SOLUTIONS

BUILTIN MATHEMATICA SYMBOL
IndependenceTest
IndependenceTest[v_{1}, v_{2}]
tests whether the vectors and are independent.
IndependenceTest[m_{1}, m_{2}]
tests whether the matrices and are independent.
IndependenceTest[..., "property"]
returns the value of .
Details and OptionsDetails and Options
 IndependenceTest 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 realvalued vectors or matrices of equal length.
 IndependenceTest[v_{1}, v_{2}] will choose the most powerful test that applies to and .
 IndependenceTest[v_{1}, v_{2}, All] will choose all tests that apply to and .
 IndependenceTest[v_{1}, v_{2}, "test"] reports the value according to .
 Some of the available tests assume normality for the . Some tests are restricted to vectors. Most tests are restricted to tests of monotonic or linear independence.
 The following tests can be used:

"BlomqvistBeta" monotonic based on Blomqvist's "GoodmanKruskalGamma" monotonic, vector based on the coefficient "HoeffdingD" vector based on Hoeffding's "KendallTau" monotonic based on Kendall's "PearsonCorrelation" linear, normality, vector based on Pearson productmoment "PillaiTrace" normality, linear based on Pillai's trace "SpearmanRank" monotonic based on Spearman's "WilksW" normality, linear based on Wilks'  IndependenceTest[v_{1}, v_{2}, "HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
 IndependenceTest[v_{1}, v_{2}, "property"] can be used to directly give the value of .
 Properties related to the reporting of test results include:

"AllTests" list of all applicable tests "AutomaticTest" test chosen if Automatic is used "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 following options can be used:

AlternativeHypothesis "Unequal" the inequality for the alternative hypothesis MaxIterations Automatic max iterations for multivariate nonparametric 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 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. This value is also used in diagnostic tests of normality. By default, is set to .
 Named settings for VerifyTestAssumptions in IndependenceTest include:

"Normality" verify that all data is normally distributed
New in 9
Mathematica 9 is now available!
New to Mathematica?
Find your learning path »
Have a question?
Ask support »