HypothesisTest Class |
Namespace: FinMath.Statistics.HypothesisTesting
[SerializableAttribute] public abstract class HypothesisTest
The HypothesisTest type exposes the following members.
Name | Description | |||||
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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
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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
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Decision |
Decision about null hypothesis.
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DecisionPrinciple |
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
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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
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SignificanceLevel |
Significance level.
http://en.wikipedia.org/wiki/Statistical_significance
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Statistics |
Test statistics.
http://en.wikipedia.org/wiki/Test_statistic
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Name | Description | |
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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.) |