GoodmanKruskalGammaTest

GoodmanKruskalGammaTest[v1,v2]

tests whether the vectors v1 and v2 are independent.

GoodmanKruskalGammaTest[,"property"]

returns the value of "property".

Details and Options

  • GoodmanKruskalGammaTest performs a hypothesis test on v1 and v2 with null hypothesis that the vectors are independent, and alternative hypothesis that they are not.
  • By default, a probability value or -value is returned.
  • A small -value suggests that it is unlikely that is true.
  • The arguments v1 and v2 can be any real-valued vectors of equal length.
  • GoodmanKruskalGammaTest is based on the GoodmanKruskal gamma coefficient γ, which is computed by GoodmanKruskalGamma[v1,v2].
  • GoodmanKruskalGammaTest[v1,v2,"HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
  • GoodmanKruskalGammaTest[v1,v2,"property"] can be used to directly give the value of "property".
  • Properties related to the reporting of test results include:
  • "PValue"the -value of the test
    "PValueTable"formatted table containing the -value
    "ShortTestConclusion"a short description of the conclusion of the test
    "TestConclusion"a description of the conclusion of the test
    "TestData"a list containing the test statistic and -value
    "TestDataTable"formatted table of the -value and test statistic
    "TestStatistic"the test statistic
    "TestStatisticTable"formatted table containing the test statistic
  • The following options can be used:
  • AlternativeHypothesis"Unequal"the inequality for the alternative hypothesis
    MethodAutomaticthe method to use for computing -values
    SignificanceLevel0.05cutoff for diagnostics and reporting
  • For tests of independence, a cutoff is chosen such that is rejected only if . The value of used for the "TestConclusion" and "ShortTestConclusion" properties is controlled by the SignificanceLevel option. By default, is set to 0.05.

Examples

open allclose all

Basic Examples  (1)

Test whether two vectors are independent:

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In[2]:=
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Out[2]=
In[3]:=
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Out[3]=

Scope  (7)

Options  (7)

Properties & Relations  (3)

Neat Examples  (1)

See Also

BlomqvistBetaTest  CorrelationTest  GoodmanKruskalGamma  HoeffdingDTest  IndependenceTest  KendallTauTest  PearsonCorrelationTest  PillaiTraceTest  SpearmanRankTest  WilksWTest

Introduced in 2012
(9.0)