chi2test0.m

统计学习的Matlab程序:包括各种假设检验,模型识别和线性回归等.

function [h,chi2,chi21]=chi2test0(X,sigma2,a,tail)
%CHI2TEST0 单个正态总体方差的检验(chi2检验）
%参考文献：《应用数理统计》（叶慈南编）p119.
%单个正态总体方差的检验(chi2检验）
%调用格式：[h,chi2,chi21]=chi2test0(X,sigma2,a,tail)
%X为样本，sigma2为检验方差，a为显著性水平
%TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.'

%By：Ji Lin
%Email: [e-mail]
%Blog: http://linji526.spaces.live.com
%Date: 2007，2008/08/18

if nargin<4 
    tail=0;
end
if nargin<3 
    a=0.05;
end
n=length(X);
chi2=(n-1)*var(X)/sigma2;
if tail == 0 % two-tailed test
    chi21=chi2inv(1-a/2,n-1);chi22=chi2inv(a/2,n-1);
    if (chi21<= chi2)||(chi2<=chi22)
        h = '拒绝H0';
    else
        h = '接受H0';
    end
elseif tail == 1 % right one-tailed test 
    chi21 = chi2inv(1-a,n- 1);
    if chi21<= chi2
        h = '拒绝H0';
    else
        h = '接受H0';
    end    
elseif tail == -1 % left one-tailed test
    chi21 = chi2inv(a,n - 1);
    if chi2<= chi21
        h = '拒绝H0';
    else
        h = '接受H0';
    end
else
    error('stats:chi2test:BadTail',...
          'TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.');
end