200LX 어플 자료실

김원철	(2002-09-19 16:58:01, Hit : 3349, Vote : 262)

http://.

http://oilman.new21.net/filez/200lx-app/prob20.zip

prob20...MatLab-LX용(?) p-value 계산기(통계)

MatLab-LX용(?) p-value 계산기(통계) Date : 2002-06-18 [11:11]

작성자:김원철(  )

도스용 MatLab 3.5에는 통계 관련 함수들이 몇 없지요.
윈구다리용 MatLab 5.5인가에서 파일들을 확 복사해버리니
하위버전과 호환이 안 되네요. MatLab programming을 못 하니
어디가 문제인지 알 수도 없고, 결국 외부 프로그램을 생각하게 되는데요,
흔히 구할 수 있는 것 가운데 가장 유명한 것은 SimStat이라는
프로그램이었습니다. SPSS와 비슷하게 생겨먹었던데,
raw data 가지고 결과 내기는 좋겠지만 공부하는 입장에서 혹은
시험 칠 때 풀이과정을 써가면서 계산할 때에는 아무래도 MatLab이
가장 확실한 솔루션인 듯 싶습니다.

이 녀석을 MatLab에서 셸 이탈 명령(!)을 사용해 실행하면
MatLab 화면이 그대로 있는 상태에서 조그만 창이 하나 뜹니다.
z, t, F, chi-square 등 확률분포를 선택할 수 있고(기본값은 당연히 z)
z(추정량)과 그에 해당하는 p-value를 왔다갔다 해가며 값을 계산할 수 있습니다.
이거 완전히 MatLab과 synchronized되는군요. 캬캬.
이 녀석으로 통계 시험칠 때 유용하게 써먹었습니다.
작은 프로그램이고 수많은 통계 프로그램들 사이에서 찾아내기 쉽지
않아 필요하신 분들을 위해 이 곳에 올립니다.
설명서를 대충 보니 저작권 관련 문구를 찾을 수 없는데, 프리웨어겠죠?

PROB v 2.0 - Probability Calculator

Written by Duncan Murdoch, Michael Goddard, and many others.

Syntax:

PROB - For interactive use
PROB >outfile - For interactive use, with results saved in file
PROB /r - For background (resident) use
PROB /r >outfile - For background use, with results saved in file
PROB outfile - For batch use.

Description:

PROB allows easy calculation of probabilities from the four common
distributions used in statistical analysis: the Normal (Gaussian), the Chi-
Square, the F, and Student's t. If an observed value X is entered, the
probability of observing a larger value is calculated; if a probability is
entered, the associated critical point from the distibution is shown.

The degrees of freedom for the Chi-Square and F may take any positive values
(though calculations become very slow with large degrees of freedom for the F
and t). The degrees of freedom for calculating the probability of an observed
t must be a positive integer.

In interactive mode, a calculator window as shown below pops up.

郞袴袴?ROB v. 2.00袴袴袴?
?istribution: Normal ?
?.F. 1: ?
?.F. 2: ?
?: 0 ?
?r(larger): 0.5 ?
? ?
? ?
突袴袴袴袴袴袴袴袴袴袴袴槁

Values entered may be edited using any of the standard keys; the Enter key
forces a recalculation, and, if an output file is specified, writes a line to
it. The space bar cycles among the choices for distribution. Use the arrow
keys to move between fields. Moving down from the Pr(larger) field puts you
at the top; use this to change distributions, keeping P fixed. Move up from
the X field to keep X fixed as you change distributions. The last line will
occasionally display error messages.

If desired, the calculator window may be moved anywhere on the screen by using
the arrow keys with the Ctrl key held down. (On some keyboards, it will be
necessary to use Ctrl-PgUp for Ctrl-Up, and Ctrl-PgDn for Ctrl-Down.)

In background mode, pressing the Control and left Shift keys together, and
holding them while pressing the P key, will pop up an interactive calculator.
Use the Esc key to remove the window, leaving it in the background. To remove
it permanently, use Alt-X. Note that only the last resident program may be
safely removed; PROB attempts to determine this, but may be mistaken.

PROB uses about 90K of memory when it goes resident. You may find you have
to remove other memory resident programs first if you want any useful memory
left after running PROB /R.

Warning: If PROB is not resident, the operating system will probably
interpret Ctrl-LeftShift-P as a request to echo output to the printer. If
this happens to you, just hit Ctrl-P to turn it off.

In batch mode, input is given in lines of the form:
Distn Type Value DF1 DF2
where
Distn = 1 for Chi-Square
2 for F
3 for Student's t
4 for Normal,
Type = 1 to calculate P from X
2 to calculate X from P
Value = X or P depending on whether Type=1 or 2 respectively
DF1 = Degrees of freedom for Chi-Square or t, or numerator of F
DF2 = Degrees of freedom for denominator of F

All values are required, and must be separated by blanks (no commas!).

Output in batch mode is written to the standard output device, which will
generally be a file. Included is a code (Ifault) for any error occuring
during the calculation. Codes include:

0: No error
1: Illegal degrees of freedom
2: Illegal input value

e.g. Input file:

1 1 .1 3 1
1 2 .99 3 1
1 2 .01 3 1

Output file:

Distn DF1 DF2 X P Ifault
Chisquare 3.00 1.00 0.10000 0.991837 0
Chisquare 3.00 1.00 0.11483 0.990000 0
Chisquare 3.00 1.00 11.34487 0.010000 0

References

The following algorithms are employed in the calculations:

ANORPR: Normal probability integral using continued fraction method in
the tails, and a series method near 0.

BETAIN: Incomplete beta integral. Applied Statistics (1973) algorithm AS 63,
22, 410-411.

DLGAMA: Log gamma function. Based on eqns. 6.1.40 and 6.1.15 in Abramowitz and
Stegun.

GAMAIN: Incomplete gamma integral. Applied Statistics (1970) algorithm AS 32,
19, 286-287.

PPCHI2: Chi-squared probability integral. Applied Statistics (1975) algorithm
AS 91, 24, 385-388.

PPND: Normal deviate calculator. Applied Statistics (1977) algorithm AS
111, 26, 118-121.

PROBST: Student's t probability integral. Applied Statistics (1968) algorithm
AS 3, 17, 189-190.

XINBTA: Inverse incomplete beta function. Applied Statistics (1977) algorithm
AS 64, 22, 111-114.

- Hit : 125 , Vote : 6 -


1. [김원철] 업로드가 안 되는군요. http://www.simtel.net/pub/pd/50043.html -06월18일-

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