Re: Chi square functions and integrals
From: RTI (Rigas_at_Caaisn.leeds.ac.uk)
Date: 11/25/03
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Date: Tue, 25 Nov 2003 16:48:50 +0000
Thank you very much.
Ben yes I mean PDFs and CDFs. I will try and use them taking them from
your site. I calculate them in Matlab as well so I can compare the results.
Thank you again,
Rigas
Ben Crain wrote:
> I assume you mean the chi-square probability distribution. There is a nice
> set of numerical routines from Dew Research (dewresearch.com). Among their
> products is a probabilities unit which has functions for returning the cdf
> and pdf of a number of distributions. I use them extensively in a little
> program called ProbabilityDistributions (available on
> mason.gmu.edu/~bcrain). To integrate the chi-square from, say, x1 to x2,
> just use their cdf routines:
> integral:= ChiSquareCDF(x2,n) - ChiSquareCDF(x1,n);
> where n is the relevant ChiSqr parameter. In my experience it works fine.
>
> If you're interested in numerical integration routines more generally, the
> best source for all math routines in Delphi/Pascal is Mark Vaughan's
> www-rab.larc.nasa.gov/nmp/fNMPhome.htm. I've written some integration
> procedures employing elementary algorithms (Simpson, Romberg, etc). They
> are contained in a program called NumMethods, also available on my web page
> cited above. Also, my ProbabilityDistributions program plots and integrates
> any f(x), be it a pdf or not, via Simpson's method. These elementary
> methods are straightforward and easy to program, and I'd be happy to share
> my code (though it's not documented, and is tailored to the particulars of
> my program).
>
> Ben Crain
>
> RTI wrote:
>
>
>>Hello again,
>>I am looking for smth more hard to do this time. It is about integration
>>methods which I want to use for chi square functions. Does anybody know
>>any already built numerical integration functions?
>>
>>Thanx,
>>Rigas
>
>
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