|
WaldTest Class |
Wald's Test using the Normal distribution.
Inheritance HierarchySystemObject
Accord.Statistics.TestingHypothesisTestNormalDistribution
Accord.Statistics.TestingZTest
Accord.Statistics.TestingWaldTest
Accord.Statistics.TestingHypothesisTestNormalDistribution
Accord.Statistics.TestingZTest
Accord.Statistics.TestingWaldTest
Namespace: Accord.Statistics.Testing
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxThe WaldTest type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | WaldTest(Double) |
Constructs a Wald's test.
|
| WaldTest(Double, Double, Double) |
Constructs a Wald's test.
|
Properties| Name | Description | |
|---|---|---|
 | Analysis |
Gets the power analysis for the test, if available.
(Inherited from ZTest.) |
| Confidence |
Gets the 95% confidence interval for the EstimatedValue.
(Inherited from ZTest.) |
| CriticalValue |
Gets the critical value for the current significance level.
(Inherited from HypothesisTestTDistribution.) |
| EstimatedValue |
Gets the estimated value, such as the mean estimated from a sample.
(Inherited from ZTest.) |
| Hypothesis |
Gets the alternative hypothesis under test. If the test is
Significant, the null hypothesis can be rejected
in favor of this alternative hypothesis.
(Inherited from ZTest.) |
| HypothesizedValue |
Gets the hypothesized value.
(Inherited from ZTest.) |
| 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.) |
| StandardError |
Gets the standard error of the estimated value.
(Inherited from ZTest.) |
| 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 | |
|---|---|---|
 | Compute(Double, OneSampleHypothesis) |
Computes the Z test.
(Inherited from ZTest.) |
| Compute(Double, Double, Double, OneSampleHypothesis) |
Computes the Z test.
(Inherited from ZTest.) |
| 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.) |
| GetConfidenceInterval |
Gets a confidence interval for the EstimatedValue
statistic within the given confidence level percentage.
(Inherited from ZTest.) |
| 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 | Update event. (Inherited from ZTest.) |
| PValueToStatistic(Double) |
Converts a given p-value to a test statistic.
(Inherited from ZTest.) |
| StatisticToPValue(Double) |
Converts a given test statistic to a p-value.
(Inherited from ZTest.) |
| 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.) |
| To(Type) | 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 ExtensionMethods.) |
RemarksThe Wald test is a parametric statistical test named after Abraham Wald with a great variety of uses. Whenever a relationship within or between data items can be expressed as a statistical model with parameters to be estimated from a sample, the Wald test can be used to test the true value of the parameter based on the sample estimate.
Under the Wald statistical test, the maximum likelihood estimate of the parameter(s) of interest θ is compared with the proposed value θ', with the assumption that the difference between the two will be approximately normal.
References:
See Also