Package org.drip.sample.samplestatistics

Empirical Univariate Sample Statistical Tests
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    StandardExponentialPIT
    StandardExponentialPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Exponential Distribution.
    StandardExponentialTStatistic
    StandardExponentialTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Exponential Distribution.
    StandardNormalPIT
    StandardNormalPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Normal Distribution.
    StandardNormalTStatistic
    StandardNormalTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Normal Distribution.
    StandardUniformPIT
    StandardUniformPIT illustrates the Probability Integral Transform and the p-Value for an Empirical Standard Uniform Distribution.
    StandardUniformTStatistic
    StandardUniformTStatistic illustrates the Computation of the t-statistic, z-score, and other related Metrics of the Sample/Population Mean for an Empirical Standard Uniform Distribution.