Package org.drip.validation.hypothesis

Class R1TTestOutcome

java.lang.Object
org.drip.validation.hypothesis.R1TTestOutcome
public class R1TTestOutcome
extends java.lang.Object
R1TTestOutcome holds the Results of a Statistic Hypothesis t-Test on an R1 Ensemble.

  • 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): t-statistic https://en.wikipedia.org/wiki/T-statistic
  • Wikipedia (2019): p-value https://en.wikipedia.org/wiki/P-value




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    R1TTestOutcome​(double testStatistic, int sampleCount, double ensembleMean, double ensembleVariance, double ensembleStandardDeviation, double ensembleStandardError, int ensembleDegreesOfFreedom, double ensemblePredictiveConfidenceInterval, double ensembleTStatistics, double ensembleStandardErrorOffset)
    R1TTestOutcome Constructor

  • Method Summary

    Modifier and Type Method Description
    int ensembleDegreesOfFreedom()
    Retrieve the Ensemble Degrees of Freedom
    double ensembleMean()
    Retrieve the Ensemble Mean
    double ensemblePredictiveConfidenceInterval()
    Retrieve the Ensemble Predictive Confidence Interval
    double ensembleStandardDeviation()
    Retrieve the Ensemble Standard Deviation
    double ensembleStandardError()
    Retrieve the Ensemble Standard Error
    double ensembleStandardErrorOffset()
    Retrieve the Ensemble Standard Error Offset
    double ensembleTStatistics()
    Retrieve the Ensemble t-Statistics
    double ensembleVariance()
    Retrieve the Ensemble Variance
    int sampleCount()
    Retrieve the Sample Count
    double testStatistic()
    Retrieve the Sample Test Statistic

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • R1TTestOutcome

      public R1TTestOutcome​(double testStatistic, int sampleCount, double ensembleMean, double ensembleVariance, double ensembleStandardDeviation, double ensembleStandardError, int ensembleDegreesOfFreedom, double ensemblePredictiveConfidenceInterval, double ensembleTStatistics, double ensembleStandardErrorOffset) throws java.lang.Exception
      R1TTestOutcome Constructor
      Parameters:
      testStatistic - Sample Test Statistic
      sampleCount - Number of Samples in the Ensemble
      ensembleMean - Ensemble Mean
      ensembleVariance - Ensemble Variance
      ensembleStandardDeviation - Ensemble Standard Deviation
      ensembleStandardError - Ensemble Standard Error
      ensembleDegreesOfFreedom - Ensemble Degrees of Freedom
      ensemblePredictiveConfidenceInterval - Ensemble Predictive Confidence Interval
      ensembleTStatistics - Ensemble t-Statistics
      ensembleStandardErrorOffset - Ensemble Standard Error Offset
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • testStatistic

      public double testStatistic()
      Retrieve the Sample Test Statistic
      Returns:
      The Sample Test Statistic

    • sampleCount

      public int sampleCount()
      Retrieve the Sample Count
      Returns:
      The Sample Count

    • ensembleMean

      public double ensembleMean()
      Retrieve the Ensemble Mean
      Returns:
      The Ensemble Mean

    • ensembleVariance

      public double ensembleVariance()
      Retrieve the Ensemble Variance
      Returns:
      The Ensemble Variance

    • ensembleStandardDeviation

      public double ensembleStandardDeviation()
      Retrieve the Ensemble Standard Deviation
      Returns:
      The Ensemble Standard Deviation

    • ensembleStandardError

      public double ensembleStandardError()
      Retrieve the Ensemble Standard Error
      Returns:
      The Ensemble Standard Error

    • ensembleDegreesOfFreedom

      public int ensembleDegreesOfFreedom()
      Retrieve the Ensemble Degrees of Freedom
      Returns:
      The Ensemble Degrees of Freedom

    • ensemblePredictiveConfidenceInterval

      public double ensemblePredictiveConfidenceInterval()
      Retrieve the Ensemble Predictive Confidence Interval
      Returns:
      The Ensemble Predictive Confidence Interval

    • ensembleTStatistics

      public double ensembleTStatistics()
      Retrieve the Ensemble t-Statistics
      Returns:
      The Ensemble t-Statistics

    • ensembleStandardErrorOffset

      public double ensembleStandardErrorOffset()
      Retrieve the Ensemble Standard Error Offset
      Returns:
      The Ensemble Standard Error Offset