OneSampleTest Class

Represents base one-sample statistical hypothesis test. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing

Inheritance Hierarchy

SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
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Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170

Syntax

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[SerializableAttribute]
public abstract class OneSampleTest : HypothesisTest

The OneSampleTest type exposes the following members.

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

(Inherited from HypothesisTest.)

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

(Inherited from HypothesisTest.)

Decision

Decision about null hypothesis.

true	if the null hypothesis is failed to be rejected.
false	if the null hypothesis is rejected.

(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

(Inherited from HypothesisTest.)

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.)

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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.
	Update(Vector)	Updates test statistic using provided sample.
	Update(Double, Int32, Int32)	Updates test statistic using provided sample.

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Reference

FinMath.Statistics.HypothesisTesting Namespace

Inheritance Hierarchy