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ChiSquaredVarianceTest Class

One-sample χ²-test of the null hypothesis that the data in the sample comes from a normal distribution with specified supposed variance, against the alternative that data comes from a normal distribution with a different variance. http://en.wikipedia.org/wiki/Chi-squared_test#Chi-squared_test_for_variance_in_a_normal_population Default supposed variance is 1.
Inheritance Hierarchy
SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
      FinMath.Statistics.HypothesisTestingChiSquaredVarianceTest

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

The ChiSquaredVarianceTest type exposes the following members.

Constructors
  NameDescription
Public methodChiSquaredVarianceTest
Creates ChiSquaredVarianceTest instance with default significance level for two-tailed test.
Public methodChiSquaredVarianceTest(Double)
Creates ChiSquaredVarianceTest instance for two-tailed test.
Public methodChiSquaredVarianceTest(Tail)
Creates ChiSquaredVarianceTest instance with default significance level.
Public methodChiSquaredVarianceTest(Double, Tail)
Creates ChiSquaredVarianceTest instance.
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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.)
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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.)
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See Also