Statistics::Distributions - Perl module for calculating probabilities and critical values of common statistical distributions

From WeBWorK

Jump to: navigation


NAME

Statistics::Distributions - Perl module for calculating probabilities and critical values of common statistical distributions

SYNOPSIS

  use Statistics::Distributions;
  $uprob=uprob(-0.85);
  print "upper probability of the u distribution: Q(u) = 1-G(u) (u=1.43) = $uprob";
  $tprob=tprob(3, 6.251);
  print "upper probability of the t distribution: Q = 1-G (3 degrees of freedom  , t = 6.251) = $tprob";
  $chisprob=chisqrprob(3, 6.25);
  print "upper probability of the chi-square distribution: Q = 1-G (3 degrees of freedom, chi-squared = 6.25) = $chisprob";
  $fprob=fprob(3,5, .625);
  print "upper probability of the F distribution: Q = 1-G (3 degrees of freedom  in numerator, 5 degrees of freedom in denominator, F $
  $u=udistr(.05);
  print "u-crit (95th percentile = 0.05 level) = $u";
  $t=tdistr(1, .005);
  print "t-crit (1 degree of freedom, 99.5th percentile = 0.005 level) =$t";
  $chis=chisqrdistr(2, .05);
  print "Chi-squared-crit (2 degrees of freedom, 95th percentile = 0.05 level) = $chis";
  $f=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";

DESCRIPTION

This Perl module calulates percentage points (6 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 (6 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 chi-squared test, and the F 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)

AUTHOR

Michael Kospach, mike.perl@gmx.at Nice formating, simplification and bug repair by Matthias Trautner Kromann, mtk@id.cbs.dk