BlomqvistBetaTest
✖
BlomqvistBetaTest
Details and Options


- BlomqvistBetaTest 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 or matrices of equal length.
- BlomqvistBetaTest is based on Blomqvist's medial correlation coefficient β computed by BlomqvistBeta[v1,v2].
- For testing matrices, the test statistic is based on inner standardized spatial signs and asymptotically follows a ChiSquareDistribution[r*s] where r and s are the dimensions of m1 and m2, respectively. The test statistic is invariant under affine transformations.
- BlomqvistBetaTest[v1,v2,"HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
- BlomqvistBetaTest[v1,v2,"property"] can be used to directly give the value of "property".
- Properties related to the reporting of test results include:
-
"DegreesOfFreedom" the degrees of freedom used in the test "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 MaxIterations Automatic max iterations for multivariate test Method Automatic the method to use for computing -values
SignificanceLevel 0.05 cutoff 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 allBasic Examples (2)Summary of the most common use cases
Test whether two vectors are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-g7mcn

https://wolfram.com/xid/0folmbegcuomekb6zza-deoent


https://wolfram.com/xid/0folmbegcuomekb6zza-ybn5y

Test whether two matrices are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-2lnxj
At the 0.05 level, there is insufficient evidence to reject independence:

https://wolfram.com/xid/0folmbegcuomekb6zza-j55r4w

Scope (8)Survey of the scope of standard use cases
Testing (5)
Test whether two vectors are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-mk1rwj

https://wolfram.com/xid/0folmbegcuomekb6zza-j6h0wh
The -values are typically large when the vectors are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-dcnktx

The -values are typically small when there are dependencies:

https://wolfram.com/xid/0folmbegcuomekb6zza-b15esj

Test whether two matrices are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-jkearc

https://wolfram.com/xid/0folmbegcuomekb6zza-cg2xz0
The -values are typically small for dependent matrices:

https://wolfram.com/xid/0folmbegcuomekb6zza-hr2vr

The -values are typically large when matrices are independent:

https://wolfram.com/xid/0folmbegcuomekb6zza-hgpbf9

https://wolfram.com/xid/0folmbegcuomekb6zza-k684ke

https://wolfram.com/xid/0folmbegcuomekb6zza-cze22

Create a HypothesisTestData object for repeated property extraction:

https://wolfram.com/xid/0folmbegcuomekb6zza-me44um

https://wolfram.com/xid/0folmbegcuomekb6zza-cc8eh1
The properties available for extraction:

https://wolfram.com/xid/0folmbegcuomekb6zza-frvg20

Extract some properties from the HypothesisTestData object:

https://wolfram.com/xid/0folmbegcuomekb6zza-kv96cm

https://wolfram.com/xid/0folmbegcuomekb6zza-bpn9dr
The -value and test statistic from the test:

https://wolfram.com/xid/0folmbegcuomekb6zza-365dq


https://wolfram.com/xid/0folmbegcuomekb6zza-bn5rjv

Extract any number of properties simultaneously:

https://wolfram.com/xid/0folmbegcuomekb6zza-nm6fad

https://wolfram.com/xid/0folmbegcuomekb6zza-dmu6hk
The -value and test statistic from the test:

https://wolfram.com/xid/0folmbegcuomekb6zza-i6fwj7

Reporting (3)
Tabulate the results from the test:

https://wolfram.com/xid/0folmbegcuomekb6zza-glp10r

https://wolfram.com/xid/0folmbegcuomekb6zza-hb1mu5

https://wolfram.com/xid/0folmbegcuomekb6zza-c83kyd

Retrieve the entries from a test table for customized reporting:

https://wolfram.com/xid/0folmbegcuomekb6zza-ejmna1

https://wolfram.com/xid/0folmbegcuomekb6zza-98x7a

https://wolfram.com/xid/0folmbegcuomekb6zza-fq0ubv


https://wolfram.com/xid/0folmbegcuomekb6zza-kdpjp6

Tabulate the -value or test statistic:

https://wolfram.com/xid/0folmbegcuomekb6zza-kvbykx

https://wolfram.com/xid/0folmbegcuomekb6zza-blo8x

https://wolfram.com/xid/0folmbegcuomekb6zza-g8i1dt


https://wolfram.com/xid/0folmbegcuomekb6zza-o0wuj


https://wolfram.com/xid/0folmbegcuomekb6zza-dt2x9i

The test statistic from the table:

https://wolfram.com/xid/0folmbegcuomekb6zza-bitsqd

Options (9)Common values & functionality for each option
AlternativeHypothesis (3)
A two-sided test is performed by default:

https://wolfram.com/xid/0folmbegcuomekb6zza-bgoxnx

https://wolfram.com/xid/0folmbegcuomekb6zza-he0w0s


https://wolfram.com/xid/0folmbegcuomekb6zza-jqt2u8

Perform a two-sided test or a one-sided alternative:

https://wolfram.com/xid/0folmbegcuomekb6zza-b1l6ux

https://wolfram.com/xid/0folmbegcuomekb6zza-ewm7bo

The two one-sided alternatives:

https://wolfram.com/xid/0folmbegcuomekb6zza-btr44k


https://wolfram.com/xid/0folmbegcuomekb6zza-ipy689

The multivariate test is inherently two-sided:

https://wolfram.com/xid/0folmbegcuomekb6zza-k7veux

https://wolfram.com/xid/0folmbegcuomekb6zza-fan3ir


This is due to the shape of the null distribution:

https://wolfram.com/xid/0folmbegcuomekb6zza-hljfsr

https://wolfram.com/xid/0folmbegcuomekb6zza-hr0l2g

https://wolfram.com/xid/0folmbegcuomekb6zza-jh879j

MaxIterations (1)
Set the maximum number of iterations to use for a multivariate test:

https://wolfram.com/xid/0folmbegcuomekb6zza-wsdxy

https://wolfram.com/xid/0folmbegcuomekb6zza-ctnr2c

Lowering the setting can shorten computing times but may result in failed convergence:

https://wolfram.com/xid/0folmbegcuomekb6zza-etcz4z



Method (4)
By default, -values are computed using asymptotic test statistic distributions:

https://wolfram.com/xid/0folmbegcuomekb6zza-v21sy

https://wolfram.com/xid/0folmbegcuomekb6zza-fifdab


https://wolfram.com/xid/0folmbegcuomekb6zza-b9g9ag

The -value can be obtained using permutation methods:

https://wolfram.com/xid/0folmbegcuomekb6zza-hy6ohx

https://wolfram.com/xid/0folmbegcuomekb6zza-f69ts

Set the number of permutations to use:

https://wolfram.com/xid/0folmbegcuomekb6zza-fp5r6k

https://wolfram.com/xid/0folmbegcuomekb6zza-pbc1ae

By default, random permutations are used:

https://wolfram.com/xid/0folmbegcuomekb6zza-ktxmmb


https://wolfram.com/xid/0folmbegcuomekb6zza-eln5k5

Set the seed used for generating random permutations:

https://wolfram.com/xid/0folmbegcuomekb6zza-cjrea

https://wolfram.com/xid/0folmbegcuomekb6zza-0du0


https://wolfram.com/xid/0folmbegcuomekb6zza-f7dru0

SignificanceLevel (1)
The significance level is used for "TestConclusion" and "ShortTestConclusion":

https://wolfram.com/xid/0folmbegcuomekb6zza-bhkod7

https://wolfram.com/xid/0folmbegcuomekb6zza-lasldz

https://wolfram.com/xid/0folmbegcuomekb6zza-hykroc

https://wolfram.com/xid/0folmbegcuomekb6zza-bvt7nt


https://wolfram.com/xid/0folmbegcuomekb6zza-hpqqgh


https://wolfram.com/xid/0folmbegcuomekb6zza-flavjg


https://wolfram.com/xid/0folmbegcuomekb6zza-m2oyg2

Properties & Relations (4)Properties of the function, and connections to other functions
For vector-to-vector comparisons, the test statistic is computed as BlomqvistBeta:

https://wolfram.com/xid/0folmbegcuomekb6zza-ech8g9

https://wolfram.com/xid/0folmbegcuomekb6zza-egs66y


https://wolfram.com/xid/0folmbegcuomekb6zza-pta84r

For matrix comparisons, the test statistic is invariant under affine transformations:

https://wolfram.com/xid/0folmbegcuomekb6zza-ig7zao

https://wolfram.com/xid/0folmbegcuomekb6zza-gp2nl9

https://wolfram.com/xid/0folmbegcuomekb6zza-cwqrbe


https://wolfram.com/xid/0folmbegcuomekb6zza-fi58e1

IndependenceTest can be used to select an appropriate test of independence:

https://wolfram.com/xid/0folmbegcuomekb6zza-fswtub

https://wolfram.com/xid/0folmbegcuomekb6zza-b8z3nn

BlomqvistBetaTest is one of the available tests:

https://wolfram.com/xid/0folmbegcuomekb6zza-cdmiyf

BlomqvistBetaTest only detects monotonic dependence:

https://wolfram.com/xid/0folmbegcuomekb6zza-jzokho

https://wolfram.com/xid/0folmbegcuomekb6zza-bphjvl


https://wolfram.com/xid/0folmbegcuomekb6zza-e0u668


https://wolfram.com/xid/0folmbegcuomekb6zza-fc7mff

HoeffdingDTest can be used to detect a wider variety of dependence structures:

https://wolfram.com/xid/0folmbegcuomekb6zza-gg88o


https://wolfram.com/xid/0folmbegcuomekb6zza-f9dsy7

Wolfram Research (2012), BlomqvistBetaTest, Wolfram Language function, https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html.
Text
Wolfram Research (2012), BlomqvistBetaTest, Wolfram Language function, https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html.
Wolfram Research (2012), BlomqvistBetaTest, Wolfram Language function, https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html.
CMS
Wolfram Language. 2012. "BlomqvistBetaTest." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html.
Wolfram Language. 2012. "BlomqvistBetaTest." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html.
APA
Wolfram Language. (2012). BlomqvistBetaTest. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html
Wolfram Language. (2012). BlomqvistBetaTest. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html
BibTeX
@misc{reference.wolfram_2025_blomqvistbetatest, author="Wolfram Research", title="{BlomqvistBetaTest}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html}", note=[Accessed: 30-March-2025
]}
BibLaTeX
@online{reference.wolfram_2025_blomqvistbetatest, organization={Wolfram Research}, title={BlomqvistBetaTest}, year={2012}, url={https://reference.wolfram.com/language/ref/BlomqvistBetaTest.html}, note=[Accessed: 30-March-2025
]}