wolffd@0: From ftp://ftp.mathworks.com/pub/contrib/v4/stats/chisquared/ wolffd@0: wolffd@0: Chi-squared probability function. wolffd@0: wolffd@0: Abstract wolffd@0: m-files to compute the Chi-squared probability function, and wolffd@0: the percentage points of the probability function. wolffd@0: wolffd@0: P = CHISQUARED_PROB( X2, v ) returns P(X2|v), the probability wolffd@0: of observing a chi-squared value <= X2 with v degrees of freedom. wolffd@0: This is the probability that the sum of squares of v unit-variance wolffd@0: normally-distributed random variables is <= X2. wolffd@0: wolffd@0: Conversely: wolffd@0: X2 = CHISQUARED_TABLE( P, v ) returns the X2, the value of wolffd@0: chi-squared corresponding to v degrees of freedom and probability P. wolffd@0: wolffd@0: In reference textbooks, what is normally tabulated are the wolffd@0: percentage points of the chi-squared distribution; thus, one wolffd@0: would use CHISQUARED_TABLE rather than interpolate such a table. wolffd@0: wolffd@0: References: Press et al., Numerical Recipes, Cambridge, 1986; wolffd@0: Abramowitz & Stegun, Handbook of Mathematical Functions, wolffd@0: Dover, 1972; Table 26.8 wolffd@0: wolffd@0: Peter R. Shaw wolffd@0: Woods Hole Oceanographic Institution, Woods Hole, MA 02543 wolffd@0: (508) 457-2000 ext. 2473 wolffd@0: pshaw@whoi.edu wolffd@0: wolffd@0: --FILES GENERATED-- wolffd@0: README_chisq wolffd@0: chisquared_prob.m (function) -- chi-squared probability function wolffd@0: chisquared_table.m (function) -- "percentage points" (i.e., inverse) wolffd@0: of chi-squared probability function wolffd@0: chiaux.m (function) -- auxiliary fn. used by chisquared_table