KruskalWallisTest Class

Represents the Kruskal-Wallis test.

Definition

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

Remarks

Use the KruskalWallisTest class to test whether a number of samples come from the same population. This test can be thought of as a non-parametric variation of one-way analysis of variance that doesn't assume the data is normally distributed.

This class approximates the distribution of the test statistic by a beta distribution. This approximation has been found to be more accurate than the traditional chi-square approximation. Still, for small sample sizes, critical values and tail probabilities may differ significantly from their exact values.

Constructors

KruskalWallisTest() Constructs a new KruskalWallisTest.
KruskalWallisTest(IDataFrame) Constructs a new KruskalWallisTest for the samples in a data frame.
KruskalWallisTest(Vector<Double>[]) Constructs a new KruskalWallisTest for the specified Vector<T> array.
KruskalWallisTest(Vector<Double>, ICategoricalVector) Constructs a new KruskalWallisTest for observations grouped by the specified grouping variable.

Properties

ChiSquarePValue Gets the probability that the test statistic would take on the calculated value under the null hypothesis assuming the distribution of the statistic is approximated by a chi-square distribution.
CorrectForTies Gets or sets whether the Kruskal-Wallis statistic should be corrected for ties.
Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
Grouping Gets the grouping that divides Sample into groups.
(Inherited from MultiSampleTest<T>)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
Name Gets the name of the hypothesis test.
(Inherited from HypothesisTest)
PValue Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets the vector that contains the sample data.
(Inherited from MultiSampleTest<T>)
Samples Gets the collection of samples for the test.
(Inherited from MultiSampleTest<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)
GetCount Returns the number of observations in the specified group.
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)
GetMeanRank Returns the mean of the ranks of the observations from the specified group.
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest)
GetSumOfRanks Returns the sum of the ranks of the observations from the specified group.
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 HypothesisTest)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also