HoeffdingDTest[v1, v2]
tests whether the vectors and are independent.

HoeffdingDTest[..., "property"]
returns the value of .

Details and OptionsDetails and Options

  • HoeffdingDTest performs a hypothesis test on and 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 and can be any real-valued vectors of equal length.
  • HoeffdingDTest is based on Hoeffding's statistic computed by HoeffdingD[v1, v2].
  • HoeffdingDTest[v1, v2, "HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
  • HoeffdingDTest[v1, v2, "property"] can be used to directly give the value of .
  • 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:
  • 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 and properties is controlled by the SignificanceLevel option. By default is set to .
New in 9
New to Mathematica? Find your learning path »
Have a question? Ask support »