Performs a sign test.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
[SerializableAttribute]
public class SignTest
Visual Basic (Declaration)
<SerializableAttribute> _
Public Class SignTest
Visual C++
[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 x[j-1]- {\rm Percentile} for j=1, 2, \ldots, {\rm x.length}. The binomial probability of the number of values above q in the number of positive differences x[j-1]- {\rm Percentile} for j=1,2,\ldots,\ldots, {\rm x.length} 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:

  • H_0: Pr(x \leq q) \geq p (the p-th quantile is at least q)

    H_1: Pr(x \leq q) \lt p

    Reject H_0 if probability is less than or equal to the significance level.

  • H_0: Pr(x \leq q) \leq p (the p-th quantile is at least q)

    H_1: Pr(x \leq q) \gt p

    Reject H_0 if probability is greater than or equal to 1 minus the significance level.

  • H_0: Pr (x = q) = p(the p-th quantile is q)

    H_1: Pr((x \leq q) \lt p) or Pr((x \le q) \gt p)

    Reject H_0 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:

  1. They are independent and identically distributed.
  2. 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 x_i = y_i - z_i in matched observations y and z. To test that the median difference is c, let q = c.

Inheritance Hierarchy

System..::.Object
Imsl.Stat..::.SignTest

See Also