TMtxHypothesisTest Class

type TMtxHypothesisTest = class(TMtxComponent);

Encapsulates parametric and non-parametric hypothesis testing routines.

Encapsulates parametric and non-parametric hypothesis testing routines. Many problems in engineering require that we decide whether to accept or reject a statement about some parameter. The statement is called a hypothesis and the decision-making procedure about the hypothesis is called hypothesis testing.

The following hypothesis tests are supported:

one or two sample Sign test,
one or two sample Wilcoxon Signed-Rank test,
one or two sample (on pooled or paired data) T test,
one sample Z test,
one sample ChiSquared test,
two sample F test.

How to use TMtxHypothesisTest component?

Drop a TMtxHypothesisTest component on the form.
Define the hypothesis test you want to perform (Sign, Wilcoxon, Z, T, ChiSquared, F).
Define hypothesis type (the null hypothesis type) : two, left or right tailed.
Depending on hypothesis method define one or two sample datasets. You can do this by clicking on TMtxHypothesisTest.DataVec1 (and TMtxHypothesisTest.DataVec2) properties.
Depending on hypothesis method you'll also have to define test mean (and in Z, F Test case sigma) property.
Define the desired significance level TMtxHypothesisTest.Alpha.
Call the TMtxHypothesisTest.Recalc method to calculate hypothesis test results.

Results:

TMtxHypothesisTest.Result : The hypothesis result (accept, reject null hypothesis).
TMtxHypothesisTest.Significance : actual significance level.
TMtxHypothesisTest.ConfLower,TMtxHypothesisTest.ConfUpper : 100*(1-Alpha) confidence interval limits for mean (median, standard deviation).

Examples

delphi

Uses MtxVec, Statistics, StatTools;
var MtxHypothesis1: TMtxHypothesisTest;
begin
    MtxHypothesis1.Alpha := 0.03; // desired significance level at 3%
    MtxHypothesis1.HypothesisType := htTwoTailed; // two tailed => Ha= means are not equal
    MtxHypothesis1.DataVec1.SetIt(false,[1.0, 2.0, 3.0, 4.0]); // first dataset
    MtxHypothesis1.DataVec2.SetIt(false,[1.5, 3.1, 4.2, 4.3]); // second dataset
    MtxHypothesis1.HypothesisMethod := hmTTest2Pooled;  // comparing means of two datasets
    MtxHypothesis1.Recalc;
    //Results ==> Significance = 0.43036618314 , Result = hrNotReject
end;

Properties

Name	Type	Description
Alpha	Double	Desired significance level.
AutoUpdate	Boolean	If true then changing any of the TMtxHypothesisTest properties will trigger the TMtxHypothesisTest.Recalc method.
BlockAssign	Boolean	Block streaming of specific properties when storing only a "template".
ConfLower	Double	Returns lower confidence interval limit.
ConfUpper	Double	Returns upper confidence interval limit.
DataVec1	TVec	First sample values.
DataVec2	TVec	Second sample values.
Dirty	Boolean	When any of the TMtxHypothesisTest properties changes, this property is automatically set to true.
EditorActive	Boolean	Returns True, if the component editor is displayed.
HypothesisMethod	THypothesisMethod	Defines which hypothesis routine will be used for data testing.
HypothesisType	THypothesisType	Defines hypothesis type (left, right and two-tailed).
Mean	Double	Defines mean/median value for one-sample test.
Reference	TReferenceList	Stores a list of components that have to be notified, when this component is destroyed.
Result	THypothesisResult	Returns hypothesis result.
Sigma	Double	Defines standard deviation value for single test.
Significance	Double	Returns calculated significance level.
TestStatistics	Double	Returns test statistics.

Methods

Name	Description
AllowStreaming	Returns the negatated value of BlockAssign.
Assign	Assign values of all published properties from Source.
AssignTemplate	Assign values of "template-like" published properties from Source.
EditorClass	To be overriden in descendanr classses.
LoadFromStream	Load the component from Src stream.
LoadTemplateFromFile	Load a template from file.
LoadTemplateFromStream	Load a template from stream.
Recalc	Triggers hypothesis test recalculation.
Reset	Reset is called after loading the data from stream or file.
SaveTemplateToFile	Save template to file.
SaveTemplateToStream	Save template to stream.
SaveToStream	Save the component to Dst stream.