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1 From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/
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2
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3 Chi-squared probability function.
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4
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5 Abstract
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6 m-files to compute the Chi-squared probability function, and
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7 the percentage points of the probability function.
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8
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9 P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability
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10 of observing a chi-squared value <= X2 with v degrees of freedom.
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11 This is the probability that the sum of squares of v unit-variance
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12 normally-distributed random variables is <= X2.
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13
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14 Conversely:
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15 X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of
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16 chi-squared corresponding to v degrees of freedom and probability P.
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17
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18 In reference textbooks, what is normally tabulated are the
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19 percentage points of the chi-squared distribution; thus, one
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20 would use CHISQUARED_TABLE rather than interpolate such a table.
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21
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22 References: Press et al., Numerical Recipes, Cambridge, 1986;
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23 Abramowitz & Stegun, Handbook of Mathematical Functions,
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24 Dover, 1972; Table 26.8
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25
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26 Peter R. Shaw
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27 Woods Hole Oceanographic Institution, Woods Hole, MA 02543
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28 (508) 457-2000 ext. 2473
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29 pshaw@whoi.edu
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30
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31 --FILES GENERATED--
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32 README_chisq
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33 chisquared_prob.m (function) -- chi-squared probability function
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34 chisquared_table.m (function) -- "percentage points" (i.e., inverse)
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35 of chi-squared probability function
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36 chiaux.m (function) -- auxiliary fn. used by chisquared_table
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