statsmodels.stats.nonparametric.RankCompareResult.effectsize_normal¶
- RankCompareResult.effectsize_normal(prob=None)[source]¶
Cohen’s d, standardized mean difference under normality assumption.
This computes the standardized mean difference, Cohen’s d, effect size that is equivalent to the rank based probability
p
of being stochastically larger if we assume that the data is normally distributed, given by- math:
d = F^{-1}(p) * sqrt{2}
where \(F^{-1}\) is the inverse of the cdf of the normal distribution.
Last update:
Jun 10, 2024