WilcoxonSignedRankTest Class |
Namespace: Accord.Statistics.Testing
The WilcoxonSignedRankTest type exposes the following members.
Name | Description | |
---|---|---|
WilcoxonSignedRankTest |
Tests the null hypothesis that the sample median is equal to a hypothesized value.
|
Name | Description | |
---|---|---|
CriticalValue |
Gets the critical value for the current significance level.
(Inherited from HypothesisTestTDistribution.) | |
Delta |
Gets the differences between the samples.
(Inherited from WilcoxonTest.) | |
HasTies |
Gets wether the samples to be ranked contain ties.
(Inherited from WilcoxonTest.) | |
HasZeros |
Gets wether the samples to be ranked contain zeros.
(Inherited from WilcoxonTest.) | |
Hypothesis |
Gets the alternative hypothesis under test. If the test is
Significant, the null hypothesis can be rejected
in favor of this alternative hypothesis.
| |
IsExact |
Gets whether we are using a exact test.
(Inherited from WilcoxonTest.) | |
NumberOfSamples |
Gets the number of samples being tested.
(Inherited from WilcoxonTest.) | |
PValue |
Gets the P-value associated with this test.
(Inherited from HypothesisTestTDistribution.) | |
Ranks |
Gets the rank statistics for the differences.
(Inherited from WilcoxonTest.) | |
Significant |
Gets whether the null hypothesis should be rejected.
(Inherited from HypothesisTestTDistribution.) | |
Signs |
Gets the signs for each of the Delta differences.
(Inherited from WilcoxonTest.) | |
Size |
Gets the significance level for the
test. Default value is 0.05 (5%).
(Inherited from HypothesisTestTDistribution.) | |
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.) |
Name | Description | |
---|---|---|
Compute(Double, Double, DistributionTail, NullableBoolean) |
Computes the Wilcoxon Signed-Rank test.
(Inherited from WilcoxonTest.) | |
Compute(Int32, Double, DistributionTail, NullableBoolean, Boolean) |
Computes the Wilcoxon Signed-Rank test.
(Inherited from WilcoxonTest.) | |
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.
(Inherited from WilcoxonTest.) | |
StatisticToPValue |
Converts a given test statistic to a p-value.
(Inherited from WilcoxonTest.) | |
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.) |
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.) |
The Wilcoxon signed-rank test is a non-parametric statistical hypothesis test used when comparing two related samples, matched samples, or repeated measurements on a single sample to assess whether their population mean ranks differ (i.e. it is a paired difference test). It can be used as an alternative to the paired Student's t-test, t-test for matched pairs, or the t-test for dependent samples when the population cannot be assumed to be normally distributed.
The Wilcoxon signed-rank test is not the same as the Wilcoxon rank-sum test, although both are nonparametric and involve summation of ranks.
This test uses the positive W statistic, as explained in https://onlinecourses.science.psu.edu/stat414/node/319
References:
// This example has been adapted from the Wikipedia's page about // the Z-Test, available from: http://en.wikipedia.org/wiki/Z-test // We would like to check whether a sample of 20 // students with a median score of 96 points ... double[] sample = { 106, 115, 96, 88, 91, 88, 81, 104, 99, 68, 104, 100, 77, 98, 96, 104, 82, 94, 72, 96 }; // ... could have happened just by chance inside a // population with an hypothesized median of 100 points. double hypothesizedMedian = 100; // So we start by creating the test: WilcoxonSignedRankTest test = new WilcoxonSignedRankTest(sample, hypothesizedMedian, OneSampleHypothesis.ValueIsSmallerThanHypothesis); // Now, we can check whether this result would be // unlikely under a standard significance level: bool significant = test.Significant; // false (so the event was likely) // We can also check the test statistic and its P-Value double statistic = test.Statistic; // 40.0 double pvalue = test.PValue; // 0.98585347446367344