Distributions(3pm) User Contributed Perl Documentation Distributions(3pm)
NAME
Statistics::Distributions - Perl module for calculating critical values and upper
probabilities of common statistical distributions
SYNOPSIS
use Statistics::Distributions;
$chis=Statistics::Distributions::chisqrdistr (2,.05);
print "Chi-squared-crit (2 degrees of freedom, 95th percentile "
."= 0.05 level) = $chis\n";
$u=Statistics::Distributions::udistr (.05);
print "u-crit (95th percentile = 0.05 level) = $u\n";
$t=Statistics::Distributions::tdistr (1,.005);
print "t-crit (1 degree of freedom, 99.5th percentile = 0.005 level) "
."= $t\n";
$f=Statistics::Distributions::fdistr (1,3,.01);
print "F-crit (1 degree of freedom in numerator, 3 degrees of freedom "
."in denominator, 99th percentile = 0.01 level) = $f\n";
$uprob=Statistics::Distributions::uprob (-0.85);
print "upper probability of the u distribution (u = -0.85): Q(u) "
."= 1-G(u) = $uprob\n";
$chisprob=Statistics::Distributions::chisqrprob (3,6.25);
print "upper probability of the chi-square distribution (3 degrees "
."of freedom, chi-squared = 6.25): Q = 1-G = $chisprob\n";
$tprob=Statistics::Distributions::tprob (3,6.251);
print "upper probability of the t distribution (3 degrees of "
."freedom, t = 6.251): Q = 1-G = $tprob\n";
$fprob=Statistics::Distributions::fprob (3,5,.625);
print "upper probability of the F distribution (3 degrees of freedom "
."in numerator, 5 degrees of freedom in denominator, F = 6.25): "
."Q = 1-G = $fprob\n";
DESCRIPTION
This Perl module calculates percentage points (5 significant digits) of the u (standard
normal) distribution, the student's t distribution, the chi-square distribution and the F
distribution. It can also calculate the upper probability (5 significant digits) of the u
(standard normal), the chi-square, the t and the F distribution. These critical values
are needed to perform statistical tests, like the u test, the t test, the F test and the
chi-squared test, and to calculate confidence intervals.
If you are interested in more precise algorithms you could look at:
StatLib: http://lib.stat.cmu.edu/apstat/ ;
Applied Statistics Algorithms by Griffiths, P. and Hill, I.D., Ellis Horwood: Chichester
(1985)
BUGS
This final version 1.02 has been released after more than one year without a bug report on
the previous version 0.07. Nevertheless, if you find any bugs or oddities, please do
inform the author.
INSTALLATION
See perlmodinstall for information and options on installing Perl modules.
AVAILABILITY
The latest version of this module is available from the Distribution Perl Archive Network
(CPAN). Please visit http://www.cpan.org/ to find a CPAN site near you or see
http://www.cpan.org/authors/id/M/MI/MIKEK/ .
AUTHOR
Michael Kospach <mike.perl AT gmx.at>
Nice formating, simplification and bug repair by Matthias Trautner Kromann <mtk AT id.dk>
COPYRIGHT
Copyright 2003 Michael Kospach. All rights reserved.
This library is free software; you can redistribute it and/or modify it under the same
terms as Perl itself.
SEE ALSO
Statistics::ChiSquare, Statistics::Table::t, Statistics::Table::F, perl(1).
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