utest0.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,p,u,u1]=utest0(X,m,sigma,a,tail)
%UTEST0 两个正态总体均值差的假设检验（t检验）
%参考文献：《应用数理统计》（叶慈南编）p112.
%TTEST  One-sample and paired-sample T-test.
%调用格式：[h,p,t,t1]=utest0(X,m,sigma,a,tail)
%X为样本，m为检验均值，sigma为已知的标准差，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);
u=(mean(X)-m)*sqrt(n)/sigma;
if tail == 0 % two-tailed test
    u1=norminv(1-a/2,1,1);
    p=1-2*normcdf(u,0,1);
elseif tail == 1 % right one-tailed test
    u1 = norminv(1-a,0,1);
    p =1- normcdf(u, 0,1);        
elseif tail == -1 % left one-tailed test
    u1 = norminv(a,0,1);
    p =normcdf(u, 0,1);
else
    error('stats:utest:BadTail',...
          'TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.');
end
% Determine if the actual significance exceeds the desired significance
if p <= a
    h = '拒绝H0';
elseif p > a
    h = '接受H0';
else % isnan(p) must be true
    h = NaN;
end