WilcoxonSignedRankTest
org.apache.commons.math3.stat.inference

Class WilcoxonSignedRankTest



  • public class WilcoxonSignedRankTestextends Object
    An implementation of the Wilcoxon signed-rank test.
    • Constructor Detail

      • WilcoxonSignedRankTest

        public WilcoxonSignedRankTest()
        Create a test instance where NaN's are left in place and ties get the average of applicable ranks. Use this unless you are very sure of what you are doing.
      • WilcoxonSignedRankTest

        public WilcoxonSignedRankTest(NaNStrategy nanStrategy,                      TiesStrategy tiesStrategy)
        Create a test instance using the given strategies for NaN's and ties. Only use this if you are sure of what you are doing.
        Parameters:
        nanStrategy - specifies the strategy that should be used for Double.NaN's
        tiesStrategy - specifies the strategy that should be used for ties
    • Method Detail

      • wilcoxonSignedRank

        public double wilcoxonSignedRank(double[] x,                        double[] y)                          throws NullArgumentException,                                 NoDataException,                                 DimensionMismatchException
        Computes the Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

        This statistic can be used to perform a Wilcoxon signed ranked test evaluating the null hypothesis that the two related samples or repeated measurements on a single sample has equal mean.

        Let Xi denote the i'th individual of the first sample and Yi the related i'th individual in the second sample. Let Zi = Yi - Xi.

        Preconditions:

        • The differences Zi must be independent.
        • Each Zi comes from a continuous population (they must be identical) and is symmetric about a common median.
        • The values that Xi and Yi represent are ordered, so the comparisons greater than, less than, and equal to are meaningful.

        Parameters:
        x - the first sample
        y - the second sample
        Returns:
        wilcoxonSignedRank statistic (the larger of W+ and W-)
        Throws:
        NullArgumentException - if x or y are null.
        NoDataException - if x or y are zero-length.
        DimensionMismatchException - if x and y do not have the same length.

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