Package org.drip.validation.hypothesis

Class SignificanceTestOutcome

java.lang.Object
org.drip.validation.hypothesis.SignificanceTestOutcome
public class SignificanceTestOutcome
extends java.lang.Object
SignificanceTestOutcome contains the Results of the Significant Test of the Statistical Hypothesis.

  • 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
    SignificanceTestOutcome​(double testStatistic, double leftTailPValue, double rightTailPValue, boolean pass)
    SignificanceTestOutcome Constructor

  • Method Summary

    Modifier and Type Method Description
    double leftTailPValue()
    Retrieve the Left Tail p-Value
    boolean pass()
    Indicate of the Test has been successfully Passed
    double rightTailPValue()
    Retrieve the Right Tail p-Value
    double testStatistic()
    Retrieve the Test Statistic

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • SignificanceTestOutcome

      public SignificanceTestOutcome​(double testStatistic, double leftTailPValue, double rightTailPValue, boolean pass) throws java.lang.Exception
      SignificanceTestOutcome Constructor
      Parameters:
      testStatistic - Test Statistic
      leftTailPValue - Left Tail p-value
      rightTailPValue - Right Tail p-value
      pass - TRUE - Test successfully Passed
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid

  • Method Details

    • testStatistic

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

    • leftTailPValue

      public double leftTailPValue()
      Retrieve the Left Tail p-Value
      Returns:
      The Left Tail p-Value

    • rightTailPValue

      public double rightTailPValue()
      Retrieve the Right Tail p-Value
      Returns:
      The Right Tail p-Value

    • pass

      public boolean pass()
      Indicate of the Test has been successfully Passed
      Returns:
      TRUE - Test has been successfully Passed