JMSLTM Numerical Library 6.1

com.imsl.stat
Class NormOneSample

java.lang.Object
  extended by com.imsl.stat.NormOneSample
All Implemented Interfaces:
Serializable, Cloneable

public class NormOneSample
extends Object
implements Serializable, Cloneable

Computes statistics for mean and variance inferences using a sample from a normal population.

The statistics for mean and variance inferences are computed by using a sample from a normal population, including methods for the confidence intervals and tests for both mean and variance. The definitions of mean and variance are given below. The summation in each case is over the set of valid observations, based on the presence of missing values in the data.

Method getMean, returns value

bar x = frac{{sum {x_i } }}{n}

Delta _s^d Z_t

Method getStandardDeviation, returns value

s = sqrt {frac{{sum {left( {x_i  - 
  bar x} right)^2 } }}{{n - 1}}}

The method getTTestStat returns the t statistic for the two-sided test concerning the population mean which is given by

t = frac{{bar x - mu _0 }}{{s/sqrt n 
  }}

where s and bar x are given above. This quantity has a T distribution with n - 1 degrees of freedom. The method getTTestDF returns the degree of freedom.

The method getChiSquaredTestStat returns the chi-squared statistic for the two-sided test concerning the population variance which is given by

chi ^2  = frac{{left( {n - 1} right)s^2 
  }}{{sigma _0^2 }}

where s is given above. This quantity has a chi ^2 distribution with n - 1 degrees of freedom. The method getChiSquaredTestDF returns the degrees of freedom.

See Also:
Example, Serialized Form

Constructor Summary
NormOneSample(double[] x)
          Constructor to compute statistics for mean and variance inferences using a sample from a normal population.
 
Method Summary
 double getChiSquaredTest()
          Returns the test statistic associated with the chi-squared test for variances.
 int getChiSquaredTestDF()
          Returns the degrees of freedom associated with the chi-squared test for variances.
 double getChiSquaredTestP()
          Returns the probability of a larger chi-squared associated with the chi-squared test for variances.
 double getLowerCIMean()
          Returns the lower confidence limit for the mean.
 double getLowerCIVariance()
          Returns the lower confidence limits for the variance.
 double getMean()
          Returns the mean of the sample.
 double getStdDev()
          Returns the standard deviation of the sample.
 double getTTest()
          Returns the test statistic associated with the t test.
 int getTTestDF()
          Returns the degrees of freedom associated with the t test for the mean.
 double getTTestP()
          Returns the probability associated with the t test of a larger t in absolute value.
 double getUpperCIMean()
          Returns the upper confidence limit for the mean.
 double getUpperCIVariance()
          Returns the upper confidence limits for the variance.
 void setChiSquaredTestNull(double chiSqrTestNull)
          Sets the null hypothesis value for the chi-squared test.
 void setConfidenceMean(double confidenceMean)
          Sets the confidence level (in percent) for a two-sided interval estimate of the mean.
 void setConfidenceVariance(double confidenceVariance)
          Sets the confidence level (in percent) for two-sided interval estimate of the variances.
 void setTTestNull(double meanHypothesis)
          Sets the Null hypothesis value for t test for the mean.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

NormOneSample

public NormOneSample(double[] x)
Constructor to compute statistics for mean and variance inferences using a sample from a normal population.

Parameters:
x - is a one-dimension double array containing the observations.
Method Detail

getChiSquaredTest

public double getChiSquaredTest()
Returns the test statistic associated with the chi-squared test for variances. The chi-squared test is a test of the hypothesis omega^2 = omega_0^2 where omega_0^2 is the null hypothesis value as described in setChiSquaredTestNull.

Returns:
a double containing the test statistic for the chi-squared test.

getChiSquaredTestDF

public int getChiSquaredTestDF()
Returns the degrees of freedom associated with the chi-squared test for variances. The chi-squared test is a test of the hypothesis omega^2 = omega_0^2 where omega_0^2 is the null hypothesis value as described in setChiSquaredTestNull.

Returns:
an int the degrees of freedom for the chi-squared test.

getChiSquaredTestP

public double getChiSquaredTestP()
Returns the probability of a larger chi-squared associated with the chi-squared test for variances. The chi-squared test is a test of the hypothesis omega^2 = omega_0^2 where omega_0^2 is the null hypothesis value as described in setChiSquaredTestNull.

Returns:
a double containing the probability of a larger chi-squared for the chi-squared test for variances.

getLowerCIMean

public double getLowerCIMean()
Returns the lower confidence limit for the mean.

Returns:
a double containing the lower confidence limit for the mean.

getLowerCIVariance

public double getLowerCIVariance()
Returns the lower confidence limits for the variance.

Returns:
a double containing the lower confidence limits for the variance.

getMean

public double getMean()
Returns the mean of the sample.

Returns:
a double containing the mean.

getStdDev

public double getStdDev()
Returns the standard deviation of the sample.

Returns:
a double containing the standard deviation of the sample.

getTTest

public double getTTest()
Returns the test statistic associated with the t test. The t test is a test, against a two-sided alternative, of the null hypothesis value described in setTTestNull.

Returns:
a double containing the test statistic for the t test.

getTTestDF

public int getTTestDF()
Returns the degrees of freedom associated with the t test for the mean. The t test is a test, against a two-sided alternative, of the null hypothesis value described in setTTestNull.

Returns:
an int containing the degrees of freedom for the t test.

getTTestP

public double getTTestP()
Returns the probability associated with the t test of a larger t in absolute value. The t test is a test, against a two-sided alternative, of the null hypothesis value described in setTTestNull.

Returns:
a double containing the probability for the t test.

getUpperCIMean

public double getUpperCIMean()
Returns the upper confidence limit for the mean.

Returns:
a double containing the upper confidence limit for the mean.

getUpperCIVariance

public double getUpperCIVariance()
Returns the upper confidence limits for the variance.

Returns:
a double the upper confidence limits for the variance.

setChiSquaredTestNull

public void setChiSquaredTestNull(double chiSqrTestNull)
Sets the null hypothesis value for the chi-squared test. The default is 1.0.

Parameters:
chiSqrTestNull - double containing the null hypothesis value for the chi-squared test.

setConfidenceMean

public void setConfidenceMean(double confidenceMean)
Sets the confidence level (in percent) for a two-sided interval estimate of the mean.

Parameters:
confidenceMean - double containing the confidence level of the mean. confidenceMean must be between 0.0 and 1.0 and is often 0.90, 0.95 or 0.99. For a one-sided confidence interval with confidence level c less than 50 percent, set confidenceMean =1.0- 2.0*(c/100). This effectively gives the one-sided confidence interval for both c% and (100-c)%. For example, for a one-sided t-test with confidence level of 40, set confidenceMean=.2 . This means that 40% of the distribution is lower than confidence limit for the mean (see getLowerCIMean) and 40% of the distribution is greater than the upper confidence limit for the mean (see getUpperCIMean). It also means that 60% of the distribution is greater than the lower confidence limit for the mean and 60% is lower than upper confidence limit for the mean. If the confidence mean is not specified, a 95-percent confidence interval is computed.

setConfidenceVariance

public void setConfidenceVariance(double confidenceVariance)
Sets the confidence level (in percent) for two-sided interval estimate of the variances. Argument confidenceVariance must be between 0.0 and 1.0 and is often 0.90, 0.95 or 0.99. For a one-sided confidence interval with confidence level c (at least 50 percent), set confidenceVariance=1.0-2.0 * (1.0 - c). If the confidence mean is not specified, a 95-percent confidence interval is computed.

Parameters:
confidenceVariance - double containing the confidence level of the variance.

setTTestNull

public void setTTestNull(double meanHypothesis)
Sets the Null hypothesis value for t test for the mean. meanHypothesis=0.0 by default.

Parameters:
meanHypothesis - double containing the hypothesis value.

JMSLTM Numerical Library 6.1

Copyright © 1970-2010 Visual Numerics, Inc.
Built July 30 2010.