CapeTools Query Statistical Hypothesis Objects
http://www.QuantTools.com
In total there are 7 functions present within the CapeTools Query Statistical Hypothesis Objects category of functions.
General Description
Functions to execute a hypothesis test given a Hypothesis testing object.
The types of Hypothesis testing that can be conducted are.
- Test for the mean of normal distribution with known sigma.
- Test for the mean of normal distribution with unknown sigma.
- Test for the difference between means of two normal distributions with known sigmas (not paired).
- Test for the difference between means of two normal distributions with unknown sigmas (not paired).
- Test for the variance of normal distribution.
- Test for the ratio of two variances (F-Test).
Given these testing objects, the functions present here can apply one-sided or two-sided tests. You can retrieve the probability of getting the observed test statistic value as well as the result of the test.
Function list.
- CriticalLeftTail - Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.
- CriticalRightTail - Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.
- ProbLeftTail - Given a hypothesis test object, this function returns the probability of getting the observed test statistic value.
- ProbRightTail - Given a hypothesis test object, this function returns the probability of getting the observed test statistic value.
- RejectLeftTail - Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.
- RejectRightTail - Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.
- RejectTwoTail - Given a hypothesis test object and an alpha risk value this function tests if the hypothesis is true.
Copyright (c) 2003-2007 CapeTools - All Rights Reserved.
