Represents a test that a sample comes from a specified distribution.
Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
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Public NotInheritable Class ChiSquareGoodnessOfFitTest _ Inherits OneSampleTest |
| C# |
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public sealed class ChiSquareGoodnessOfFitTest : OneSampleTest |
| C++ |
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public ref class ChiSquareGoodnessOfFitTest 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.
|
| 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.
|
| 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.
|
| ToString() |
Constructors
| Icon | Type | Description |
|---|---|---|
| ChiSquareGoodnessOfFitTestNew(NumericalVariable, Distribution) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution.
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| ChiSquareGoodnessOfFitTestNew(NumericalVariable, Distribution, Int32) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution.
|
| ChiSquareGoodnessOfFitTestNew(Histogram, Distribution, Int32) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution using histogram data.
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| ChiSquareGoodnessOfFitTestNew(Histogram, Distribution) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution using histogram data.
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| ChiSquareGoodnessOfFitTestNew(Histogram, Histogram) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution using histogram data.
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| ChiSquareGoodnessOfFitTestNew(NumericalVariable, Histogram) |
Constructs a new chi-squared goodness-of-fit test
for the specified distribution using histogram data.
|
Properties
| Icon | Type | Description |
|---|---|---|
 | Distribution |
Sets the probability distribution used in the hypothesis test.
|
| HypothesisType |
Gets or sets a value that indicates whether the test is one or two-tailed.
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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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| Statistic |
Gets the value of the test statistic.
|
Remarks
Use the ChiSquareGoodnessOfFitTest class
to test whether a sample comes from a specific distribution.
The sample can be supplied as either a NumericalVariable or a Histogram.
The distribution can be specified as a probability distribution (a class that inherits from Distribution) or a Histogram. The distribution can be discrete or continuous.
If the sample and distribution are both supplied as a Histogram, the boundaries must be identical.
A chi-square test uses binned data. A drawback is that the results of the test depend on how the data is binned. The test also needs a suffient sample size for the chi-square approximation to be valid.
The AndersonDarlingTest and OneSampleKolmogorovSmirnovTest tests are alternatives to the chi-square goodness-of-fit test, but they are valid only for continuous distributions.
Inheritance Hierarchy
System.Object
Extreme.Statistics.Tests.HypothesisTest
Extreme.Statistics.Tests.OneSampleTest
Extreme.Statistics.Tests.ChiSquareGoodnessOfFitTest
Extreme.Statistics.Tests.HypothesisTest
Extreme.Statistics.Tests.OneSampleTest
Extreme.Statistics.Tests.ChiSquareGoodnessOfFitTest
See Also
