Click or drag to resize
Accord.NET (logo) WaldTest Class
Wald's Test using the Normal distribution.
Inheritance Hierarchy
SystemObject
  Accord.Statistics.TestingHypothesisTestNormalDistribution
    Accord.Statistics.TestingZTest
      Accord.Statistics.TestingWaldTest

Namespace:  Accord.Statistics.Testing
Assembly:  Accord.Statistics (in Accord.Statistics.dll) Version: 3.4.0
Syntax
[SerializableAttribute]
public class WaldTest : ZTest
Request Example View Source

The WaldTest type exposes the following members.

Constructors
  NameDescription
Public methodWaldTest(Double)
Constructs a Wald's test.
Public methodWaldTest(Double, Double, Double)
Constructs a Wald's test.
Top
Properties
  NameDescription
Public propertyAnalysis
Gets the power analysis for the test, if available.
(Inherited from ZTest.)
Public propertyConfidence
Gets the 95% confidence interval for the EstimatedValue.
(Inherited from ZTest.)
Public propertyCriticalValue
Gets the critical value for the current significance level.
(Inherited from HypothesisTestTDistribution.)
Public propertyEstimatedValue
Gets the estimated value, such as the mean estimated from a sample.
(Inherited from ZTest.)
Public propertyHypothesis
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.)
Public propertyHypothesizedValue
Gets the hypothesized value.
(Inherited from ZTest.)
Public propertyPValue
Gets the P-value associated with this test.
(Inherited from HypothesisTestTDistribution.)
Public propertySignificant
Gets whether the null hypothesis should be rejected.
(Inherited from HypothesisTestTDistribution.)
Public propertySize
Gets the significance level for the test. Default value is 0.05 (5%).
(Inherited from HypothesisTestTDistribution.)
Public propertyStandardError
Gets the standard error of the estimated value.
(Inherited from ZTest.)
Public propertyStatistic
Gets the test statistic.
(Inherited from HypothesisTestTDistribution.)
Public propertyStatisticDistribution
Gets the distribution associated with the test statistic.
(Inherited from HypothesisTestTDistribution.)
Public propertyTail
Gets the test type.
(Inherited from HypothesisTestTDistribution.)
Top
Methods
  NameDescription
Protected methodCompute(Double, OneSampleHypothesis)
Computes the Z test.
(Inherited from ZTest.)
Protected methodCompute(Double, Double, Double, OneSampleHypothesis)
Computes the Z test.
(Inherited from ZTest.)
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Protected methodFinalize
Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.
(Inherited from Object.)
Public methodGetConfidenceInterval
Gets a confidence interval for the EstimatedValue statistic within the given confidence level percentage.
(Inherited from ZTest.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Protected methodOnSizeChanged
Update event.
(Inherited from ZTest.)
Public methodPValueToStatistic(Double)
Converts a given p-value to a test statistic.
(Inherited from ZTest.)
Public methodStatisticToPValue(Double)
Converts a given test statistic to a p-value.
(Inherited from ZTest.)
Public methodToString
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.)
Public methodToString(String, IFormatProvider)
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.)
Top
Extension Methods
  NameDescription
Public Extension MethodHasMethod
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)
Public Extension MethodToTOverloaded.
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.)
Public Extension MethodToTOverloaded.
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.)
Top
Remarks

The 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