org.apache.commons.math.stat.inference
Interface WilcoxonSignedRankTest

All Known Implementing Classes:

WilcoxonSignedRankTestImpl

public interface WilcoxonSignedRankTest

An interface for Wilcoxon signed-rank test.

Version:

$Id: WilcoxonSignedRankTest.java 1131229 2011-06-03 20:49:25Z luc $

Method Summary

double	wilcoxonSignedRank(double[] x, double[] y) Computes the Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.
double	wilcoxonSignedRankTest(double[] x, double[] y, boolean exactPValue) Returns the observed significance level, or p-value, associated with a Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

Method Detail

wilcoxonSignedRank

double wilcoxonSignedRank(double[] x,
                          double[] y)
                          throws java.lang.IllegalArgumentException

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 X_i denote the i'th individual of the first sample and Y_i the related i'th individual in the second sample. Let Z_i = Y_i - X_i.

Preconditions:

• The differences Z_i must be independent.
• Each Z_i comes from a continuous population (they must be identical) and is symmetric about a common median.
• The values that X_i and Y_i 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

Throws:

java.lang.IllegalArgumentException - if preconditions are not met

wilcoxonSignedRankTest

double wilcoxonSignedRankTest(double[] x,
                              double[] y,
                              boolean exactPValue)
                              throws java.lang.IllegalArgumentException,
                                     MathException

Returns the observed significance level, or p-value, associated with a Wilcoxon signed ranked statistic comparing mean for two related samples or repeated measurements on a single sample.

Let X_i denote the i'th individual of the first sample and Y_i the related i'th individual in the second sample. Let Z_i = Y_i - X_i.

Preconditions:

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

Parameters:

x - the first sample

y - the second sample

exactPValue - if the exact p-value is wanted (only works for x.length <= 30, if true and x.length > 30, this is ignored because calculations may take too long)

Returns:

p-value

Throws:

java.lang.IllegalArgumentException - if preconditions are not met

MathException - if an error occurs computing the p-value