WaldWolfowitzTest Class

One-sample Wald-Wolfowitz runs test of the null hypothesis that data in the sample are independent and identically distributed concerning being above/below specified value. http://en.wikipedia.org/wiki/Wald%E2%80%93Wolfowitz_runs_test

Tail	Alternative hypothesis
Tail.Both	Values are not independent or not identically distributed.
Tail.Left	There are too few groups of identical signs to be arbitrary by chance (signs tend to cluster).
Tail.Right	There are too many groups of identical signs to be arbitrary by chance (signs tend to mix).

The boundary values are compared to is sample mean if no other value is provided.

Note. Decision based on P-value and significance level comparison is more exact.

Inheritance Hierarchy

SystemObject
  FinMath.Statistics.HypothesisTestingHypothesisTest
    FinMath.Statistics.HypothesisTestingOneSampleTest
      FinMath.Statistics.HypothesisTestingWaldWolfowitzTest

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

Syntax

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[SerializableAttribute]
public class WaldWolfowitzTest : OneSampleTest

The WaldWolfowitzTest type exposes the following members.

Constructors

	Name	Description
	WaldWolfowitzTest	Creates WaldWolfowitzTest instance with default significance level for two-tailed test.
	WaldWolfowitzTest(Double)	Creates WaldWolfowitzTest instance for two-tailed test.
	WaldWolfowitzTest(Tail)	Creates WaldWolfowitzTest instance with default significance level.
	WaldWolfowitzTest(Double, Tail)	Creates WaldWolfowitzTest instance.

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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

(Overrides HypothesisTestAcceptanceRegionLeft.)

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

(Overrides HypothesisTestAcceptanceRegionRight.)

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

(Overrides HypothesisTestPValue.)

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. (Inherited from OneSampleTest.)
	Update(Vector)	Updates test statistic using provided sample. (Inherited from OneSampleTest.)
	Update(Double, Double)	Updates test statistic using provided sample and boundary.
	Update(Vector, Double)	Updates test statistic using provided sample and boundary.
	Update(Double, Int32, Int32)	Updates test statistic using provided sample. (Inherited from OneSampleTest.)
	Update(Double, Int32, Int32, Double)	Updates test statistic using provided sample.

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Reference

FinMath.Statistics.HypothesisTesting Namespace