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Skip Navigation LinksHome»Documentation»Reference»Extreme.Statistics.Tests»GeneralizedEsdTest Class

GeneralizedEsdTest Class

Extreme Optimization Numerical Libraries for .NET Professional
Represents a Generalized Extreme Studentized Deviate (ESD) test for multiple outliers in a sample.
Inheritance Hierarchy

SystemObject
  Extreme.Statistics.TestsHypothesisTest
    Extreme.Statistics.TestsOneSampleTestDouble
      Extreme.Statistics.TestsOneSampleTest
        Extreme.Statistics.TestsGeneralizedEsdTest

Namespace:  Extreme.Statistics.Tests
Assembly:  Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.1
Syntax

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public class GeneralizedEsdTest : OneSampleTest
Public Class GeneralizedEsdTest
	Inherits OneSampleTest
public ref class GeneralizedEsdTest : public OneSampleTest
type GeneralizedEsdTest =  
    class
        inherit OneSampleTest
    end

The GeneralizedEsdTest type exposes the following members.

Constructors

  NameDescription
Public methodGeneralizedEsdTest
Constructs a new Generalized ESD test for multiple outliers.
Public methodGeneralizedEsdTest(VectorDouble, Int32)
Constructs a new Generalized ESD test for multiple outliers.
Public methodGeneralizedEsdTest(VectorDouble, Int32, HypothesisType)
Constructs a new Generalized ESD test for multiple outliers.
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Properties

  NameDescription
Public propertyDistribution
Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest.)
Public propertyHypothesisType
Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest.)
Public propertyMaxOutliers
Gets or sets the maximum number of outliers to detect.
Public propertyName
Gets the name of the hypothesis test.
(Overrides HypothesisTestName.)
Public propertyNumberOfOutliers
Gets the number of outliers detected by the test.
Public propertyPValue
Gets the probability that the test statistic would take on the calculated value under the alternate hypothesis.
(Inherited from HypothesisTest.)
Public propertySample
Gets or sets the variable the test is to be applied to.
(Inherited from OneSampleTestT.)
Public propertySignificanceLevel
Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest.)
Public propertyStatistic
Gets the value of the test statistic.
(Inherited from HypothesisTest.)
Public propertyStatistics
Gets a vector containing the test statistics for the individual outlier tests.
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Methods

  NameDescription
Protected methodCalculateStatistic
Evaluates the test statistic.
(Overrides HypothesisTestCalculateStatistic.)
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
Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest.)
Public methodGetConfidenceInterval(Double)
Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetLowerCriticalValue
Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest.)
Public methodGetLowerCriticalValue(Double)
Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest.)
Public methodGetOutlierIndexes
Returns a vector containing the indexes of the outliers according to the Generalized ESD test.
Public methodGetOutlierIndexes(Double)
Returns a vector containing the indexes of the outliers according to the Generalized ESD test.
Public methodGetPValue
Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest.)
Public methodGetTest
Returns the test for the specified number of outliers.
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodGetUpperCriticalValue
Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest.)
Public methodGetUpperCriticalValue(Double)
Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest.)
Protected methodMemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
Public methodReject
Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest.)
Public methodReject(Double)
Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest.)
Public methodSummarize
Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest.)
Public methodSummarize(SummaryOptions)
Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from OneSampleTestT.)
Public methodToString
Returns a string that represents the current object.
(Inherited from HypothesisTest.)
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Remarks

Use the GeneralizedEsdTest class to test whether a sample contains one or more outliers. Unlike the GrubbsTest, which tests for exactly one outlier, the generalized ESD test can test for several outliers. The maximum number of outliers that should be detected is supplied by the user.

The generalized ESD test is unlike other hypothesis tests in that it consists of a collection of tests, one for each number of outliers. The number of outliers to test for must be supplied in the constructor.

Running the test consists of running multiple individual tests for 1 up to the specified number of outliers. If a test is found to be significant, that number is retained, and the results of that test are used as the overall test results.

The GetTest(Int32) method can be used to access the individual test results.

See Also

Reference

Extreme.Statistics.Tests Namespace

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