Statistics::Distributions3pm
Perl module for calculating critical values and upper probabilities of common statistical distributions
Usage
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";
Overview
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)
Installation
See perlmodinstall for information and options on installing Perl modules.
Releases
7 releases since Debian 7 (Wheezy); the text changed 1 time.