gov.sandia.cognition.statistics.method

Class WilcoxonSignedRankConfidence

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.statistics.method.WilcoxonSignedRankConfidence

All Implemented Interfaces:

NullHypothesisEvaluator<java.util.Collection<? extends java.lang.Number>>, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

@ConfidenceTestAssumptions(name="Wilcoxon Signed-Rank Sum Test",
                           alsoKnownAs="Wilcoxon signed-rank test",
                           description={"A nonparameteric statistical hypothesis test for the case of two related samples or repeated measurements on a single sample.","Wilcoxon Signed-Rank Sum Test does not assume that the data are generated according to a particular distribution.","Used as an alternative to a paired Student-t test when the data are not assumed to be Gaussian."},
                           assumptions={"The differences between paired samples are independent.","Each difference comes from a continuous population, identical for all differences, and is symmetric about a common median.","The data are oridinal variables such that comparisons such as greater than, less than, and equal to have meaning."},
                           nullHypothesis="The median difference between the paired samples is 0.0",
                           dataPaired=true,
                           dataSameSize=true,
                           distribution=UnivariateGaussian.CDF.class,
                           reference=@PublicationReference(author="Wikipedia",title="Wilcoxon signed-rank test",type=WebPage,year=2009,url="http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test"))
public class WilcoxonSignedRankConfidence
extends AbstractCloneableSerializable
implements NullHypothesisEvaluator<java.util.Collection<? extends java.lang.Number>>

This is a Wilcoxon Signed-Rank Sum test, which performs a pair-wise test to determine if two datasets are different.

Since:

2.0

Author:

Kevin R. Dixon

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	WilcoxonSignedRankConfidence.Statistic ConfidenceStatistics associated with a Wilcoxon test

Field Summary

Fields

Modifier and Type	Field and Description
static WilcoxonSignedRankConfidence	INSTANCE Default instance since the class has no state.

Constructor Summary

Constructors

Constructor and Description
WilcoxonSignedRankConfidence() Creates a new instance of WilcoxonSignedRankConfidence

Method Summary

Modifier and Type	Method and Description
WilcoxonSignedRankConfidence.Statistic	evaluateNullHypothesis(java.util.Collection<? extends java.lang.Number> data1, java.util.Collection<? extends java.lang.Number> data2) Computes the probability that two data were generated by the same distribution.
static double[]	ranks(java.util.Collection<? extends java.lang.Number> values) Returns the ranks of the values in ascending order

Methods inherited from class gov.sandia.cognition.util.AbstractCloneableSerializable

clone

Methods inherited from class java.lang.Object

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

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Field Detail

INSTANCE

public static final WilcoxonSignedRankConfidence INSTANCE

Default instance since the class has no state.

Constructor Detail

WilcoxonSignedRankConfidence

public WilcoxonSignedRankConfidence()

Creates a new instance of WilcoxonSignedRankConfidence

Method Detail

evaluateNullHypothesis

public WilcoxonSignedRankConfidence.Statistic evaluateNullHypothesis(java.util.Collection<? extends java.lang.Number> data1,
                                                                     java.util.Collection<? extends java.lang.Number> data2)

Description copied from interface: NullHypothesisEvaluator

Computes the probability that two data were generated by the same distribution. NullHypothesisProbability=1 means that the distributions are likely the same, NullHypothesisProbability=0 means they are likely NOT the same, and NullHypothesisProbability less than 0.05 is the standard statistical significance test. This is the "p-value" that social scientists like to use.

Specified by:

evaluateNullHypothesis in interface NullHypothesisEvaluator<java.util.Collection<? extends java.lang.Number>>

Parameters:

data1 - First dataset to consider

data2 - Second dataset to consider

Returns:

Probability that the two data were generated by the same source. A value of NullHypothesisProbability less than 0.05 is the standard point at which social scientists say two distributions were generated by different sources.

ranks

public static double[] ranks(java.util.Collection<? extends java.lang.Number> values)

Returns the ranks of the values in ascending order

Parameters:

values - Collection of values to rank

Returns:

Ranks of the indices of the values