[ncl-talk] computing confidence interval from ttest
andrew.kren at noaa.gov
andrew.kren at noaa.gov
Tue Apr 4 14:45:58 MDT 2017
I basically have two gfs experiments and computed anomaly correlations to see if they are significantly different. I then computed differences in the two and want to use the t test to test this. But ncep uses the 2 sigma standard deviation with a varying z value based on sample size. I am not sure if these are the same or different, and if so, which one to use. Thanks Dennis
Andrew Kren
From: Dennis Shea
Sent: Tuesday, April 4, 2017 2:26 PM
To: Andrew Kren - NOAA Affiliate
Cc: ncl-talk
Subject: Re: [ncl-talk] computing confidence interval from ttest
I would say so ... However, to be upfront, I am not sure of he original question.
Note that correlations are bounded [-1 to +1]. Hence, not 'normally distributed.' Usually, the correlations are put into a normal distribution via the Fischer z-transform. Means and std dev are in 'z-space'; the results are transformed back
Look at the example for
https://www.ncl.ucar.edu/Document/Functions/Built-in/escorc.shtml
It uses the large sample size z-value1.96 ... you can use the tvalue since tval ==> zval for large sample size
zlow = z - 1.96*se ; 95% (2.58 for 99%)
zhi = z + 1.96*se
On Tue, Apr 4, 2017 at 2:07 PM, Andrew Kren - NOAA Affiliate <andrew.kren at noaa.gov> wrote:
Thanks Dennis,
In general, can the ttest be run on anomaly correlations?
On Tue, Apr 4, 2017 at 2:01 PM, Dennis Shea <shea at ucar.edu> wrote:
Has anybody answered your question?
http://www.itl.nist.gov/div898/handbook/eda/section3/eda352.htm
See the definition of the confidene interval.
tval_opt =True ; p & t-value
pt = ttest(aveX,varX,sX, aveY,varY,sY, iflag, tval_opt)
print(pt)
The 2nd element is the t-value
HTH
On Fri, Mar 31, 2017 at 3:49 PM, Andrew Kren - NOAA Affiliate <andrew.kren at noaa.gov> wrote:
Dear ncl-talk,
I'm using the function ttest in NCL to compute the two-tailed significance of a set of correlations. I plot the correlations (anomaly) as a time series as most people do. I compute the difference between the two and want to also plot an envelope that encompasses the 95% confidence range for the range of values. Is there a way to determine this from the ttest?
--
Andrew Kren, PhD
Research Scientist I, Global Observing Systems Analysis (GOSA) Group
NOAA ESRL Global Systems Division (Rm 3C515)
325 Broadway, Boulder, CO 80305
(303) 497-5418
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--
Andrew Kren, PhD
Research Scientist I, Global Observing Systems Analysis (GOSA) Group
NOAA ESRL Global Systems Division (Rm 3C515)
325 Broadway, Boulder, CO 80305
(303) 497-5418
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