vlt.stats.probOfSuper
vlt.stats.probOfSuper - Probability of Superiority of B over A
P = vlt.stats.probOfSuper(A, B)
Calculates the probability that a randomly selected element from vector B
is greater than a randomly selected element from vector A.
P = P(B > A) + 0.5 * P(B == A)
This metric is also known as the Common Language Effect Size (CLES) or
the Area Under the Receiver Operating Characteristic Curve (AUC).
It is calculated using the U-statistic from the Mann-Whitney U test.
Inputs:
A - a numeric vector of data points for group A
B - a numeric vector of data points for group B
Outputs:
P - The probability of superiority (scalar double between 0 and 1).
If either A or B is empty (after removing NaNs), NaN is returned.
Example:
A = [1, 2, 3];
B = [2, 3, 4];
p = vlt.stats.probOfSuper(A, B);
See also: vlt.stats.ranks2, vlt.stats.mwustat