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Statistics::Distributions - Perl module for calculating probabilities and critical
values of common statistical distributions
use Statistics::Distributions;
$uprob=uprob(-0.85);
print "upper probability of the u distribution: Q(u) = 1-G(u) (u=1.43) = $uprob";
$tprob=tprob(3, 6.251);
print "upper probability of the t distribution: Q = 1-G (3 degrees of freedom
, t = 6.251) = $tprob";
$chisprob=chisqrprob(3, 6.25);
print "upper probability of the chi-square distribution: Q = 1-G (3 degrees of
freedom, chi-squared = 6.25) = $chisprob";
$fprob=fprob(3,5, .625);
print "upper probability of the F distribution: Q = 1-G (3 degrees of freedom
in numerator, 5 degrees of freedom in denominator, F $
$u=udistr(.05);
print "u-crit (95th percentile = 0.05 level) = $u";
$t=tdistr(1, .005);
print "t-crit (1 degree of freedom, 99.5th percentile = 0.005 level) =$t";
$chis=chisqrdistr(2, .05);
print "Chi-squared-crit (2 degrees of freedom, 95th percentile = 0.05 level)
= $chis";
$f=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";
This Perl module calulates percentage points (6 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 (6 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 chi-squared test,
and the F 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)
Michael Kospach, mike.perl@gmx.at
Nice formating, simplification and bug repair by Matthias Trautner Kromann, mtk@id.cbs.dk
File path = /ww/webwork/pg/lib/Distributions.pm
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