Click or drag to resize

HypothesisTest Class

Represents base statistical hypothesis test. http://en.wikipedia.org/wiki/Statistical_hypothesis_testing
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
    FinMath.Statistics.HypothesisTestingTwoSampleTest

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

The HypothesisTest type exposes the following members.

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
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
Public propertyDecision
Decision about null hypothesis.
true if the null hypothesis is failed to be rejected.
false if the null hypothesis is rejected.
Public propertyDecisionPrinciple
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
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
Public propertySignificanceLevel
Significance level. http://en.wikipedia.org/wiki/Statistical_significance
Public propertyStatistics
Test statistics. http://en.wikipedia.org/wiki/Test_statistic
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.)
Top
See Also