/// <summary>
/// Constructs a Grubb's test.
/// </summary>
///
public GrubbTest(double[] samples, GrubbTestHypothesis hypothesis = GrubbTestHypothesis.ThereAreOutliers)
{
this.NumberOfSamples = samples.Length;
this.Mean = samples.Mean();
this.StandardDeviation = samples.StandardDeviation(Mean);
// Compute Grubb's statistic
this.min = this.max = samples[0] - Mean;
for (int i = 1; i < samples.Length; i++)
{
double z = samples[i] - Mean;
if (z > max)
{
max = z;
}
if (z < min)
{
min = z;
}
}
this.abs = Math.Max(-min, max);
this.Statistic = g(hypothesis) / StandardDeviation;
this.StatisticDistribution = new GrubbDistribution(NumberOfSamples);
this.Tail = DistributionTail.OneUpper;
this.Hypothesis = hypothesis;
// Compute the transformed p-value
this.PValue = StatisticToPValue(Statistic);
}
private double g(GrubbTestHypothesis hypothesis)
{
switch (hypothesis)
{
case GrubbTestHypothesis.ThereAreOutliers:
return(abs);
case GrubbTestHypothesis.TheMaximumIsAnOutlier:
return(max);
case GrubbTestHypothesis.TheMinimumIsAnOutlier:
return(-min);
}
throw new ArgumentOutOfRangeException("hypothesis");
}
