Hypothesis Test Class
Definition
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.4
public abstract class HypothesisTest : ISummarizable
- Inheritance
- Object → HypothesisTest
- Derived
- Implements
- ISummarizable
Remarks
The HypothesisTest class serves as the base class for all classes that implement statistical tests.
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<T>), or more (MultiSampleTest<T>) 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.
Constructors
Hypothesis | Constructs a new HypothesisTest object. |
Hypothesis | Constructs a new HypothesisTest object. |
Properties
Distribution | Gets the probability distribution used in the hypothesis test. |
Hypothesis | Gets or sets whether the test is one or two-tailed. |
Name | Gets the name of the hypothesis test. |
PValue | Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis. |
Significance | Gets the significance level used to test the null hypothesis. |
Statistic | Gets the value of the test statistic. |
Methods
Calculate | Evaluates the test statistic. |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object) |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object) |
Get | Returns the confidence interval for the test parameter for the default confidence level. |
Get | Returns the confidence interval for the test parameter for the specified confidence level. |
Get | Serves as the default hash function. (Inherited from Object) |
Get | Gets the lower critical value for the hypothesis test's current significance level. |
Get | Gets the lower critical value for the hypothesis test at the specified significance level. |
Get | Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis. |
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. |
Get | Gets the upper critical value for the test statistic at the specified significance level. |
Memberwise | Creates a shallow copy of the current Object. (Inherited from Object) |
Reject() | Returns whether the null hypothesis is rejected using the default significance level. |
Reject( | Returns whether the null hypothesis is rejected using the specified significance level. |
Summarize() | Returns a string containing a human-readable summary of the object. |
Summarize( | Returns a string containing a human-readable summary of the object using the specified options. |
ToString | Returns a string that represents the current object. (Overrides Object.ToString()) |
Fields
Default | Specifies the default significance level of 0.05. |