annotate scripts/statistics/tests/prop_test_2.m @ 14138:72c96de7a403 stable

maint: update copyright notices for 2012
author John W. Eaton <jwe@octave.org>
date Mon, 02 Jan 2012 14:25:41 -0500
parents fd0a3ac60b0e
children 86854d032a37
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72c96de7a403 maint: update copyright notices for 2012
John W. Eaton <jwe@octave.org>
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1 ## Copyright (C) 1996-2012 Kurt Hornik
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2 ##
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3 ## This file is part of Octave.
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4 ##
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5 ## Octave is free software; you can redistribute it and/or modify it
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6 ## under the terms of the GNU General Public License as published by
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7 ## the Free Software Foundation; either version 3 of the License, or (at
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8 ## your option) any later version.
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9 ##
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10 ## Octave is distributed in the hope that it will be useful, but
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11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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13 ## General Public License for more details.
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14 ##
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15 ## You should have received a copy of the GNU General Public License
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16 ## along with Octave; see the file COPYING. If not, see
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17 ## <http://www.gnu.org/licenses/>.
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18
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19 ## -*- texinfo -*-
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20 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} prop_test_2 (@var{x1}, @var{n1}, @var{x2}, @var{n2}, @var{alt})
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21 ## If @var{x1} and @var{n1} are the counts of successes and trials in
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22 ## one sample, and @var{x2} and @var{n2} those in a second one, test the
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23 ## null hypothesis that the success probabilities @var{p1} and @var{p2}
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24 ## are the same. Under the null, the test statistic @var{z}
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25 ## approximately follows a standard normal distribution.
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26 ##
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27 ## With the optional argument string @var{alt}, the alternative of
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28 ## interest can be selected. If @var{alt} is @code{"!="} or
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29 ## @code{"<>"}, the null is tested against the two-sided alternative
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30 ## @var{p1} != @var{p2}. If @var{alt} is @code{">"}, the one-sided
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31 ## alternative @var{p1} > @var{p2} is used. Similarly for @code{"<"},
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32 ## the one-sided alternative @var{p1} < @var{p2} is used.
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33 ## The default is the two-sided case.
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34 ##
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35 ## The p-value of the test is returned in @var{pval}.
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36 ##
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37 ## If no output argument is given, the p-value of the test is displayed.
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38 ## @end deftypefn
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39
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40 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
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41 ## Description: Compare two proportions
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42
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43 function [pval, z] = prop_test_2 (x1, n1, x2, n2, alt)
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44
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45 if ((nargin < 4) || (nargin > 5))
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46 print_usage ();
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47 endif
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48
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49 ## Could do sanity checking on x1, n1, x2, n2 here
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50
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51 p1 = x1 / n1;
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52 p2 = x2 / n2;
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53 pc = (x1 + x2) / (n1 + n2);
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54
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55 z = (p1 - p2) / sqrt (pc * (1 - pc) * (1/n1 + 1/n2));
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56
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57 cdf = stdnormal_cdf (z);
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58
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59 if (nargin == 4)
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60 alt = "!=";
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61 endif
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62
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63 if (! ischar (alt))
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64 error ("prop_test_2: ALT must be a string");
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65 endif
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66 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
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67 pval = 2 * min (cdf, 1 - cdf);
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68 elseif strcmp (alt, ">")
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69 pval = 1 - cdf;
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70 elseif strcmp (alt, "<")
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71 pval = cdf;
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72 else
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73 error ("prop_test_2: option %s not recognized", alt);
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74 endif
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75
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76 if (nargout == 0)
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77 printf (" pval: %g\n", pval);
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78 endif
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79
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80 endfunction