NMath Reference Guide

## Wilcoxon |

Class WilcoxonSignedRankTest tests if two paired sets of observed values differ
from each other in a significant way.

Inheritance Hierarchy

Syntax

The WilcoxonSignedRankTest type exposes the following members.

Constructors

Name | Description | |
---|---|---|

WilcoxonSignedRankTest(Double, Double) | Constructs a WilcoxonSignedRankTest instance using the given paired arrays of sample data. | |

WilcoxonSignedRankTest(DoubleVector, DoubleVector) | Constructs a WilcoxonSignedRankTest instance using the given paired vectors of sample data. | |

WilcoxonSignedRankTest(IDFColumn, IDFColumn) | Constructs a WilcoxonSignedRankTest instance using the given paired columns of sample data. | |

WilcoxonSignedRankTest(Int32, Int32) | Constructs a WilcoxonSignedRankTest instance using the given paired arrays of sample data. | |

WilcoxonSignedRankTest(Double, Double, Double, HypothesisType, Boolean) | Constructs a WilcoxonSignedRankTest instance using the given paired arrays of sample data, and the given hypothesis parameters. | |

WilcoxonSignedRankTest(DoubleVector, DoubleVector, Double, HypothesisType, Boolean) | Constructs a WilcoxonSignedRankTest instance using the given paired vectors of sample data, and the given hypothesis parameters. | |

WilcoxonSignedRankTest(IDFColumn, IDFColumn, Double, HypothesisType, Boolean) | Constructs a WilcoxonSignedRankTest instance using the given paired columns of sample data, and the given hypothesis parameters. | |

WilcoxonSignedRankTest(Int32, Int32, Double, HypothesisType, Boolean) | Constructs a WilcoxonSignedRankTest instance using the given paired arrays of sample data, and the given hypothesis parameters. |

Properties

Name | Description | |
---|---|---|

Alpha | Gets and sets the alpha level associated with this hypothesis test. | |

DefaultAlpha | Gets and sets the default alpha level associated with WilcoxonSignedRankTests. | |

DefaultExactPValue | Gets and sets the default setting for whether an exact p-value should be computed, or a normal approximation should be used. | |

DefaultType | Gets and sets the default form of the alternative hypothesis associated with WilcoxonSignedRankTests. | |

ExactPValue | Gets and sets a boolean value indicating whether an exact p-value should be computed, or a normal approximation should be used. | |

LeftProbability | Gets the area under the probability distribution to the left of the test statistic. | |

N | Gets the sample size. | |

P | Gets the p-value associated with the test statistic. | |

Reject | Tests whether the null hypothesis can be rejected, using the current hypothesis type and alpha level. | |

RightProbability | Gets the area under the probability distribution to the right of the test statistic. | |

SignedRanks | Gets the vector of signed ranks. | |

Statistic | Gets the value of the test statistic associated with this hypothesis test. | |

Type | Gets and sets the form of the alternative hypothesis associated with this hypothesis test. |

Methods

Name | Description | |
---|---|---|

Clone | Creates a deep copy of this WilcoxonSignedRankTest. | |

ComputeExactPValue | Computes an exact p-value by enumerating all possible rank sums. | |

ToString |
Returns a formatted string representation of the test results.
(Overrides ObjectToString) | |

Update(Double, Double, Boolean) | Updates the test statistic with new sample data. | |

Update(DoubleVector, DoubleVector, Boolean) | Updates the test statistic with new sample data. | |

Update(IDFColumn, IDFColumn, Boolean) | Updates the test statistic with new sample data. | |

Update(Int32, Int32, Boolean) | Updates the test statistic with new sample data. |

Remarks

The Wilcoxon signed-rank is a non-parametric statistical hypothesis test for comparing the
means between two paired samples, or repeated measurements on a single sample. It can be used as
an alternative to TwoSamplePairedTTest when the population cannot be assumed to be normally
distributed.

The null hypothesis is that the distribution x - y is symmetric about 0.

For n > 10, the sampling distribution of the test statistic converges to a normal distribution. For smaller sample sizes, an exact p-value can be calculated by enumerating all possible combinations of the test statistic given n.

The null hypothesis is that the distribution x - y is symmetric about 0.

For n > 10, the sampling distribution of the test statistic converges to a normal distribution. For smaller sample sizes, an exact p-value can be calculated by enumerating all possible combinations of the test statistic given n.

See Also