Package org.drip.validation.hypothesis

Class StatisticalTestOutcome

java.lang.Object

org.drip.validation.hypothesis.StatisticalTestOutcome

public class StatisticalTestOutcome
extends java.lang.Object

StatisticalTestOutcome contains the Results of the Significant Test and t-Test of the given 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
• Wikipedia (2018): t-statistic https://en.wikipedia.org/wiki/T-statistic
• 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 = Statistical Hypothesis Validation Test Suite

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor	Description
StatisticalTestOutcome(SignificanceTestOutcome significanceTestOutcome, TTestOutcome tTestOutcome)	StatisticalTestOutcome Constructor

Method Summary

Modifier and Type	Method	Description
SignificanceTestOutcome	significanceTest()	Retrieve the Significance Test Outcome
TTestOutcome	tTest()	Retrieve the t-Test Outcome

Methods inherited from class java.lang.Object

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

Constructor Details

StatisticalTestOutcome

public StatisticalTestOutcome(SignificanceTestOutcome significanceTestOutcome,
TTestOutcome tTestOutcome)
                       throws java.lang.Exception

StatisticalTestOutcome Constructor

Parameters:

significanceTestOutcome - The Significance Test Outcome

tTestOutcome - The t-Test Outcome

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Details

tTest

public TTestOutcome tTest()

Retrieve the t-Test Outcome

Returns:

The t-Test Outcome

significanceTest

public SignificanceTestOutcome significanceTest()

Retrieve the Significance Test Outcome

Returns:

The Significance Test Outcome