annotate scripts/statistics/tests/prop_test_2.m @ 3426:f8dde1807dee

[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents 781c930425fd
children d8b731d3f7a3
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1 ## Copyright (C) 1996, 1997 Kurt Hornik
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2 ##
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3 ## This program is free software; you can redistribute it and/or modify
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4 ## it under the terms of the GNU General Public License as published by
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5 ## the Free Software Foundation; either version 2, or (at your option)
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6 ## any later version.
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7 ##
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8 ## This program is distributed in the hope that it will be useful, but
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9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
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10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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11 ## General Public License for more details.
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12 ##
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13 ## You should have received a copy of the GNU General Public License
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14 ## along with this file. If not, write to the Free Software Foundation,
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15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
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17 ## usage: [pval, z] = prop_test_2 (x1, n1, x2, n2 [, alt])
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18 ##
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19 ## If x1 and n1 are the counts of successes and trials in one sample,
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20 ## and x2 and n2 those in a second one, test the null hypothesis that
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21 ## the success probabilities p1 and p2 are the same.
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22 ## Under the null, the test statistic z approximately follows a
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23 ## standard normal distribution.
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24 ##
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25 ## With the optional argument string alt, the alternative of interest
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26 ## can be selected.
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27 ## If alt is "!=" or "<>", the null is tested against the two-sided
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28 ## alternative p1 != p2.
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29 ## If alt is ">", the one-sided alternative p1 > p2 is used, similarly
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30 ## for "<".
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31 ## The default is the two-sided case.
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32 ##
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33 ## pval is the p-value of the test.
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34 ##
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35 ## If no output argument is given, the p-value of the test is displayed.
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36
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37 ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
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38 ## Description: Compare two proportions
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39
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40 function [pval, z] = prop_test_2 (x1, n1, x2, n2, alt)
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42 if ((nargin < 4) || (nargin > 5))
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43 usage ("[pval, z] = prop_test_2 (x1, n1, x2, n2 [, alt])");
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44 endif
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45
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46 ## Could do sanity checking on x1, n1, x2, n2 here
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47
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48 p1 = x1 / n1;
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49 p2 = x2 / n2;
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50 pc = (x1 + x2) / (n1 + n2);
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51
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52 z = (p1 - p2) / sqrt (pc * (1 - pc) * (1/n1 + 1/n2));
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53
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54 cdf = stdnormal_cdf (z);
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56 if (nargin == 4)
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57 alt = "!=";
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58 endif
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59
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60 if !isstr (alt)
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61 error ("prop_test_2: alt must be a string");
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62 endif
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63 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
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64 pval = 2 * min (cdf, 1 - cdf);
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65 elseif strcmp (alt, ">")
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66 pval = 1 - cdf;
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67 elseif strcmp (alt, "<")
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68 pval = cdf;
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69 else
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70 error (sprintf ("prop_test_2: option %s not recognized", alt));
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71 endif
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72
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73 if (nargout == 0)
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74 printf (" pval: %g\n", pval);
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75 endif
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76
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77 endfunction