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So I have an algorithm $A$ and an algorithm $B$ that is run on a set of $n$ documents. The documents are financial forms that consist of data that algorithm $A$/$B$ extracts. For each of the $n$ documents, algorithm $A$/$B$ is run and then these extractions are tested which results in an accuracy measured in %, i.e. $0 \leq Accuracy(Extraction_i) \leq 100$ where $1 \leq i \leq n$. This results in two arrays/vectors of accuracies, $Vec_A$ and $Vec_B$.

Let's say that the average accuracy for algorithm $A$ is $x$% higher than for $B$. What statistical test would I use in order to be able to claim that, with 95% confidence, algorithm $A$ performs better than $B$ for the chosen data set? (The same data set is used for both algorithms).

Thankful for any pointers, been a while now since I took a course in statistics.

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It depends on the distribution. If it's close enough to the normal distribution, you can make a paired t-test, otherwise, a Wilcoxon test might be more appropriate. (I'm assuming that both algorithms worked on the same set of documents and that the data is paired.)


Edit:

To assess normality you can use Shapiro-Wilk's test. However, if the sample size $n$ is large ($n > 30$) you should also look to a Q-Q plot to see if the deviation from normality is small.

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  • $\begingroup$ Thanks a bunch. Yes, the data is paired, and both of the algorithms were ran over all the n documents. If I remember correctly, there is some test that you can use for testing whether a given distribution is a normal one or not - could this be used here perhaps? $\endgroup$ – Nyfiken Gul Apr 25 '19 at 13:43
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    $\begingroup$ I edited my answer to include the normality assessment. $\endgroup$ – Ertxiem - reinstate Monica Apr 25 '19 at 13:56
  • $\begingroup$ Awesome. Thanks a lot mate! $\endgroup$ – Nyfiken Gul Apr 25 '19 at 15:20
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    $\begingroup$ You're welcome. $\endgroup$ – Ertxiem - reinstate Monica Apr 25 '19 at 16:27

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