Message Boards Message Boards

GROUPS:
Graphics and Visualization Wolfram Language Modeling Statistics and Probability
Alex Teymouri

Calcuate the error between two histograms and also p-value?

Alex Teymouri
Posted 5 months ago
822 Views
|
3 Replies
|
2 Total Likes
|

Dear all,

Is it possible calculate the error between the two smooth histograms and p-value for the model values? 

data = {1.2803`, 1.3201`, 1.3293`, 1.3218`, 1.3083`, 1.3173`, 1.3199`,
    1.3199`, 1.3003`, 1.302`, 1.2893`, 1.3005`, 1.3155`, 1.3138`, 
   1.3186`, 1.3194`, 1.3127`, 1.3114`, 1.3335`, 1.3437`};

model = {1.30276835568204`, 1.28597164114136`, 1.30781887157607`, 
   1.32399857112606`, 1.3125415849624`, 1.33466340860532`, 
   1.34154207756901`, 1.33888043871135`, 1.29826352017477`, 
   1.29423486081725`, 1.29031985739288`, 1.29343024958048`, 
   1.29583849802769`, 1.28302041907369`, 1.25946083824112`, 
   1.26819316624496`, 1.2553816286335`, 1.26094249800321`, 
   1.22202625825362`, 1.20903091640703`};

SmoothHistogram[{data, model}, 
 PlotStyle -> {{Dashed, Thickness[.004]}, {Orange, Thickness[.002]}}, 
 LabelStyle -> {17, GrayLevel[0]}, ImageSize -> 700, PlotRange -> All,
  PlotLegends -> {"data", "model"}, 
 AxesLabel -> {"EUR/USD", "SmoothHistogram"}]

enter image description here
POSTED BY: Alex Teymouri
Answer
3 Replies
Sort By:
Jim Baldwin
Jim Baldwin
Posted 5 months ago

What do you mean by "error" ? Maximum difference between the CDF's? Area between the PDF's? Difference in means? You might want to ask this question first on CrossValidated and then back here for implementation in Mathematica.
POSTED BY: Jim Baldwin
Answer
Alex Teymouri
Alex Teymouri
Posted 5 months ago

Dear Jim,

I meant to calculate the area difference between the two curves as below: Error= Area der model -Area under data Fortunately, I found the solution.Thank you .

If possible, please let me know, it is possible to estimate the p-value?
POSTED BY: Alex Teymouri
Answer
Jim Baldwin
Jim Baldwin
Posted 5 months ago

You should wean yourself from relying solely on P-values. See the statement from the American Statistical Association.
POSTED BY: Jim Baldwin
Answer
Reply to this discussion
Community posts can be styled and formatted using the Markdown syntax.
Tag limit exceeded
Note: Only the first five people you tag will receive an email notification; the other tagged names will appear as links to their profiles.
Reply Preview
Attachments
Remove
or Discard

Group Abstract Group Abstract