Add stderror and meandiff functions for TTest

[pdeffebach]

Fixes issue #150 by adding two small functions for TTest abstract types.

There are probably many more types we can define this for if we want.

It's clear that a getproperty give the user what they need, but it's good practice to wrap all of these in a function.

[nalimilan]

I guess it makes sense to use stderror since it already exists, but is it really worth exporting a new meandiff function for that?

A few other ideas:

• print the standard error in the test output?
• add it to the docstring
• add tests

[pdeffebach]

Fair enough about the meandiff.

Should I go ahead and make all of these changes for all functions that have confint defined? If you have a confidence interval, surely you have a standard error.

[nalimilan]

Should I go ahead and make all of these changes for all functions that have confint defined? If you have a confidence interval, surely you have a standard error.

If it makes sense for those tests, yes.

[pdeffebach]

Now that I'm on winter break I will work on this more. I will start by making a list of all the tests and whether or not stderror is well defined.

[pdeffebach]

To determine which tests should be updated I searched for confint and the following tests have confint implemented:

• t-test: Implemented easily
• z: Implemented easily
• Binomial: Tough because there are multiple methods of calculating it. It's not clear to me whether the standard error is just sqrt(p * (1-p) / n) for everything and the confidence intervals are calculated differently for each test.
• Partial Correlation test: Wikipedia tells me the standard error is just sqrt(1 / dof(test). So this is implemented.
• Fisher's exact test: I think the Fisher's Hon-central Hypergeometric geometric distribution has a well-defined standard deviation available in Distributions.
• Power Divergence Test: Googling tells me that this statistic doesn't have a standard error associated with it.
• Signed Rank Test: As far as I can tell the standard error is not commonly used for this test.

[pdeffebach]

I totally forgot about this pull request for over a year, but I just added tests. I think this is good to be merged.

I didn't add stderror for Fischer's exact test because I don't understand it enough. I can always add it later.

[nalimilan]

Thanks. There should probably be documentation for these methods, just like what we have for confint and pvalue?

[pdeffebach]

Thanks! added tests for the empty function and then edited all the implements:... docstrings in the docstrings for the types.

[pdeffebach]

This PR can be merged I think. Sorry this has languished.