Statistics::Distributions - Perl module for calculating critical values and upper probabilities of common statistical distributions
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";
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)
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.
See perlmodinstall for information and options on installing Perl modules.
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/ .
Michael Kospach <firstname.lastname@example.org>
Nice formating, simplification and bug repair by Matthias Trautner Kromann <email@example.com>
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.
Statistics::ChiSquare, Statistics::Table::t, Statistics::Table::F, perl(1).