EntropyBasedTest Class |
One-sample entropy-based runs test of the null hypothesis that data in the sample
are independent and identically distributed.
| Tail | Alternative hypothesis |
|---|---|
| Tail.Both | Values are not independent or not identically distributed. |
| Tail.Left | Values tend to have too long increasing/decreasing sequences. |
| Tail.Right | Values tend to alternate increases and decreases. |
Note. Decision based on P-value and significance level comparison is more exact.
Inheritance HierarchySystemObject
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingOneSampleTest
FinMath.Statistics.HypothesisTestingEntropyBasedTest
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingOneSampleTest
FinMath.Statistics.HypothesisTestingEntropyBasedTest
Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class EntropyBasedTest : OneSampleTest
The EntropyBasedTest type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | EntropyBasedTest | Creates EntropyBasedTest instance with default significance level for two-tailed test. |
| EntropyBasedTest(Double) | Creates EntropyBasedTest instance for two-tailed test. |
| EntropyBasedTest(Tail) | Creates EntropyBasedTest instance with default significance level. |
| EntropyBasedTest(Double, Tail) | Creates EntropyBasedTest instance. |
Properties| Name | Description | |||||
|---|---|---|---|---|---|---|
 | AcceptanceRegionLeft |
Region of acceptance left border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionLeft.) | ||||
| AcceptanceRegionRight |
Region of acceptance right border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionRight.) | ||||
| Decision |
Decision about null hypothesis.
(Inherited from HypothesisTest.)
| ||||
| DecisionPrinciple |
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
(Inherited from HypothesisTest.) | ||||
| PValue |
The probability of obtaining a test statistic at least as extreme
as the one that was actually observed, assuming that the null hypothesis is true.
http://en.wikipedia.org/wiki/P-value
(Overrides HypothesisTestPValue.) | ||||
| SignificanceLevel |
Significance level.
http://en.wikipedia.org/wiki/Statistical_significance
(Inherited from HypothesisTest.) | ||||
| Statistics |
Test statistics.
http://en.wikipedia.org/wiki/Test_statistic
(Inherited from HypothesisTest.) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Update(Double) | Updates test statistic using provided sample. (Inherited from OneSampleTest.) |
| Update(Vector) | Updates test statistic using provided sample. (Inherited from OneSampleTest.) |
| Update(Double, Int32, Int32) | Updates test statistic using provided sample. (Inherited from OneSampleTest.) |
See Also