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SampleSignTest Method

Tests whether the sample median is compatible with the given reference value.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public TestResult SignTest(
	double referenceMedian
)

Parameters

referenceMedian
Type: SystemDouble
The reference median.

Return Value

Type: TestResult
The result of the test.
Remarks

The sign test is a non-parametric alternative to the Student t-test (StudentTTest(Double)). It tests whether the sample is consistent with the given refernce median.

The null hypothesis for the test is that the median of the underlying population from which the sample is drawn is the reference median. The test statistic is simply number of sample values that lie above the median. Since each sample value is equally likely to be below or above the population median, each draw is an independent Bernoulli trial, and the total number of values above the population median is distributed accordng to a binomial distribution (BinomialDistribution).

The left probability of the test result is the chance of the sample median being so low, assuming the sample to have been drawn from a population with the reference median. The right probability of the test result is the chance of the sample median being so high, assuming the sample to have been drawn from a population with the reference median.

See Also