Statistics.SignTest Method

Overload List

#SignatureDescription
1function SignTest(const Data1: TVec; Data2: TVec; out hRes: THypothesisResult; out Signif: Double; var ConfInt: TDoubleArray; const hType: THypothesisType; const Alpha: Double): Double;Performs paired Sign test. The routine tests the null hypothesis that Data1 and Data2 have equal median value.
2function SignTest(const Data: TVec; Median: Double; out hRes: THypothesisResult; out Signif: Double; var ConfInt: TDoubleArray; const hType: THypothesisType; const Alpha: Double): Double;One or two-sample Sign test.

Overload 1: function SignTest(const Data1: TVec; Data2: TVec; out hRes: THypothesisResult; out Signif: Double; var ConfInt: TDoubleArray; const hType: THypothesisType; const Alpha: Double): Double;

Performs paired Sign test. The routine tests the null hypothesis that Data1 and Data2 have equal median value.

#NameDescription
1Data1First set of data from which to compute the median.
2Data2Second set of data from which to compute the median.
3hResReturns the result of the null hypothesis (default assumption is that the means are equal).
4hTypeDefines the type of the null hypothesis (left, right and two - tailed).
5Signif(Significance level) returns the probability of observing the given result by chance given that the null hypothesis is true.
6ConfIntReturns the 100*(1-Alpha) percent confidence interval for the mean.
7AlphaDefines the desired significance level. If the significance probability (Signif) is bellow the desired significance (Alpha), the null hypothesis is rejected.

Returns: Double - The Sign test statistics.

See Also: Statistics.WilcoxonSign

Overload 2: function SignTest(const Data: TVec; Median: Double; out hRes: THypothesisResult; out Signif: Double; var ConfInt: TDoubleArray; const hType: THypothesisType; const Alpha: Double): Double;

One or two-sample Sign test.

#NameTypeDescription
1DataTVec
2MedianDoublescalar
3hResTHypothesisResult
4SignifDouble
5ConfIntTDoubleArray
6hTypeTHypothesisType
7AlphaDouble

Returns: Double

Remarks:

Performs one-sample Sign test by comparing Data median value with given Median. The null hypothesis is that Data median is equal to Median. Additional assumption is that underlying population is continuous.

Examples
Uses MtxExpr, Math387, Statistics;
procedure Example;
var d1,d2: Vector;
SignRes : double;
HypRes  : THypothesisResult;
begin
    d1.SetIt(false,[1,4,5,6,7,12]);
    d2.SetIt(false,[3,3.5,2,3.1,10,9]);
    SignTest(d1, d2, SignRes, HypRes); // SignRes = 0.6875; HypRes = hrNotReject
    // Since the SignRes is greater than Alpha (0.05), the
    // null hypothesis that two medians are equal is not rejected
end;