops. I'm going to look into how much Hoeffding's inequality and Chernoff's inequality can help, but am I overlooking any simpler way of doing this? Perhaps some statistical tests already implemented in one of the RM extensions?
Thanks in advance.