Package org.drip.validation.evidence
Interface NativePITGenerator
public interface NativePITGenerator
NativePITGenerator exposes Functionality to Generate Native Probability Integral Transforms on
their Realizations.
- Bhattacharya, B., and D. Habtzghi (2002): Median of the p-value under the Alternate Hypothesis American Statistician 56 (3) 202-206
- Head, M. L., L. Holman, R, Lanfear, A. T. Kahn, and M. D. Jennions (2015): The Extent and Consequences of p-Hacking in Science PLoS Biology 13 (3) e1002106
- Wasserstein, R. L., and N. A. Lazar (2016): The ASA’s Statement on p-values: Context, Process, and Purpose American Statistician 70 (2) 129-133
- Wetzels, R., D. Matzke, M. D. Lee, J. N. Rouder, G, J, Iverson, and E. J. Wagenmakers (2011): Statistical Evidence in Experimental Psychology: An Empirical Comparison using 855 t-Tests Perspectives in Psychological Science 6 (3) 291-298
- Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value
- Module = Computational Core Module
- Library = Model Validation Analytics Library
- Project = Risk Factor and Hypothesis Validation, Evidence Processing, and Model Testing
- Package = Sample and Ensemble Evidence Processors
- Author:
- Lakshmi Krishnamurthy
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Method Summary
Modifier and Type Method Description ProbabilityIntegralTransform
nativeProbabilityIntegralTransform()
Generate the PIT over the Sample Instance Realizations
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Method Details
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nativeProbabilityIntegralTransform
ProbabilityIntegralTransform nativeProbabilityIntegralTransform()Generate the PIT over the Sample Instance Realizations- Returns:
- PIT over the Sample Instance Realizations
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