Hi there,
I got a problem with the example "students_t_single_sample.cpp".
The corresponding document is at:
Actally, I am confused with the mathematical logic rather than coding.
The document presents a table that shows four hypothesis and tests, I am OK with the frist two,
but for the third and the fourth ones:
The original text:
Hypothesis 3: the sample mean is less than the true mean
Test 3: Reject if CDF of t > significance level, cdf(dist, t) > alpha
I think p-value should be the integral from t to +Infinite: cdf(complement(dist, t)),
So reject Hypothesis 3 when cdf(complement(dist, t)) < alpha, or say cdf(dist, t) > 1-alpha
The original text:
Hypothesis 4: the sample mean is greater than the true mean
Reject if complement of CDF of t > significance level: cdf(complement(dist, t)) > alpha
Similarly, the p-value should be the integral from
-Infinite to t: cdf(dist, t),
so reject Hypothesis 4 when cdf(dist, t) < alpha
Is that right?
Thanks.
Zhiyu Li