Accord.NET Framework

## GrubbTest Class |

Grubb's Test for Outliers (for approximately Normal distributions).

Inheritance Hierarchy

SystemObject

Accord.Statistics.TestingHypothesisTestGrubbDistribution

Accord.Statistics.TestingGrubbTest

Accord.Statistics.TestingHypothesisTestGrubbDistribution

Accord.Statistics.TestingGrubbTest

Syntax

The GrubbTest type exposes the following members.

Constructors

Properties

Name | Description | |
---|---|---|

Abs |
Gets the maximum absolute difference between
an observation in the sample and the mean.
| |

CriticalValue |
Gets the critical value for the current significance level.
(Inherited from HypothesisTestTDistribution.) | |

Hypothesis |
Gets the GrubbTestHypothesis being tested.
| |

Max |
Gets the difference between the maximum value and the mean.
| |

Mean |
Gets the sample's mean.
| |

Min |
Gets the difference between the minimum value and the mean.
| |

NumberOfSamples |
Gets the number of observations in the sample.
| |

PValue |
Gets the P-value associated with this test.
(Inherited from HypothesisTestTDistribution.) | |

Significant |
Gets whether the null hypothesis should be rejected.
(Inherited from HypothesisTestTDistribution.) | |

Size |
Gets the significance level for the
test. Default value is 0.05 (5%).
(Inherited from HypothesisTestTDistribution.) | |

StandardDeviation |
Gets the sample's standard deviation.
| |

Statistic |
Gets the test statistic.
(Inherited from HypothesisTestTDistribution.) | |

StatisticDistribution |
Gets the distribution associated
with the test statistic.
(Inherited from HypothesisTestTDistribution.) | |

Tail |
Gets the test type.
(Inherited from HypothesisTestTDistribution.) |

Methods

Name | Description | |
---|---|---|

Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |

Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |

GetHashCode | Serves as the default hash function. (Inherited from Object.) | |

GetType | Gets the Type of the current instance. (Inherited from Object.) | |

MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |

OnSizeChanged |
Called whenever the test significance level changes.
(Inherited from HypothesisTestTDistribution.) | |

PValueToStatistic |
Converts a given p-value to a test statistic.
(Overrides HypothesisTestTDistributionPValueToStatistic(Double).) | |

StatisticToPValue |
Converts a given test statistic to a p-value.
(Overrides HypothesisTestTDistributionStatisticToPValue(Double).) | |

ToString |
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.) | |

ToString(String, IFormatProvider) |
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.) |

Extension Methods

Name | Description | |
---|---|---|

HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) | |

IsEqual | Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices. (Defined by Matrix.) | |

ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) | |

ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by Matrix.) |

Remarks

Grubbs' test (named after Frank E. Grubbs, who published the test in 1950), also known as the maximum normed residual test or extreme studentized deviate test, is a statistical test used to detect outliers in a univariate data set assumed to come from a normally distributed population.

References:

See Also