DAgostino Pearson Omnibus Test Class
Represents the D'Agostino-Pearson omnibus test that a sample is normally distributed.
Definition
Namespace: Numerics.NET.Statistics.Tests
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.7.0
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 10.7.0
public sealed class DAgostinoPearsonOmnibusTest : OneSampleTest- Inheritance
- Object → HypothesisTest → OneSampleTest<Double> → OneSampleTest → DAgostinoPearsonOmnibusTest
Remarks
The D'Agostino-Pearson omnibus test combines transformed skewness and kurtosis statistics into a single chi-square test of normality.
The statistic is the sum of the squared skewness and kurtosis z-scores and asymptotically follows a chi-square distribution with two degrees of freedom.
The p-value uses an asymptotic chi-square approximation and should be interpreted with caution for small samples.
Constructors
| DAgostino | Initializes a new instance of the DAgostinoPearsonOmnibusTest class. |
Properties
| Distribution |
Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest) |
| Hypothesis |
Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest) |
| Kurtosis | Gets the moment kurtosis of the sample. |
| Kurtosis | Gets the transformed kurtosis z-score. |
| 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>) |
| Significance |
Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest) |
| Skewness | Gets the moment skewness of the sample. |
| Skewness | Gets the transformed skewness z-score. |
| Statistic |
Gets the value of the test statistic.
(Inherited from HypothesisTest) |
Methods
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
| Get |
Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest) |
| Get |
Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest) |
| Get | Serves as the default hash function. (Inherited from Object) |
| Get |
Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest) |
| Get |
Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest) |
| Get |
Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest) |
| Get | Gets the Type of the current instance. (Inherited from Object) |
| Get |
Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest) |
| Get |
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( |
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( |
Returns a string containing a human-readable summary of the object
using the specified options.
(Inherited from OneSampleTest<T>) |
| ToString | Returns a string that represents the current object. (Inherited from HypothesisTest) |