Represents a test that a sample is normally distributed.
Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
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Public NotInheritable Class AndersonDarlingTest _ Inherits OneSampleTest |
| C# |
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public sealed class AndersonDarlingTest : OneSampleTest |
| C++ |
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public ref class AndersonDarlingTest sealed : public OneSampleTest |
Methods
| Icon | Type | Description |
|---|---|---|
| CalculateStatistic() |
Calculates the value of the statistic used for this test.
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| Equals(Object) | ||
| Finalize() | ||
| GetConfidenceInterval(Double) |
Returns the confidence interval for the test parameter for the specified confidence level.
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| GetHashCode() | Serves as a hash function for a particular type. | |
| GetLowerCriticalValue() |
Gets the lower critical value for the hypothesis test's current significance level.
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| GetLowerCriticalValue(Double) |
Gets the lower critical value for the hypothesis test at the specified significance level.
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| GetType() | Gets the Type of the current instance. | |
| GetUpperCriticalValue() |
Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
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| GetUpperCriticalValue(Double) |
Gets the upper critical value for the test statistic at the specified significance level.
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| MemberwiseClone() | Creates a shallow copy of the current Object. | |
| Reject() |
Returns a value that indicates whether the null hypothesis is rejected
using the default significance level.
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| Reject(Double) |
Returns a value that indicates whether the null hypothesis is rejected using the specified significance level.
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| ToString() |
Constructors
| Icon | Type | Description |
|---|---|---|
| AndersonDarlingTestNew() |
Constructs a new Anderson-Darling test of normality.
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| AndersonDarlingTestNew(NumericalVariable) |
Constructs a new Anderson-Darling test of normality.
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| AndersonDarlingTestNew(NumericalVariable, Double, Double) |
Constructs a new Anderson-Darling test of normality.
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Properties
| Icon | Type | Description |
|---|---|---|
| Distribution |
Sets the probability distribution used in the hypothesis test.
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| HypothesisType |
Gets or sets a value that indicates whether the test is one or two-tailed.
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| Mean |
Gets or sets the mean of the distribution being tested.
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| PValue |
Gets the probability that the test statistic would take on the calculated value under the null hypothesis.
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| Sample |
Gets or sets the variable the test is to be applied to.
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| SignificanceLevel |
Gets the significance level used to test the null hypothesis.
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| StandardDeviation |
Gets or sets the standard deviation of the distribution being tested.
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| Statistic |
Gets the value of the test statistic.
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Remarks
Use the AndersonDarlingTest class to test whether
a sample comes from a normal distribution. The Anderson-Darling test is
a variation of the OneSampleKolmogorovSmirnovTest
that gives more weight to the tails of the distribution. In addition, the parameters of the distribution
may be estimated from the sample. This makes the test more applicable
in a larger number of cases.
The Mean and StandardDeviation of the distribution may be specified, but this is not necessary.
Inheritance Hierarchy
System.Object
Extreme.Statistics.Tests.HypothesisTest
Extreme.Statistics.Tests.OneSampleTest
Extreme.Statistics.Tests.AndersonDarlingTest
Extreme.Statistics.Tests.HypothesisTest
Extreme.Statistics.Tests.OneSampleTest
Extreme.Statistics.Tests.AndersonDarlingTest