internal double Probability(TestType type)
{
switch (type)
{
case TestType.LeftTailed:
return(distribution.LeftExclusiveProbability(value) + 0.5 * distribution.ProbabilityMass(value));
case TestType.RightTailed:
return(distribution.RightExclusiveProbability(value) + 0.5 * distribution.ProbabilityMass(value));
case TestType.TwoTailed:
if (distribution.Skewness == 0.0)
{
if (value < distribution.Mean)
{
return(2.0 * (distribution.LeftExclusiveProbability(value) + 0.5 * distribution.ProbabilityMass(value)));
}
else
{
return(2.0 * (distribution.RightExclusiveProbability(value) + 0.5 * distribution.ProbabilityMass(value)));
}
}
else
{
throw new NotImplementedException();
}
default:
throw new NotSupportedException();
}
}
/// <summary>
/// Performs a χ<sup>2</sup> test comparing the histogram to the given distribution.
/// </summary>
/// <param name="distribution">The distribution against which to test the histogram.</param>
/// <returns>The test result.</returns>
public TestResult ChiSquaredTest(DiscreteDistribution distribution)
{
if (distribution == null)
{
throw new ArgumentNullException(nameof(distribution));
}
double chi2 = 0.0;
int dof = 0;
//int lastObservedCounts = extraCounts;
//double lastExpectedCounts = (distribution.LeftExclusiveProbability(0) + distribution.RightExclusiveProbability(counts.Length - 1)) * total;
int lastObservedCounts = 0;
double lastExpectedCounts = 0.0;
int observedCounts = 0;
double expectedCounts = 0.0;
for (int i = 0; i < storage.Count; i++)
{
observedCounts += storage.GetCounts(i + 1);
expectedCounts += distribution.ProbabilityMass(i) * storage.Total;
if (expectedCounts > 4.0)
{
if (lastExpectedCounts > 0.0)
{
chi2 += MoreMath.Sqr(lastObservedCounts - lastExpectedCounts) / lastExpectedCounts;
dof++;
}
lastObservedCounts = observedCounts;
lastExpectedCounts = expectedCounts;
observedCounts = 0;
expectedCounts = 0.0;
}
}
lastObservedCounts += observedCounts;
lastExpectedCounts += expectedCounts;
if (lastExpectedCounts > 0.0)
{
chi2 += MoreMath.Sqr(lastObservedCounts - lastExpectedCounts) / lastExpectedCounts;
}
ContinuousDistribution nullDistribution = new ChiSquaredDistribution(dof);
return(new TestResult("χ²", chi2, nullDistribution, TestType.RightTailed));
}