Click or drag to resize

TTest Class

One-sample t-test of the null hypothesis that data in the sample are a random sample from a normal distribution with specified supposed mean and unknown variance, against the alternative that the mean is different. http://en.wikipedia.org/wiki/Student's_t-test#One-sample_t-test Default supposed mean value is 0.
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
      FinMath.Statistics.HypothesisTestingTTest

Namespace:  FinMath.Statistics.HypothesisTesting
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
[SerializableAttribute]
public class TTest : OneSampleTest

The TTest type exposes the following members.

Constructors
  NameDescription
Public methodTTest
Creates TTest instance with default significance level for two-tailed test.
Public methodTTest(Double)
Creates TTest instance for two-tailed test.
Public methodTTest(Tail)
Creates TTest instance with default significance level.
Public methodTTest(Double, Tail)
Creates TTest instance.
Top
Properties
  NameDescription
Public propertyAcceptanceRegionLeft
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.)
Public propertyAcceptanceRegionRight
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.)
Public propertyDecision
Decision about null hypothesis.
true if the null hypothesis is failed to be rejected.
false if the null hypothesis is rejected.
(Inherited from HypothesisTest.)
Public propertyDecisionPrinciple
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
(Inherited from HypothesisTest.)
Public propertyPValue
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.)
Public propertySignificanceLevel
Significance level. http://en.wikipedia.org/wiki/Statistical_significance
(Inherited from HypothesisTest.)
Public propertyStatistics
Test statistics. http://en.wikipedia.org/wiki/Test_statistic
(Inherited from HypothesisTest.)
Top
Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
Public methodUpdate(Double)
Updates test statistic using provided sample.
(Inherited from OneSampleTest.)
Public methodUpdate(Vector)
Updates test statistic using provided sample.
(Inherited from OneSampleTest.)
Public methodUpdate(Double, Double)
Updates test statistic using provided sample and supposition about mean value.
Public methodUpdate(Vector, Double)
Updates test statistic using provided sample and supposition about mean value.
Public methodUpdate(Double, Int32, Int32)
Updates test statistic using provided sample.
(Inherited from OneSampleTest.)
Top
See Also