Mercurial > hg > camir-aes2014
comparison toolboxes/FullBNT-1.0.7/KPMstats/chisquared_readme.txt @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
---|---|
date | Tue, 10 Feb 2015 15:05:51 +0000 |
parents | |
children |
comparison
equal
deleted
inserted
replaced
-1:000000000000 | 0:e9a9cd732c1e |
---|---|
1 From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/ | |
2 | |
3 Chi-squared probability function. | |
4 | |
5 Abstract | |
6 m-files to compute the Chi-squared probability function, and | |
7 the percentage points of the probability function. | |
8 | |
9 P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability | |
10 of observing a chi-squared value <= X2 with v degrees of freedom. | |
11 This is the probability that the sum of squares of v unit-variance | |
12 normally-distributed random variables is <= X2. | |
13 | |
14 Conversely: | |
15 X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of | |
16 chi-squared corresponding to v degrees of freedom and probability P. | |
17 | |
18 In reference textbooks, what is normally tabulated are the | |
19 percentage points of the chi-squared distribution; thus, one | |
20 would use CHISQUARED_TABLE rather than interpolate such a table. | |
21 | |
22 References: Press et al., Numerical Recipes, Cambridge, 1986; | |
23 Abramowitz & Stegun, Handbook of Mathematical Functions, | |
24 Dover, 1972; Table 26.8 | |
25 | |
26 Peter R. Shaw | |
27 Woods Hole Oceanographic Institution, Woods Hole, MA 02543 | |
28 (508) 457-2000 ext. 2473 | |
29 pshaw@whoi.edu | |
30 | |
31 --FILES GENERATED-- | |
32 README_chisq | |
33 chisquared_prob.m (function) -- chi-squared probability function | |
34 chisquared_table.m (function) -- "percentage points" (i.e., inverse) | |
35 of chi-squared probability function | |
36 chiaux.m (function) -- auxiliary fn. used by chisquared_table |