Package org.drip.validation.hypothesis

Statistical Hypothesis Validation Test Suite

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
HistogramTestOutcome	HistogramTestOutcome contains the p-value Cumulative and Incremental Histograms across the Test Statistic.
HistogramTestSetting	HistogramTestSetting holds the Settings required to conduct a Histogram Test.
ProbabilityIntegralTransform	ProbabilityIntegralTransform holds the PIT Distribution CDF of the Test-Statistic Response over the Outcome Instances.
ProbabilityIntegralTransformTest	ProbabilityIntegralTransformTest implements Comparison Tests post a PIT Transform on the Hypothesis and/or Test Sample.
SignificanceTestOutcome	SignificanceTestOutcome contains the Results of the Significant Test of the Statistical Hypothesis.
SignificanceTestSetting	SignificanceTestSetting contains the Control Settings that determine the Success/Failure of the specified Statistical Hypothesis p-Test.
StatisticalTestOutcome	StatisticalTestOutcome contains the Results of the Significant Test and t-Test of the given Statistical Hypothesis.
TTestOutcome	TTestOutcome holds the Results of a Statistic Hypothesis t-Test.