Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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[SerializableAttribute] public class SignTest |
Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class SignTest |
Visual C++ |
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[SerializableAttribute] public ref class SignTest |
Remarks
Class SignTest tests hypotheses about the proportion p of
a population that lies below a value q, where p and
q corresponds to the Percentage and Percentile
properties, respectively. In continuous distributions, this can be a
test that q is the 100 p-th percentile of the population
from which x was obtained. To carry out testing, SignTest
tallies the number of values above q in the number of positive
differences for
. The binomial
probability of the number of values above q in the number of
positive differences
for
or more values
above q is then computed using the proportion p and the
sample size in x (adjusted for the missing observations and
ties).
Hypothesis testing is performed as follows for the usual null and alternative hypotheses:
(the p-th quantile is at least q)
Reject
if probability is less than or equal to the significance level.
(the p-th quantile is at least q)
Reject
if probability is greater than or equal to 1 minus the significance level.
(the p-th quantile is q)
or
Reject
if probability is less than or equal to half the significance level or greater than or equal to 1 minus half the significance level.
The assumptions are as follows:
- They are independent and identically distributed.
- Measurement scale is at least ordinal; i.e., an ordering less than, greater than, and equal to exists in the observations.
Many uses for the sign test are possible with various values of p
and q. For example, to perform a matched sample test that the
difference of the medians of y and z is 0.0, let
p = 0.5, q = 0.0, and in
matched observations y and z. To test that the median
difference is c, let q = c.