@johnhenry/math 0.1.0 → 0.3.0

package/src/Distributions.ts

@@ -7,6 +7,10 @@ import { SpecialFunctions as SF } from "./SpecialFunctions.ts";
  * gamma/beta functions from {@link SpecialFunctions} rather than numeric
  * integration, so they are accurate in the tails.
  *
+ * Names follow SciPy (`pdf`/`pmf`, `cdf`, `sf`, `ppf`, `rvs`) with the
+ * `scipy.stats` parameterisations noted per factory, except where noted
+ * (`exponential` takes a *rate*, `gamma` a *scale*).
+ *
  * Every factory takes an optional trailing `rng: () => number` (default
  * `Math.random`), threaded through to every nested distribution it samples
  * from — pass a seeded generator to make `sample()` deterministic in tests.
@@ -15,17 +19,130 @@ import { SpecialFunctions as SF } from "./SpecialFunctions.ts";
 export interface ContinuousDistribution {
   pdf(x: number): number;
   cdf(x: number): number;
+  /** Survival function `1 - cdf(x)`, accurate in the upper tail. */
+  sf(x: number): number;
+  /** Percent-point function (inverse CDF) for `p` in `[0, 1]`. */
+  ppf(p: number): number;
+  /** Alias of {@link ppf}. */
+  quantile(p: number): number;
   mean(): number;
   variance(): number;
+  std(): number;
   sample(): number;
+  /** `n` independent draws (SciPy's `rvs(size=n)`). */
+  rvs(n: number): number[];
 }
 
 export interface DiscreteDistribution {
   pmf(k: number): number;
   cdf(k: number): number;
+  sf(k: number): number;
+  /** Smallest integer `k` with `cdf(k) >= p`. */
+  ppf(p: number): number;
+  quantile(p: number): number;
   mean(): number;
   variance(): number;
+  std(): number;
   sample(): number;
+  rvs(n: number): number[];
+}
+
+type Rng = () => number;
+
+/** Build a continuous distribution; `ppf` is derived by bisection unless supplied. */
+function continuous(
+  d: Pick<ContinuousDistribution, "pdf" | "cdf" | "sf" | "mean" | "variance" | "sample"> & {
+    ppf?: (p: number) => number;
+    /** Support lower/upper bound (used to bracket the numerical inverse). */
+    lower?: number;
+    upper?: number;
+  },
+): ContinuousDistribution {
+  const ppf =
+    d.ppf ??
+    ((p: number) =>
+      invertContinuous(d.cdf, d.sf, p, d.lower ?? Number.NEGATIVE_INFINITY, d.upper ?? Number.POSITIVE_INFINITY));
+  return {
+    pdf: d.pdf,
+    cdf: d.cdf,
+    sf: d.sf,
+    ppf,
+    quantile: ppf,
+    mean: d.mean,
+    variance: d.variance,
+    std: () => Math.sqrt(d.variance()),
+    sample: d.sample,
+    rvs: (n) => Array.from({ length: n }, () => d.sample()),
+  };
+}
+
+function discrete(
+  d: Pick<DiscreteDistribution, "pmf" | "cdf" | "sf" | "mean" | "variance" | "sample"> & { max?: number },
+): DiscreteDistribution {
+  const ppf = (p: number): number => {
+    if (Number.isNaN(p) || p < 0 || p > 1) return Number.NaN;
+    if (p === 0) return -1;
+    const max = d.max ?? Number.POSITIVE_INFINITY;
+    if (p === 1) return max;
+    let hi = Math.max(1, Math.ceil(d.mean() + 4 * Math.sqrt(d.variance())));
+    while (hi < max && d.cdf(hi) < p) hi *= 2;
+    hi = Math.min(hi, max);
+    let lo = -1; // cdf(-1) = 0 < p
+    while (hi - lo > 1) {
+      const mid = Math.floor((lo + hi) / 2);
+      if (d.cdf(mid) >= p) hi = mid;
+      else lo = mid;
+    }
+    return hi;
+  };
+  return {
+    pmf: d.pmf,
+    cdf: d.cdf,
+    sf: d.sf,
+    ppf,
+    quantile: ppf,
+    mean: d.mean,
+    variance: d.variance,
+    std: () => Math.sqrt(d.variance()),
+    sample: d.sample,
+    rvs: (n) => Array.from({ length: n }, () => d.sample()),
+  };
+}
+
+/**
+ * Invert a continuous CDF by bracketing + bisection. Uses `cdf` for the lower
+ * half and `sf` for the upper half so tail quantiles keep full precision.
+ */
+function invertContinuous(
+  cdf: (x: number) => number,
+  sf: (x: number) => number,
+  p: number,
+  lower: number,
+  upper: number,
+): number {
+  if (Number.isNaN(p) || p < 0 || p > 1) return Number.NaN;
+  if (p === 0) return lower;
+  if (p === 1) return upper;
+  const below = p <= 0.5 ? (x: number) => cdf(x) < p : (x: number) => sf(x) > 1 - p;
+  let lo = lower;
+  if (!Number.isFinite(lo)) {
+    lo = -1;
+    for (let step = 1; !below(lo); step *= 2) lo -= step;
+  }
+  let hi = Number.isFinite(upper) ? upper : lo + 1;
+  if (!Number.isFinite(upper)) {
+    for (let step = 1; below(hi); step *= 2) {
+      lo = hi;
+      hi += step;
+    }
+  }
+  for (let i = 0; i < 400; i++) {
+    const mid = lo + (hi - lo) / 2;
+    if (mid === lo || mid === hi) break;
+    if (below(mid)) lo = mid;
+    else hi = mid;
+  }
+  return hi;
 }
 
 /** The inverse standard-normal CDF (Acklam's rational approximation). */
@@ -68,88 +185,158 @@ function normInv(p: number): number {
   );
 }
 
+const SQRT_2PI = Math.sqrt(2 * Math.PI);
+
 export class Distributions {
-  /** The inverse standard-normal CDF (quantile / probit function). */
+  /** The inverse standard-normal CDF (quantile / probit function), to ~1e-15 after one Halley refinement. */
   static normalQuantile(p: number, mean = 0, sd = 1): number {
-    return mean + sd * normInv(p);
+    if (Number.isNaN(p) || p < 0 || p > 1) return Number.NaN;
+    let x = normInv(p);
+    if (Number.isFinite(x)) {
+      const e = 0.5 * SF.erfc(-x / Math.SQRT2) - p;
+      const u = e * SQRT_2PI * Math.exp((x * x) / 2);
+      x -= u / (1 + (x * u) / 2);
+    }
+    return mean + sd * x;
   }
 
-  static normal(mean = 0, sd = 1, rng: () => number = Math.random): ContinuousDistribution {
-    return {
-      pdf: (x) => Math.exp(-0.5 * ((x - mean) / sd) ** 2) / (sd * Math.sqrt(2 * Math.PI)),
+  /** Normal(`mean`, `sd`) -- `scipy.stats.norm(loc=mean, scale=sd)`. */
+  static normal(mean = 0, sd = 1, rng: Rng = Math.random): ContinuousDistribution {
+    return continuous({
+      pdf: (x) => Math.exp(-0.5 * ((x - mean) / sd) ** 2) / (sd * SQRT_2PI),
       cdf: (x) => 0.5 * SF.erfc(-(x - mean) / (sd * Math.SQRT2)),
+      sf: (x) => 0.5 * SF.erfc((x - mean) / (sd * Math.SQRT2)),
+      ppf: (p) => Distributions.normalQuantile(p, mean, sd),
       mean: () => mean,
       variance: () => sd * sd,
       sample: () => mean + sd * Math.sqrt(-2 * Math.log(1 - rng())) * Math.cos(2 * Math.PI * rng()),
-    };
+    });
   }
 
-  static exponential(rate = 1, rng: () => number = Math.random): ContinuousDistribution {
-    return {
+  /** Exponential with the given `rate` -- `scipy.stats.expon(scale=1/rate)`. */
+  static exponential(rate = 1, rng: Rng = Math.random): ContinuousDistribution {
+    return continuous({
       pdf: (x) => (x < 0 ? 0 : rate * Math.exp(-rate * x)),
-      cdf: (x) => (x < 0 ? 0 : 1 - Math.exp(-rate * x)),
+      cdf: (x) => (x < 0 ? 0 : -Math.expm1(-rate * x)),
+      sf: (x) => (x < 0 ? 1 : Math.exp(-rate * x)),
+      ppf: (p) => (p < 0 || p > 1 ? Number.NaN : -Math.log1p(-p) / rate),
       mean: () => 1 / rate,
       variance: () => 1 / (rate * rate),
       sample: () => -Math.log(1 - rng()) / rate,
-    };
+    });
   }
 
-  static uniform(a = 0, b = 1, rng: () => number = Math.random): ContinuousDistribution {
-    return {
+  /** Uniform on `[a, b]` -- `scipy.stats.uniform(loc=a, scale=b-a)`. */
+  static uniform(a = 0, b = 1, rng: Rng = Math.random): ContinuousDistribution {
+    return continuous({
       pdf: (x) => (x >= a && x <= b ? 1 / (b - a) : 0),
       cdf: (x) => (x < a ? 0 : x > b ? 1 : (x - a) / (b - a)),
+      sf: (x) => (x < a ? 1 : x > b ? 0 : (b - x) / (b - a)),
+      ppf: (p) => (p < 0 || p > 1 ? Number.NaN : a + p * (b - a)),
       mean: () => (a + b) / 2,
       variance: () => (b - a) ** 2 / 12,
       sample: () => a + rng() * (b - a),
-    };
+    });
   }
 
-  static gamma(shape: number, scale = 1, rng: () => number = Math.random): ContinuousDistribution {
-    return {
-      pdf: (x) => (x <= 0 ? 0 : (x ** (shape - 1) * Math.exp(-x / scale)) / (SF.gamma(shape) * scale ** shape)),
+  /** Gamma with `shape` and `scale` -- `scipy.stats.gamma(a=shape, scale=scale)`. */
+  static gamma(shape: number, scale = 1, rng: Rng = Math.random): ContinuousDistribution {
+    return continuous({
+      pdf: (x) => {
+        if (x < 0) return 0;
+        if (x === 0) return shape < 1 ? Number.POSITIVE_INFINITY : shape === 1 ? 1 / scale : 0;
+        return Math.exp((shape - 1) * Math.log(x) - x / scale - SF.lnGamma(shape) - shape * Math.log(scale));
+      },
       cdf: (x) => (x <= 0 ? 0 : SF.regularizedGammaP(shape, x / scale)),
+      sf: (x) => (x <= 0 ? 1 : SF.regularizedGammaQ(shape, x / scale)),
+      lower: 0,
       mean: () => shape * scale,
       variance: () => shape * scale * scale,
       sample: () => Distributions.sampleGamma(shape, rng) * scale,
-    };
+    });
   }
 
-  static chiSquare(df: number, rng: () => number = Math.random): ContinuousDistribution {
+  /** Chi-square with `df` degrees of freedom -- `scipy.stats.chi2(df)`. */
+  static chiSquare(df: number, rng: Rng = Math.random): ContinuousDistribution {
     const g = Distributions.gamma(df / 2, 2, rng);
-    return { ...g, mean: () => df, variance: () => 2 * df };
+    return { ...g, mean: () => df, variance: () => 2 * df, std: () => Math.sqrt(2 * df) };
   }
 
-  static studentT(df: number, rng: () => number = Math.random): ContinuousDistribution {
-    const c = SF.gamma((df + 1) / 2) / (Math.sqrt(df * Math.PI) * SF.gamma(df / 2));
-    return {
-      pdf: (x) => c * (1 + (x * x) / df) ** (-(df + 1) / 2),
-      cdf: (x) => {
-        const ib = SF.regularizedIncompleteBeta(df / (df + x * x), df / 2, 0.5);
-        return x >= 0 ? 1 - 0.5 * ib : 0.5 * ib;
-      },
+  /** Student's t with `df` degrees of freedom -- `scipy.stats.t(df)`. */
+  static studentT(df: number, rng: Rng = Math.random): ContinuousDistribution {
+    const lc = SF.lnGamma((df + 1) / 2) - SF.lnGamma(df / 2) - 0.5 * Math.log(df * Math.PI);
+    const cdf = (x: number): number => {
+      if (x === Number.POSITIVE_INFINITY) return 1;
+      if (x === Number.NEGATIVE_INFINITY) return 0;
+      const ib = SF.regularizedIncompleteBeta(df / (df + x * x), df / 2, 0.5);
+      return x >= 0 ? 1 - 0.5 * ib : 0.5 * ib;
+    };
+    return continuous({
+      pdf: (x) => Math.exp(lc - ((df + 1) / 2) * Math.log1p((x * x) / df)),
+      cdf,
+      sf: (x) => cdf(-x),
       mean: () => (df > 1 ? 0 : Number.NaN),
-      variance: () => (df > 2 ? df / (df - 2) : Number.POSITIVE_INFINITY),
+      variance: () => (df > 2 ? df / (df - 2) : df > 1 ? Number.POSITIVE_INFINITY : Number.NaN),
       sample: () => {
         const z = Distributions.normal(0, 1, rng).sample();
         const chi = Distributions.chiSquare(df, rng).sample();
         return z / Math.sqrt(chi / df);
       },
-    };
+    });
   }
 
-  static binomial(n: number, p: number, rng: () => number = Math.random): DiscreteDistribution {
+  /** Fisher-Snedecor F with numerator `d1` and denominator `d2` degrees of freedom -- `scipy.stats.f(d1, d2)`. */
+  static fisherF(d1: number, d2: number, rng: Rng = Math.random): ContinuousDistribution {
+    const lbeta = SF.lnGamma(d1 / 2) + SF.lnGamma(d2 / 2) - SF.lnGamma((d1 + d2) / 2);
+    return continuous({
+      pdf: (x) => {
+        if (x < 0) return 0;
+        if (x === 0) return d1 < 2 ? Number.POSITIVE_INFINITY : d1 === 2 ? 1 : 0;
+        return Math.exp(
+          0.5 * d1 * Math.log(d1) +
+            0.5 * d2 * Math.log(d2) +
+            (d1 / 2 - 1) * Math.log(x) -
+            ((d1 + d2) / 2) * Math.log(d2 + d1 * x) -
+            lbeta,
+        );
+      },
+      cdf: (x) => (x <= 0 ? 0 : SF.regularizedIncompleteBeta((d1 * x) / (d1 * x + d2), d1 / 2, d2 / 2)),
+      sf: (x) => (x <= 0 ? 1 : SF.regularizedIncompleteBeta(d2 / (d2 + d1 * x), d2 / 2, d1 / 2)),
+      lower: 0,
+      mean: () => (d2 > 2 ? d2 / (d2 - 2) : Number.NaN),
+      variance: () =>
+        d2 > 4
+          ? (2 * d2 * d2 * (d1 + d2 - 2)) / (d1 * (d2 - 2) ** 2 * (d2 - 4))
+          : d2 > 2
+            ? Number.POSITIVE_INFINITY
+            : Number.NaN,
+      sample: () =>
+        (Distributions.sampleGamma(d1 / 2, rng) * 2) / d1 / ((Distributions.sampleGamma(d2 / 2, rng) * 2) / d2),
+    });
+  }
+
+  /** Binomial(`n`, `p`) -- `scipy.stats.binom(n, p)`. */
+  static binomial(n: number, p: number, rng: Rng = Math.random): DiscreteDistribution {
     const logChoose = (k: number) => SF.lnGamma(n + 1) - SF.lnGamma(k + 1) - SF.lnGamma(n - k + 1);
-    const pmf = (k: number): number =>
-      k < 0 || k > n || !Number.isInteger(k) ? 0 : Math.exp(logChoose(k) + k * Math.log(p) + (n - k) * Math.log(1 - p));
-    return {
+    const pmf = (k: number): number => {
+      if (k < 0 || k > n || !Number.isInteger(k)) return 0;
+      if (p === 0) return k === 0 ? 1 : 0;
+      if (p === 1) return k === n ? 1 : 0;
+      return Math.exp(logChoose(k) + k * Math.log(p) + (n - k) * Math.log1p(-p));
+    };
+    return discrete({
       pmf,
       cdf: (k) => {
-        // Reuse the single pmf closure above instead of rebuilding a whole new
-        // binomial distribution (and its logChoose closure) on every step.
-        let s = 0;
-        for (let i = 0; i <= Math.floor(k); i++) s += pmf(i);
-        return Math.min(1, s);
+        if (k < 0) return 0;
+        const f = Math.floor(k);
+        return f >= n ? 1 : SF.regularizedIncompleteBeta(1 - p, n - f, f + 1);
       },
+      sf: (k) => {
+        if (k < 0) return 1;
+        const f = Math.floor(k);
+        return f >= n ? 0 : SF.regularizedIncompleteBeta(p, f + 1, n - f);
+      },
+      max: n,
       mean: () => n * p,
       variance: () => n * p * (1 - p),
       sample: () => {
@@ -157,30 +344,41 @@ export class Distributions {
         for (let i = 0; i < n; i++) if (rng() < p) count++;
         return count;
       },
-    };
+    });
   }
 
-  static poisson(lambda: number, rng: () => number = Math.random): DiscreteDistribution {
-    return {
+  /** Poisson(`lambda`) -- `scipy.stats.poisson(mu=lambda)`. */
+  static poisson(lambda: number, rng: Rng = Math.random): DiscreteDistribution {
+    return discrete({
       pmf: (k) => (k < 0 || !Number.isInteger(k) ? 0 : Math.exp(k * Math.log(lambda) - lambda - SF.lnGamma(k + 1))),
       cdf: (k) => (k < 0 ? 0 : SF.regularizedGammaQ(Math.floor(k) + 1, lambda)),
+      sf: (k) => (k < 0 ? 1 : SF.regularizedGammaP(Math.floor(k) + 1, lambda)),
       mean: () => lambda,
       variance: () => lambda,
       sample: () => {
-        const L = Math.exp(-lambda);
-        let k = 0;
-        let prod = 1;
-        do {
-          k++;
-          prod *= rng();
-        } while (prod > L);
-        return k - 1;
+        // Knuth's product method underflows exp(-lambda) past ~745, so split
+        // large rates into independent Poisson(<=500) pieces and add them.
+        let remaining = lambda;
+        let total = 0;
+        while (remaining > 0) {
+          const part = Math.min(remaining, 500);
+          remaining -= part;
+          const L = Math.exp(-part);
+          let k = 0;
+          let prod = 1;
+          do {
+            k++;
+            prod *= rng();
+          } while (prod > L);
+          total += k - 1;
+        }
+        return total;
       },
-    };
+    });
   }
 
   /** Marsaglia-Tsang gamma sampler (shape ≥ 0). */
-  private static sampleGamma(shape: number, rng: () => number = Math.random): number {
+  private static sampleGamma(shape: number, rng: Rng = Math.random): number {
     if (shape < 1) return Distributions.sampleGamma(shape + 1, rng) * rng() ** (1 / shape);
     const d = shape - 1 / 3;
     const c = 1 / Math.sqrt(9 * d);
@@ -199,71 +397,170 @@ export class Distributions {
   }
 }
 
+/** Result of a hypothesis test. `df` is `NaN` for tests without a single degrees-of-freedom value. */
 export interface TestResult {
   statistic: number;
   df: number;
   pValue: number;
 }
 
+export type Alternative = "two-sided" | "less" | "greater";
+
+export interface TTestOptions {
+  /** Alternative hypothesis (SciPy's `alternative`). Default `"two-sided"`. */
+  alternative?: Alternative;
+}
+
+export interface TTestIndependentOptions extends TTestOptions {
+  /** Pooled-variance Student test when true (SciPy's `ttest_ind` default), Welch's when false. Default `true`. */
+  equalVar?: boolean;
+}
+
+export interface ChiSquareIndependenceResult extends TestResult {
+  /** Expected frequencies under independence. */
+  expected: number[][];
+}
+
+const sumOf = (xs: readonly number[]) => xs.reduce((a, b) => a + b, 0);
+const meanOf = (xs: readonly number[]) => sumOf(xs) / xs.length;
+const sampleVar = (xs: readonly number[]) => {
+  const m = meanOf(xs);
+  return xs.reduce((acc, x) => acc + (x - m) ** 2, 0) / (xs.length - 1);
+};
+
+/** p-value of a t statistic under the chosen alternative. */
+function tPValue(t: number, df: number, alternative: Alternative = "two-sided"): number {
+  const dist = Distributions.studentT(df);
+  if (alternative === "less") return dist.cdf(t);
+  if (alternative === "greater") return dist.sf(t);
+  return Math.min(1, 2 * dist.sf(Math.abs(t)));
+}
+
 export class HypothesisTests {
-  /** One-sample two-tailed Student t-test against a hypothesised mean `mu0`. */
-  static tTestOneSample(sample: number[], mu0 = 0): TestResult {
+  /** One-sample Student t-test against a hypothesised mean `mu0` -- `scipy.stats.ttest_1samp`. */
+  static tTestOneSample(sample: number[], mu0 = 0, options: TTestOptions = {}): TestResult {
     const n = sample.length;
-    const mean = sample.reduce((a, b) => a + b, 0) / n;
-    const variance = sample.reduce((acc, x) => acc + (x - mean) ** 2, 0) / (n - 1);
-    const se = Math.sqrt(variance / n);
-    const t = (mean - mu0) / se;
+    const se = Math.sqrt(sampleVar(sample) / n);
+    const t = (meanOf(sample) - mu0) / se;
     const df = n - 1;
-    const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
-    return { statistic: t, df, pValue: p };
+    return { statistic: t, df, pValue: tPValue(t, df, options.alternative) };
+  }
+
+  /**
+   * Welch's two-sample t-test (unequal variances) -- `scipy.stats.ttest_ind(a, b, equal_var=False)`.
+   * This is the mallory behaviour; for SciPy's pooled default see {@link tTestIndependent}.
+   */
+  static tTestTwoSample(a: number[], b: number[], options: TTestOptions = {}): TestResult {
+    return HypothesisTests.tTestIndependent(a, b, { ...options, equalVar: false });
+  }
+
+  /** Alias of Welch's test (`tTestTwoSample`). */
+  static welch(a: number[], b: number[], options: TTestOptions = {}): TestResult {
+    return HypothesisTests.tTestTwoSample(a, b, options);
   }
 
-  /** Welch's two-sample t-test (unequal variances). */
-  static tTestTwoSample(a: number[], b: number[]): TestResult {
+  /** Independent two-sample t-test -- `scipy.stats.ttest_ind`. Pooled-variance (`equalVar: true`) by default, like SciPy. */
+  static tTestIndependent(a: number[], b: number[], options: TTestIndependentOptions = {}): TestResult {
+    const { equalVar = true, alternative } = options;
     const na = a.length;
     const nb = b.length;
-    const ma = a.reduce((s, x) => s + x, 0) / na;
-    const mb = b.reduce((s, x) => s + x, 0) / nb;
-    const va = a.reduce((s, x) => s + (x - ma) ** 2, 0) / (na - 1);
-    const vb = b.reduce((s, x) => s + (x - mb) ** 2, 0) / (nb - 1);
-    const se = Math.sqrt(va / na + vb / nb);
-    const t = (ma - mb) / se;
-    const df = (va / na + vb / nb) ** 2 / ((va / na) ** 2 / (na - 1) + (vb / nb) ** 2 / (nb - 1));
-    const p = 2 * (1 - Distributions.studentT(df).cdf(Math.abs(t)));
-    return { statistic: t, df, pValue: p };
+    const va = sampleVar(a);
+    const vb = sampleVar(b);
+    let t: number;
+    let df: number;
+    if (equalVar) {
+      df = na + nb - 2;
+      const pooled = ((na - 1) * va + (nb - 1) * vb) / df;
+      t = (meanOf(a) - meanOf(b)) / Math.sqrt(pooled * (1 / na + 1 / nb));
+    } else {
+      const sa = va / na;
+      const sb = vb / nb;
+      t = (meanOf(a) - meanOf(b)) / Math.sqrt(sa + sb);
+      df = (sa + sb) ** 2 / (sa ** 2 / (na - 1) + sb ** 2 / (nb - 1));
+    }
+    return { statistic: t, df, pValue: tPValue(t, df, alternative) };
   }
 
-  /** Pearson chi-square goodness-of-fit test. */
-  static chiSquareGoodnessOfFit(observed: number[], expected: number[]): TestResult {
-    const chi2 = observed.reduce((s, o, i) => s + (o - expected[i]) ** 2 / expected[i], 0);
-    const df = observed.length - 1;
-    const p = 1 - Distributions.chiSquare(df).cdf(chi2);
-    return { statistic: chi2, df, pValue: p };
+  /** Paired t-test on matched samples -- `scipy.stats.ttest_rel`. */
+  static tTestPaired(a: number[], b: number[], options: TTestOptions = {}): TestResult {
+    if (a.length !== b.length) throw new Error("tTestPaired requires samples of equal length.");
+    return HypothesisTests.tTestOneSample(
+      a.map((x, i) => x - b[i]),
+      0,
+      options,
+    );
+  }
+
+  /**
+   * Pearson chi-square goodness-of-fit test -- `scipy.stats.chisquare`.
+   * `expected` defaults to uniform; `ddof` is SciPy's delta degrees of freedom
+   * (the p-value uses `k - 1 - ddof`). Throws when the totals disagree.
+   */
+  static chiSquareGoodnessOfFit(observed: number[], expected?: number[], ddof = 0): TestResult {
+    const k = observed.length;
+    const exp = expected ?? new Array<number>(k).fill(sumOf(observed) / k);
+    if (exp.length !== k) throw new Error("observed and expected must have the same length.");
+    const so = sumOf(observed);
+    const se = sumOf(exp);
+    if (Math.abs(so - se) > 1e-8 * Math.max(Math.abs(so), Math.abs(se))) {
+      throw new Error(`observed (${so}) and expected (${se}) frequencies must sum to the same total.`);
+    }
+    const chi2 = observed.reduce((s, o, i) => s + (o - exp[i]) ** 2 / exp[i], 0);
+    const df = k - 1 - ddof;
+    return { statistic: chi2, df, pValue: Distributions.chiSquare(df).sf(chi2) };
   }
 
-  /** Confidence interval for the mean of a sample at the given level (t-based). */
+  /**
+   * Chi-square test of independence on a contingency table --
+   * `scipy.stats.chi2_contingency`. Like SciPy, applies Yates' continuity
+   * correction by default when there is one degree of freedom.
+   */
+  static chiSquareIndependence(table: number[][], options: { correction?: boolean } = {}): ChiSquareIndependenceResult {
+    const { correction = true } = options;
+    const r = table.length;
+    const c = table[0].length;
+    const rows = table.map(sumOf);
+    const cols = Array.from({ length: c }, (_, j) => sumOf(table.map((row) => row[j])));
+    const total = sumOf(rows);
+    const expected = table.map((_, i) => cols.map((cj) => (rows[i] * cj) / total));
+    const df = (r - 1) * (c - 1);
+    let stat = 0;
+    for (let i = 0; i < r; i++) {
+      for (let j = 0; j < c; j++) {
+        let diff = Math.abs(table[i][j] - expected[i][j]);
+        if (correction && df === 1) diff = Math.max(0, diff - 0.5);
+        stat += diff ** 2 / expected[i][j];
+      }
+    }
+    return { statistic: stat, df, pValue: df === 0 ? 1 : Distributions.chiSquare(df).sf(stat), expected };
+  }
+
+  /** t-based confidence interval for the mean of a sample. */
   static confidenceIntervalMean(sample: number[], level = 0.95): [number, number] {
     const n = sample.length;
-    const m = sample.reduce((a, b) => a + b, 0) / n;
-    const variance = sample.reduce((acc, x) => acc + (x - m) ** 2, 0) / (n - 1);
-    const se = Math.sqrt(variance / n);
-    const alpha = 1 - level;
-    const tCrit = tQuantile(1 - alpha / 2, n - 1);
+    const m = meanOf(sample);
+    const se = Math.sqrt(sampleVar(sample) / n);
+    const tCrit = Distributions.studentT(n - 1).ppf(1 - (1 - level) / 2);
     return [m - tCrit * se, m + tCrit * se];
   }
-}
 
-// -- small internal helpers -------------------------------------------------
+  /** Welch confidence interval for `mean(a) - mean(b)`. */
+  static confidenceIntervalDifference(a: number[], b: number[], level = 0.95): [number, number] {
+    const sa = sampleVar(a) / a.length;
+    const sb = sampleVar(b) / b.length;
+    const df = (sa + sb) ** 2 / (sa ** 2 / (a.length - 1) + sb ** 2 / (b.length - 1));
+    const d = meanOf(a) - meanOf(b);
+    const half = Distributions.studentT(df).ppf(1 - (1 - level) / 2) * Math.sqrt(sa + sb);
+    return [d - half, d + half];
+  }
 
-/** Quantile of Student-t via bisection on its CDF. */
-function tQuantile(p: number, df: number): number {
-  const dist = Distributions.studentT(df);
-  let lo = -100;
-  let hi = 100;
-  for (let i = 0; i < 200; i++) {
-    const mid = (lo + hi) / 2;
-    if (dist.cdf(mid) < p) lo = mid;
-    else hi = mid;
+  /** Wilson score interval for a binomial proportion (`scipy.stats.binomtest(...).proportion_ci(method="wilson", ...)` without continuity correction). */
+  static confidenceIntervalProportion(successes: number, n: number, level = 0.95): [number, number] {
+    const z = Distributions.normalQuantile(1 - (1 - level) / 2);
+    const phat = successes / n;
+    const denom = 1 + (z * z) / n;
+    const centre = (phat + (z * z) / (2 * n)) / denom;
+    const half = (z * Math.sqrt((phat * (1 - phat)) / n + (z * z) / (4 * n * n))) / denom;
+    return [Math.max(0, centre - half), Math.min(1, centre + half)];
   }
-  return (lo + hi) / 2;
 }