Automated hypothesis testing

• US 8,046,190 B2
• Filed: 05/21/2010
• Issued: 10/25/2011
• Est. Priority Date: 04/11/2006
• Status: Expired due to Fees

• Current Assignee: MoreSteam.com LLC
• Original Assignee: MoreSteam.com LLC
• Inventors: Hathaway, William M.
• Primary Examiner(s): Raymond; Edward
• Application Number:
  US12/785,223
• Publication Number:
  US 20100292958A1
• Time in Patent Office: 522 Days
• Field of Search: 702/179, 702182-185
• US Class Current: 702/179
• CPC Class Codes: G06F 17/18 for evaluating statistical data , e.g. average values, frequency distributions, probability functions, regression analysis forecasting specially adapted for a specific administrative, business or logistic context G06Q10/04
• CPC Class Codes: G06F 3/0484 for the control of specific functions or operations, e.g. selecting or manipulating an object, an image or a displayed text element, setting a parameter value or selecting a range

Abstract

A method of automatically applying a hypothesis test to a data set. The method reduces errors made in failing to appreciate predicate assumptions of various statistical tests, and elicits a series of indications from the user regarding characteristics of interest embodied by the data set to select an appropriate statistical test. The system also reduces errors in constructing competing null and alternative hypothesis statements by generating a characterization of the data and defining null and alternative hypotheses according to the indications, selected statistical test, and conventions adopted with respect to the tests. The system also establishes a significance level, calculates the test statistic, and generates an output. The output of the system provides a plain interpretation of the quantitative results in the terms indicated by the user to reduce errors in interpretation of the conclusion.

Claims

1. A method of automatically applying hypothesis testing to at least one data set, the method comprising using a computer to carry out the steps of:

A. selecting a plurality of statistical tests applicable to the at least one data set, the tests having a variety of characteristics

B. establishing conventions associated with each test of the plurality of tests;

C. determining the test including seeking indications as to at least one characteristic of the data set, generating at least one confirmatory notification in response to the indications, and selecting a test from among the plurality of tests based on the indications and established conventions, and providing a confirmatory notification of the nature of the selected test, the indications and established conventions;

D. characterizing the data set, including establishing test criteria, selecting an appropriate reference test value depending on the test selected; and

eliciting an indication of a description of the data of interest;

E. constructing null and alternative hypothesis statements;

F. selecting a significance level,

G. conducting the selected test including calculating the values of the test statistic, reference values, confidence bounds and p-values, comparing the calculated p-value to the indicated significance level and the value of the test statistic to one or more reference values, and assessing the confidence bounds in view of the null hypothesis statement;

H. stating a conclusion in terms of the selected test, indicated test criteria and data descriptions whether to reject the null hypothesis or not to reject the null hypothesis and stating the basis for the conclusion using the results of the conducting step.

2. The method set forth in claim 1 including establishing the convention of stating the null and alternative hypotheses in mathematical terms.

3. The method set for in claim 2 where the convention states the null hypothesis statement as an equality and the alternative hypothesis statement as an inequality.

4. The method set forth in claim 1 wherein the plurality of tests including at least one of one proportion Z-test, one proportion binomial test, two proportion Z-test, multi proportion Chi-square test, one mean Z-test, one mean t-test, two means Z-test, two sample t-test;

F-test Anova, Chi square test, and F-ratio test.

5. The method set forth in claim 1 wherein determining the test includes seeking an indication as to the time ordered nature of the data set.

6. The method set forth in claim 5 including generating a confirmatory notification of process stability.

7. The method set forth in claim 1 wherein determining the test includes seeking an indication of the nature of data as being attribute data or continuous data and, if the indication is that the data are attribute data, then seeking an indication as to the number of samples from which the data are drawn.

8. The method set forth in claim 7 wherein determining the test includes seeking an indication of sample size.

9. The method set forth in claim 8 wherein determining the test includes seeking an indication of normality of the data.

10. The method set forth in claim 7 wherein, if the indication is that the data are continuous, then seeking an indication as to the number of samples from which the data are drawn, an indication of sample size and an indication as to whether the data are normal, not normal, or if the distribution is unknown.

11. The method set forth in claim 10 wherein, if the indication is that the data are one of not normal or unknown, then providing confirmatory notifications either to use a normality test to determine normality, to use non-parametric tests or to use data transformation functions.

12. The method set forth in claim 1 wherein determining the test includes identifying a statistical parameter of interest.

13. The method set forth in claim 1 wherein the null and alternative hypothesis statements are defined based on the selected test and assumed conventions relating to the selected test and the indications of the test criteria and population description, and including providing a confirmatory notice of the null and alternative hypothesis statements in terms of the indications of the test criteria and population description.

14. A non-transitory computer readable medium accessible by a computer processor including a software program for automatically applying hypothesis testing to at least one data set, the software including modules for:

A. selecting a plurality of statistical tests applicable to the at least one data set having a variety of characteristics;

B. establishing conventions associated with each test of the plurality of tests;

C. determining the test including seeking indications as to at least one characteristic of the data set, generating at least one confirmatory notification in response to the indications, and selecting a test from among the plurality of tests based on the indications and established conventions, and providing a confirmatory notification of the nature of the selected test, the indications and established conventions;

D. characterizing the data set, including establishing test criteria, selecting an appropriate reference test value depending on the test selected; and

eliciting an indication of a description of the data of interest;

E. constructing null and alternative hypothesis statements;

F. selecting a significance level,

G. conducting the selected test including calculating the values of the test statistic, reference values, confidence bounds and p-values, comparing the calculated p-value to the indicated significance level and the value of the test statistic to one or more reference values, and assessing the confidence bounds in view of the null hypothesis statement;

H. stating a conclusion in terms of the selected test, indicated test criteria and data descriptions whether to reject the null hypothesis or not to reject the null hypothesis and stating the basis for the conclusion using the results of the conducting step.

15. The computer readable medium of claim 14 wherein the modules state the null and alternative hypothesis statements in mathematical terms.

16. The computer readable medium of claim 15 wherein the modules establish the convention of stating the null as an equality and the alternative hypothesis statement as an inequality.

17. The computer readable medium of claim 14 wherein the plurality of tests include at least one of one proportion Z-test, one proportion binomial test, two proportion Z-test, multi proportion Chi-square test, one mean Z-test, one mean t-test, two means Z-test, two sample t-test;

F-test Anova, Chi square test, F-ratio test, One Sample Sign Test, Paired Samples Sign Test, One Sample Wilcoxon Signed Ranks Test, Paired Samples Wilcoxon Signed Ranks Test, Mann Whitney Wilcoxon Test, Kruskal Wallis Test, and The Friedman Test.

18. The computer readable medium of claim 14 wherein determining the test includes seeking an indication as to the time ordered nature of the data set.

19. The computer readable medium of claim 18 wherein the modules generate a confirmatory notification of process stability.

20. The computer readable medium of claim 14 wherein determining the test includes seeking an indication of the nature of data as being attribute data or continuous data and, if the indication is that the data are attribute data, then seeking an indication as to the number of samples from which the data are drawn.

21. The computer readable medium of claim 20 wherein determining the test includes seeking an indication of sample size.

22. The computer readable medium of claim 21 wherein determining the test includes seeking an indication of normality of the data.

23. The computer readable medium of claim 20 wherein, if the indication is that the data are continuous, then seeking an indication as to the number of samples from which the data are drawn, an indication of sample size and an indication as to whether the data are normal, not normal, or if the distribution is unknown.

24. The computer readable medium of claim 23 wherein, if the indication is that the data are one of not normal or unknown, then providing confirmatory notifications either to use a normality test to determine normality, to use non-parametric tests or to use data transformation functions.

25. The computer readable medium of claim 14 wherein determining the test includes identifying a statistical parameter of interest.

26. The computer readable medium of claim 14 wherein the null and alternative hypothesis statements are defined based on the selected test and assumed conventions relating to the selected test and the indications of the test criteria and population description, and including providing a confirmatory notice of the null and alternative hypothesis statements in terms of the indications of the test criteria and population description.

27. A method for conducting a hypothesis test on at least one data set, the method comprising using a computer to carry out the steps of:

A. selecting a plurality of statistical tests applicable to the at least one data set, each test of the plurality of tests having a variety of characteristics and establishing conventions associated with each test of the plurality of tests;

B. selecting the appropriate test including seeking indications regarding characteristics of the data set and the tests among the plurality of statistical tests;

C. establishing test criteria, selecting an appropriate reference test value depending on the test selected; and

eliciting an indication of a description of the data of interest;

D. constructing null and alternative hypothesis statements in mathematical terms, including defining the null hypothesis based on the selected test and assumed conventions relating to the selected test and the indications of the test criteria and population description, providing a confirmatory notification of the null hypothesis statement;

E. seeking an indication of a significance level;

F. conducting the selected test; and

G. stating a conclusion, including calculating the values of the test statistic, calculating cut-off values, confidential intervals, and calculating p-values;

comparing the calculated p-value to the indicated significance level, comparing the value of the test statistic to one or more of the reference values, the cut-off values or confidence intervals in view of the null hypothesis statement; and

stating a conclusion in terms of the selected test, indicated test criteria and population descriptions whether to reject the null hypothesis or not to reject the null hypothesis based on the comparing step, and stating the basis for the conclusion using the results of the comparing step and the population descriptions.

28. The method set forth in claim 27 and including defining a statement for the alternative hypothesis based on the selected test and assumed conventions relating to the selected test and indications of the test criteria and population description, providing a confirmatory notification of the alternative hypothesis statement.

29. The method set forth in claim 28 wherein establishing conventions includes stating the null as an equality and the alternative hypothesis statement as an inequality.

30. The method set forth in claim 27 wherein the plurality of tests includes at least one of:

one proportion Z-test, one proportion binomial test, two proportion Z-test, multi proportion Chi-square test, one mean Z-test, one mean t-test, two means Z-test, two sample t-test;

F-test Anova, Chi square test, F-ratio test, One Sample Sign Test, Paired Samples Sign Test, One Sample Wilcoxon Signed Ranks Test, Paired Samples Wilcoxon Signed Ranks Test, Mann Whitney Wilcoxon Test, Kruskal Wallis Test, and The Friedman Test.

31. The method set forth in claim 27 wherein selecting the test includes seeking an indication as to the time ordered nature of the data set.

32. The method set forth in claim 27 wherein selecting the test includes generating a confirmatory notification of process stability.

33. The method set forth in claim 27 wherein selecting the test includes seeking an indication of the nature of data as being attribute data or continuous data.

34. The method set forth in claim 33 wherein selecting the test includes, if the indication is that the data are attribute data, seeking an indication as to the number of samples from which the data are drawn.

35. The method set forth in claim 33 wherein selecting the test includes seeking an indication of sample size.

36. The method set forth in claim 35 wherein selecting the test includes seeking an indication of normality of the data.

37. The method set forth in claim 27 wherein selecting the test includes, if the indication is that the data is continuous, seeking an indication as to the number of samples from which the data are drawn.

38. The method set forth in claim 27 wherein selecting the test includes seeking an indication of sample size.

39. The method set forth in claim 27 wherein selecting the test includes seeking an indication as to whether the data are normal, not normal, or if normalcy is unknown.

40. The method set forth in claim 27 wherein selecting the test includes, if the indication is that the data is one of not normal or unknown, then prompting confirmatory notifications either to use a normality test to determine normality, to use non-parametric tests or to use data transformation functions.

41. The method set forth in claim 27 wherein selecting the test includes identifying a statistical parameter of interest.

42. The method set forth in claim 40 wherein selecting the test includes selecting the parameter of interest from among the proportion, mean, and variance of the data.

43. The method set forth in claim 27 wherein selecting the test includes seeking an indication of samples from which the data are drawn and seeking an indication of whether, depending on the number of samples indicated, the data sample includes either paired data or differences between paired data samples.

44. The method set forth in claim 43 wherein selecting the test includes, if the parameter of interest is indicated as being the mean, seeking an indication of whether variance of population is known.

45. The method set forth in claim 27 wherein selecting the test includes selecting a test from among the plurality of tests based on elicited indications and established conventions, and providing a confirmatory notification of the nature of the selected test, the indications and established conventions.