How can I implement the Student-T Test

 

How can I implement the Student-T Test.

(Actually, Welch T-Test is good, but there is no information.)

With EA or Indicator.


It seems that the library also has some reference code.

MT5 Data Folder(MT5 Terminal)→Include→Math→Alglib→statistics.mqh

after line 8626.


CStudentTests::~CStudentTests(void)

 CStudentTests::StudentTest1

 

There are library files in CodeBase (for MT4 and for MT5) with CMannWhitneyU (Mann-Whitney U-criterion), CStudentTests (Student t-tests), CWilcoxonSignedRank (Wilcoxon W-criterion) and more:

ALGLIB - Numerical Analysis Library - library for MetaTrader 4 

ALGLIB - Numerical Analysis Library - library for MetaTrader 5
ALGLIB - Numerical Analysis Library
ALGLIB - Numerical Analysis Library
  • www.mql5.com
ALGLIB math function library (v. 3.5.0) ported to MQL5.
 
yukkina1974 #: Thank you. Could you please provide some sample code for specific usage of CStudentTests?

Please consult the ALGLIB website and the library code for MQL referenced above.

 
Fernando Carreiro #:

Please consult the ALGLIB website and the library code for MQL referenced above.

Thank you.

I will.

Reason: