Package org.drip.validation.hypothesis

Class HistogramTestOutcome

java.lang.Object
org.drip.validation.hypothesis.HistogramTestOutcome
public class HistogramTestOutcome
extends java.lang.Object
HistogramTestOutcome contains the p-value Cumulative and Incremental Histograms across the Test Statistic.

  • 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
  • Wikipedia (2018): Probability Integral Transform https://en.wikipedia.org/wiki/Probability_integral_transform
  • Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    HistogramTestOutcome​(double[] testStatisticArray, double[] pValueCumulativeArray, double[] pValueIncrementalArray, double thresholdTestStatistic)
    HistogramTestOutcome Constructor

  • Method Summary

    Modifier and Type Method Description
    double[] pValueCumulativeArray()
    Retrieve the Array of Cumulative p-Values
    double[] pValueIncrementalArray()
    Retrieve the Array of Incremental p-Values
    double[] testStatisticArray()
    Retrieve the Array of Test Statistics
    double thresholdTestStatistic()
    Retrieve the Threshold Test Statistic

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • HistogramTestOutcome

      public HistogramTestOutcome​(double[] testStatisticArray, double[] pValueCumulativeArray, double[] pValueIncrementalArray, double thresholdTestStatistic) throws java.lang.Exception
      HistogramTestOutcome Constructor
      Parameters:
      testStatisticArray - Array of Test Statistics
      pValueCumulativeArray - Array of Cumulative p-Values
      pValueIncrementalArray - Array of Incremental p-Values
      thresholdTestStatistic - The Threshold Test Statistic
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • testStatisticArray

      public double[] testStatisticArray()
      Retrieve the Array of Test Statistics
      Returns:
      The Array of Test Statistics

    • pValueCumulativeArray

      public double[] pValueCumulativeArray()
      Retrieve the Array of Cumulative p-Values
      Returns:
      The Array of Cumulative p-Values

    • pValueIncrementalArray

      public double[] pValueIncrementalArray()
      Retrieve the Array of Incremental p-Values
      Returns:
      The Array of Incremental p-Values

    • thresholdTestStatistic

      public double thresholdTestStatistic()
      Retrieve the Threshold Test Statistic
      Returns:
      The Threshold Test Statistic