HypothesisTest Class

Serves as an abstract base class for classes that represent a hypothesis test.

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C# 
public abstract class HypothesisTest : ISummarizable
Inheritance
Object  →  HypothesisTest
Derived
More
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

HypothesisTest(HypothesisType) Constructs a new HypothesisTest object.
HypothesisTest(HypothesisType, Double, ContinuousDistribution) Constructs a new HypothesisTest object.

Properties

Distribution Gets the probability distribution used in the hypothesis test.
HypothesisType 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.
SignificanceLevel Gets the significance level used to test the null hypothesis.
Statistic Gets the value of the test statistic.

Methods

CalculateStatistic Evaluates the test statistic.
EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
FinalizeAllows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
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.
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
MemberwiseCloneCreates a shallow copy of the current Object.
(Inherited from Object)
Reject() Returns whether the null hypothesis is rejected using the default significance level.
Reject(Double) 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(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
ToStringReturns a string that represents the current object.
(Overrides Object.ToString())

Fields

DefaultSignificanceLevel Specifies the default significance level of 0.05.

See Also