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.