ChiSquareGoodnessOfFitTest Class

Represents a test that a sample comes from a specified distribution.

Definition

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

Remarks

Use the ChiSquareGoodnessOfFitTest class to test whether a sample comes from a specific distribution.

The sample can be supplied as either a vector or a vector.

The distribution can be specified as a probability distribution (a class that inherits from Distribution) or a vector. The distribution can be discrete or continuous.

If the sample and distribution are both supplied as a vector, 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.

Constructors

ChiSquareGoodnessOfFitTest(Histogram<Double>, ContinuousDistribution) Constructs a new chi-squared goodness-of-fit test for the specified distribution using histogram data.
ChiSquareGoodnessOfFitTest(Histogram<Int32>, DiscreteDistribution) Constructs a new chi-squared goodness-of-fit test for the specified distribution using histogram data.
ChiSquareGoodnessOfFitTest(ICategoricalVector, Vector<Double>) Constructs a new chi-squared goodness-of-fit test for the specified distribution.
ChiSquareGoodnessOfFitTest(Vector<Double>, Vector<Double>) Constructs a new chi-squared goodness-of-fit test for the specified distribution using histogram data.
ChiSquareGoodnessOfFitTest(Vector<Double>, Distribution) Constructs a new chi-squared goodness-of-fit test for the specified distribution.
ChiSquareGoodnessOfFitTest(Histogram<Double>, ContinuousDistribution, Int32) Constructs a new chi-squared goodness-of-fit test for the specified distribution using histogram data.
ChiSquareGoodnessOfFitTest(Histogram<Int32>, DiscreteDistribution, Int32) Constructs a new chi-squared goodness-of-fit test for the specified distribution using histogram data.
ChiSquareGoodnessOfFitTest(Vector<Double>, Distribution, Int32) Constructs a new chi-squared goodness-of-fit test for the specified distribution.

Properties

DegreesOfFreedom Gets the degrees of freedom of the test.
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)
InclusionThreshold Gets or sets the minimum expected value for a bin to contribute to the test.
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)
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