Statistical Hypothesis Test Over a Data Series

• Project ID:

  615878

• Project Type:

  Fixed

• Budget:

  $30-$250 USD
  

Project Description:

I need a mathematician, statistician or computer scientist who could write a STATISTICAL HYPOTHESIS TEST or a SIMULATION for the given problem:

There’s a discrete random variable with the following possible values: {-1, 0, 1}. Two people, A and B, compete to predict the outcome of the variable in a number of possible trials (about 100), based on information no one can understand, therefore we can call them oracle A and oracle B.

The oracles makes the predictions in a particular format, stating P(-1), P(0) and P(1) separately. The 3 predicted probabilities are real numbers between 0 and 1. The 3 probabilities predicted by each oracle don’t need to sum up 1, but one can normalize them so they end summing up 1 and are meaningful as probabilities.

You are given a function in pseudocode, which is attached to this posting. The winner will also be given the predictions of both oracles for each of the (about) 100 events, and the real outcomes of the events.

The test or simulation I require must state the probability that, given the value of the variable points after the 100 events, the value of that variable after infinitely many trials will be positive.

Skills required:

Statistics

Additional Files:

Function.txt