AndersonDarlingTest Class

Represents an Anderson-Darling test that a sample is normally distributed.

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public sealed class AndersonDarlingTest : OneSampleTest
Inheritance
Object  →  HypothesisTest  →  OneSampleTest<Double>  →  OneSampleTest  →  AndersonDarlingTest

Remarks

Use the AndersonDarlingTest class to test whether a sample comes from a normal distribution. The Anderson-Darling test is a variation of the Kolmogorov-Smirnov test 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.

Constructors

AndersonDarlingTest() Constructs a new Anderson-Darling test of normality.
AndersonDarlingTest(Vector<Double>) Constructs a new Anderson-Darling test of normality.
AndersonDarlingTest(Vector<Double>, ContinuousDistribution) Constructs a new Anderson-Darling test for the specified distribution.
AndersonDarlingTest(Vector<Double>, Func<Double, Double>) Constructs a new Anderson-Darling test for the specified distribution function.
AndersonDarlingTest(Vector<Double>, Double, Double) Constructs a new Anderson-Darling test of normality.

Properties

Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
Mean Gets or sets the mean of the distribution being tested.
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
PValue Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
StandardDeviation Gets or sets the standard deviation of the distribution being tested.
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest)
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest)
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest)
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetUpperCriticalValue() Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest)
Reject() Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest)
Reject(Double) Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest)
Summarize() Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest)
Summarize(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from OneSampleTest<T>)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also