Package org.drip.validation.evidence

Class Sample

java.lang.Object
org.drip.validation.evidence.Sample
All Implemented Interfaces:
NativePITGenerator
public class Sample
extends java.lang.Object
implements NativePITGenerator
Sample holds the Sample of 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




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    Sample​(double[] realizationArray)
    Sample Constructor

  • Method Summary

    Modifier and Type Method Description
    double applyTestStatistic​(TestStatisticEvaluator testStatisticEvaluator)
    Apply the specified Test Statistic Evaluator to the Sample
    ProbabilityIntegralTransform nativeProbabilityIntegralTransform()
    Generate the PIT over the Sample Instance Realizations
    double[] realizationArray()
    Retrieve the Realization Array

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • Sample

      public Sample​(double[] realizationArray) throws java.lang.Exception
      Sample Constructor
      Parameters:
      realizationArray - The Sample Realization Array
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • realizationArray

      public double[] realizationArray()
      Retrieve the Realization Array
      Returns:
      The Realization Array

    • applyTestStatistic

      public double applyTestStatistic​(TestStatisticEvaluator testStatisticEvaluator) throws java.lang.Exception
      Apply the specified Test Statistic Evaluator to the Sample
      Parameters:
      testStatisticEvaluator - The Test Statistic Evaluator
      Returns:
      The Sample Test Statistic
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

    • nativeProbabilityIntegralTransform

      public ProbabilityIntegralTransform nativeProbabilityIntegralTransform()
      Description copied from interface: NativePITGenerator
      Generate the PIT over the Sample Instance Realizations
      Specified by:
      nativeProbabilityIntegralTransform in interface NativePITGenerator
      Returns:
      PIT over the Sample Instance Realizations