Mercurial > octave
view scripts/statistics/tests/prop_test_2.m @ 21634:96518f623c91
Backed out changeset dcf8922b724b
author | Mike Miller <mtmiller@octave.org> |
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date | Wed, 20 Apr 2016 11:06:03 -0700 |
parents | dcf8922b724b |
children | bac0d6f07a3e |
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## Copyright (C) 1996-2015 Kurt Hornik ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by ## the Free Software Foundation; either version 3 of the License, or (at ## your option) any later version. ## ## Octave is distributed in the hope that it will be useful, but ## WITHOUT ANY WARRANTY; without even the implied warranty of ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU ## General Public License for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, see ## <http://www.gnu.org/licenses/>. ## -*- texinfo -*- ## @deftypefn {} {[@var{pval}, @var{z}] =} prop_test_2 (@var{x1}, @var{n1}, @var{x2}, @var{n2}, @var{alt}) ## If @var{x1} and @var{n1} are the counts of successes and trials in one ## sample, and @var{x2} and @var{n2} those in a second one, test the null ## hypothesis that the success probabilities @var{p1} and @var{p2} are the ## same. ## ## Under the null, the test statistic @var{z} approximately follows a ## standard normal distribution. ## ## With the optional argument string @var{alt}, the alternative of interest ## can be selected. If @var{alt} is @qcode{"!="} or @qcode{"<>"}, the null ## is tested against the two-sided alternative @var{p1} != @var{p2}. If ## @var{alt} is @qcode{">"}, the one-sided alternative @var{p1} > @var{p2} is ## used. Similarly for @qcode{"<"}, the one-sided alternative ## @var{p1} < @var{p2} is used. The default is the two-sided case. ## ## The p-value of the test is returned in @var{pval}. ## ## If no output argument is given, the p-value of the test is displayed. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at> ## Description: Compare two proportions function [pval, z] = prop_test_2 (x1, n1, x2, n2, alt) if (nargin < 4 || nargin > 5) print_usage (); endif ## Could do sanity checking on x1, n1, x2, n2 here p1 = x1 / n1; p2 = x2 / n2; pc = (x1 + x2) / (n1 + n2); z = (p1 - p2) / sqrt (pc * (1 - pc) * (1/n1 + 1/n2)); cdf = stdnormal_cdf (z); if (nargin == 4) alt = "!="; endif if (! ischar (alt)) error ("prop_test_2: ALT must be a string"); endif if (strcmp (alt, "!=") || strcmp (alt, "<>")) pval = 2 * min (cdf, 1 - cdf); elseif (strcmp (alt, ">")) pval = 1 - cdf; elseif (strcmp (alt, "<")) pval = cdf; else error ("prop_test_2: option %s not recognized", alt); endif if (nargout == 0) printf (" pval: %g\n", pval); endif endfunction