Mercurial > hg > camir-aes2014
diff toolboxes/FullBNT-1.0.7/KPMstats/chisquared_readme.txt @ 0:e9a9cd732c1e tip
first hg version after svn
author | wolffd |
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date | Tue, 10 Feb 2015 15:05:51 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/toolboxes/FullBNT-1.0.7/KPMstats/chisquared_readme.txt Tue Feb 10 15:05:51 2015 +0000 @@ -0,0 +1,36 @@ +From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/ + +Chi-squared probability function. + +Abstract +m-files to compute the Chi-squared probability function, and +the percentage points of the probability function. + +P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability +of observing a chi-squared value <= X2 with v degrees of freedom. +This is the probability that the sum of squares of v unit-variance +normally-distributed random variables is <= X2. + +Conversely: +X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of +chi-squared corresponding to v degrees of freedom and probability P. + +In reference textbooks, what is normally tabulated are the +percentage points of the chi-squared distribution; thus, one +would use CHISQUARED_TABLE rather than interpolate such a table. + +References: Press et al., Numerical Recipes, Cambridge, 1986; +Abramowitz & Stegun, Handbook of Mathematical Functions, +Dover, 1972; Table 26.8 + +Peter R. Shaw +Woods Hole Oceanographic Institution, Woods Hole, MA 02543 +(508) 457-2000 ext. 2473 +pshaw@whoi.edu + +--FILES GENERATED-- +README_chisq +chisquared_prob.m (function) -- chi-squared probability function +chisquared_table.m (function) -- "percentage points" (i.e., inverse) + of chi-squared probability function +chiaux.m (function) -- auxiliary fn. used by chisquared_table