statsmodels.stats.descriptivestats.sign_test
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statsmodels.stats.descriptivestats.sign_test(samp, mu0=0)
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Signs test.
Parameters: samp : array-like
1d array. The sample for which you want to perform the signs test.
mu0 : float
See Notes for the definition of the sign test. mu0 is 0 by default, but it is common to set it to the median.
Returns: M, p-value :
See also
scipy.stats.wilcoxon
Notes
The signs test returns
M = (N(+) - N(-))/2
where N(+) is the number of values above
mu0
, N(-) is the number of values below. Values equal tomu0
are discarded.The p-value for M is calculated using the binomial distrubution and can be intrepreted the same as for a t-test. The test-statistic is distributed Binom(min(N(+), N(-)), n_trials, .5) where n_trials equals N(+) + N(-).
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