tests whether the median of data is zero.
tests whether the median of is zero.
tests a location measure against .
returns the value of .
- SignedRankTest performs a hypothesis test on data with null hypothesis that the true population median is some value , and alternative hypothesis that .
- Given and , SignedRankTest performs a test on the paired differences of the two datasets.
- By default a probability value or -value is returned.
- A small -value suggests that it is unlikely that is true.
- The data in dspec can be univariate or multivariate .
- If two samples are given, they must be of equal length.
- The argument can be a real number or a real vector with length equal to the dimension of the data.
- SignedRankTest assumes that the data is symmetric about the median in the univariate case and elliptically symmetric in the multivariate case. For this reason, SignedRankTest is also a test of means.
- SignedRankTest[dspec,μ0,"HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
- SignedRankTest[dspec,μ0,"property"] can be used to directly give the value of .
- Properties related to the reporting of test results include:
"DegreesOfFreedom" the degrees of freedom used in a test "PValue" list of -values "PValueTable" formatted table of -values "ShortTestConclusion" a short description of the conclusion of a test "TestConclusion" a description of the conclusion of a test "TestData" list of pairs of test statistics and -values "TestDataTable" formatted table of -values and test statistics "TestStatistic" list of test statistics "TestStatisticTable" formatted table of test statistics
- The SignedRankTest is a more powerful alternative to the SignTest.
- For univariate samples SignedRankTest performs the Wilcoxon signed rank test for medians of paired samples. A correction for ties is applied for permutation-based -values. By default, the test statistic is corrected for continuity and an asymptotic result is returned.
- For multivariate samples, SignedRankTest performs an affine invariant test for paired samples using standardized spatial signed ranks. The test statistic is assumed to follow a ChiSquareDistribution[dim] where dim is the dimension of the data.
- The following options can be used:
AlternativeHypothesis "Unequal" the inequality for the alternative hypothesis MaxIterations Automatic max iterations for multivariate median tests Method Automatic the method to use for computing -values SignificanceLevel 0.05 cutoff for diagnostics and reporting VerifyTestAssumptions Automatic what assumptions to verify
- For the SignedRankTest, a cutoff is chosen such that is rejected only if . The value of used for the and properties is controlled by the SignificanceLevel option. This value is also used in diagnostic tests of assumptions including a test for symmetry. By default is set to .
- Named settings for VerifyTestAssumptions in SignedRankTest include:
"Symmetry" verify that all data is symmetric
Create a HypothesisTestData object for repeated property extraction: