Signs test.
Parameters: | samp : array-like
mu0 : float
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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 to mu0 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(-).