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Re: CDF's in GSL
- From: Rajarshi Guha <rajarshi at presidency dot com>
- To: Jason Hooper Stover <jason at sakla dot net>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: 31 Aug 2003 12:25:34 -0400
- Subject: Re: CDF's in GSL
- Organization:
- References: <1062175757.5452.15.camel@ra.chem.psu.edu> <20030830122326.A344@sakla.net>
- Reply-to: rajarshi at presidency dot com
On Sat, 2003-08-30 at 12:23, Jason Hooper Stover wrote:
> On Fri, Aug 29, 2003 at 12:49:17PM -0400, Rajarshi Guha wrote:
> > Hello,
> > I'm trying to to a chi square goodnes of fit on some of my data.
> >
> > As far as I understand I need to use assume a distribution and calculate
> > the CDF. When I looked up the available CDF's I see that each
> > distribution provides two of them: P(X) & Q(x)
> >
> > I'm a little confused as to which one I should be using. The manual
> > states that CDF's are clculated seperately for the upper and lower tails
> > - but how do I decide which CDF to use?
>
> The usual way to run a goodness-of-fit test is to compute
> pval = Pr(Xsq>t) = gsl_cdf_chisq_Q(t,nu), where t is the test statistic you
> compute from your data and nu = degrees of freedom of t.
> Then reject the null hypothesis if pval < Pr(type 1 error).
Thanks for information. I had a related question and that is, is it
possible in GSL to calculate the above pval for a given significane
level? As I understand from the above I would have to calculate my pval
as you described and then look up tables to compare to a pval for my
significance level. Is there a way I could calculate the pval for a
desired significance level?
Thanks,
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Rajarshi Guha <rajarshi@presidency.com> <http://jijo.cjb.net>
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