WilcoxonSignedRankTest Class |
One sample Wicoxon signed rank test of the null hypothesis that the distribution
is symmetric with respect to the supposed median, i.e. there are equal probabilities
to get sample greater than m+x and less than m-x, where m is supposed median.
| Tail | Alternative hypothesis |
|---|---|
| Tail.Both | Distribution is not symmetric or median is not equal to the supposed median. |
| Tail.Left | Distribution is not symmetric or median is less than the supposed median. |
| Tail.Right | Distribution is not symmetric or median is greater than the supposed median. |
Note. Decision based on P-value and significance level comparison is more exact.
Inheritance HierarchySystemObject
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingOneSampleTest
FinMath.Statistics.HypothesisTestingWilcoxonSignedRankTest
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingOneSampleTest
FinMath.Statistics.HypothesisTestingWilcoxonSignedRankTest
Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class WilcoxonSignedRankTest : OneSampleTest
The WilcoxonSignedRankTest type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | WilcoxonSignedRankTest | Creates WilcoxonSignedRankTest instance with default significance level for two-tailed test. |
| WilcoxonSignedRankTest(Double) | Creates WilcoxonSignedRankTest instance for two-tailed test. |
| WilcoxonSignedRankTest(Tail) | Creates WilcoxonSignedRankTest instance with default significance level. |
| WilcoxonSignedRankTest(Double, Tail) | Creates WilcoxonSignedRankTest 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, Double) | Updates supposed median and test statistic using provided sample. |
| Update(Vector, Double) | Updates supposed median and test statistic using provided sample. |
| Update(Double, Int32, Int32) | Updates test statistic using provided sample. (Inherited from OneSampleTest.) |
See Also