com.numericalmethod.suanshu.stats.test.distribution.normality
Class DAgostino

java.lang.Object
  com.numericalmethod.suanshu.stats.test.HypothesisTest
      com.numericalmethod.suanshu.stats.test.distribution.normality.DAgostino

public class DAgostino
extends HypothesisTest

D'Agostino's K² test is a goodness-of-fit measure of departure from normality.

It tests whether or not the given sample comes from a normally distributed population. The test is based on transformations of the sample kurtosis and skewness, and has power only against the alternatives that the distribution is skewed and/or kurtic.

The R equivalent function is dagoTest in fBasics.

See Also:

"D'Agostino, Ralph B., Albert Belanger, and Ralph B. D'Agostino, Jr. "A Suggestion for Using Powerful and Informative Tests of Normality", The American Statistician, Vol. 44, No. 4. (Nov., 1990), pp. 316-321."

Field Summary

double	K2 test statistics K2
double	pvalueZ1 the p-value for Z1
double	pvalueZ2 the p-value for Z2
double	Z1 Z1
double	Z2 Z2

Fields inherited from class com.numericalmethod.suanshu.stats.test.HypothesisTest

k, N, pValue, testStatistics

Constructor Summary

DAgostino(double[] sample)
Perform D'Agostino's test to test for the departure from normality.

Method Summary

java.lang.String	alternativeHypothesis() Get a description of the alternative hypothesis.
java.lang.String	nullHypothesis() Get a description of the null hypothesis.

Methods inherited from class com.numericalmethod.suanshu.stats.test.HypothesisTest

oneSidedPvalue, pValue, rejectNull, testStatistics

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

K2

public final double K2

test statistics K²

Z1

public final double Z1

Z1

Z2

public final double Z2

Z2

pvalueZ1

public final double pvalueZ1

the p-value for Z1

pvalueZ2

public final double pvalueZ2

the p-value for Z2

Constructor Detail

DAgostino

public DAgostino(double[] sample)

Perform D'Agostino's test to test for the departure from normality.

Parameters:

sample - a sample

Method Detail

nullHypothesis

public java.lang.String nullHypothesis()

Description copied from class: HypothesisTest

Get a description of the null hypothesis.

Specified by:

nullHypothesis in class HypothesisTest

Returns:

the null hypothesis description

See Also:

Wikipedia: Null hypothesis

alternativeHypothesis

public java.lang.String alternativeHypothesis()

Description copied from class: HypothesisTest

Get a description of the alternative hypothesis.

Specified by:

alternativeHypothesis in class HypothesisTest

Returns:

the alternative hypothesis description

See Also:

Wikipedia: Alternative hypothesis