Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
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Public MustInherit Class HypothesisTest |
| C# |
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public abstract class HypothesisTest |
| C++ |
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public ref class HypothesisTest abstract |
Methods
| Icon | Type | Description |
|---|---|---|
| CalculateStatistic() |
Evaluates the test statistic.
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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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| GetConfidenceInterval() |
Returns the confidence interval for the test parameter for the default 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() |
Fields
| Icon | Type | Description |
|---|---|---|
| DefaultSignificanceLevel |
Specifies the default significance level of 0.05.
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Constructors
| Icon | Type | Description |
|---|---|---|
| HypothesisTestNew(HypothesisType) |
Constructs a new HypothesisTest object.
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| HypothesisTestNew(HypothesisType, Double, ContinuousDistribution) |
Constructs a new HypothesisTest object.
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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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| PValue |
Gets the probability that the test statistic would take on the calculated value under the null hypothesis.
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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.
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Remarks
Most statistical tests follow a common pattern. A hypothesis is proposed, a Statistic is calculated based on the hypothesis. This statistic follows a distribution, which is used to calculated the probability, or PValue, that the hypothesis is false. If the probability is below a certain cut-off value, the SignificanceLevel, then the hypothesis is rejected.
Note to inheritors: If you need to implement a statistical test, then most likely you should derive the class from one of the specialized classes for tests involving one (OneSampleTest), two (TwoSampleTest), or more (MultiSampleTest) samples. Only in very rare instances will you need to inherit from HypothesisTest directly.
If you do, you must override CalculateStatistic(). You must also set the Distribution property either in the constructor or in your CalculateStatistic() implementation.