## Copyright (C) 1995, 1996, 1997 Kurt Hornik ## ## This program 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 2, or (at your option) ## any later version. ## ## This program 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 this file. If not, write to the Free Software Foundation, ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. ## usage: [pval, t, df] = t_test (x, m [, alt]) ## ## For a sample x from a normal distribution with unknown mean and ## variance, perform a t-test of the null hypothesis mean(x) == m. ## Under the null, the test statistic t follows a Student distribution ## with df = length (x) - 1 degrees of freedom. ## ## With the optional argument string alt, the alternative of interest ## can be selected. ## If alt is "!=" or "<>", the null is tested against the two-sided ## alternative mean(x) != m. ## If alt is ">", the one-sided alternative mean(x) > m is considered, ## similarly for "<". ## The default is the two-sided case. ## ## pval is the p-value of the test. ## ## If no output argument is given, the p-value of the test is displayed. ## Author: KH <Kurt.Hornik@ci.tuwien.ac.at> ## Description: Student's one-sample t test function [pval, t, df] = t_test (x, m, alt) if ((nargin < 2) || (nargin > 3)) usage ("[pval, t, df] = t_test (x, m [, alt])"); endif if (! is_vector (x)) error ("t_test: x must be a vector."); endif if (! is_scalar (m)) error ("t_test: m must be a scalar."); endif n = length (x); df = n - 1; t = sqrt (n) * (sum (x) / n - m) / std (x); cdf = t_cdf (t, df); if (nargin == 2) alt = "!="; endif if (! isstr (alt)) error ("t_test: 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 (sprintf ("t_test: option %s not recognized", alt)); endif if (nargout == 0) printf (" pval: %g\n", pval); endif endfunction

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