1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
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6 ## under the terms of the GNU General Public License as published by
7 ## the Free Software Foundation; either version 3 of the License, or (at
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13 ## General Public License for more details.
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20 ## @deftypefn {Function File} {[@var{pval}, @var{t}, @var{df}] =} t_test_2 (@var{x}, @var{y}, @var{alt})
21 ## For two samples x and y from normal distributions with unknown means
22 ## and unknown equal variances, perform a two-sample t-test of the null
23 ## hypothesis of equal means. Under the null, the test statistic
24 ## @var{t} follows a Student distribution with @var{df} degrees of
27 ## With the optional argument string @var{alt}, the alternative of
28 ## interest can be selected. If @var{alt} is @code{"!="} or
29 ## @code{"<>"}, the null is tested against the two-sided alternative
30 ## @code{mean (@var{x}) != mean (@var{y})}. If @var{alt} is @code{">"},
31 ## the one-sided alternative @code{mean (@var{x}) > mean (@var{y})} is
32 ## used. Similarly for @code{"<"}, the one-sided alternative @code{mean
33 ## (@var{x}) < mean (@var{y})} is used. The default is the two-sided
36 ## The p-value of the test is returned in @var{pval}.
38 ## If no output argument is given, the p-value of the test is displayed.
41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
42 ## Description: Student's two-sample t test
44 function [pval, t, df] = t_test_2 (x, y, alt)
46 if ((nargin < 2) || (nargin > 3))
50 if (! (isvector (x) && isvector (y)))
51 error ("t_test_2: both X and Y must be vectors");
59 v = sumsq (x - mu_x) + sumsq (y - mu_y);
60 t = (mu_x - mu_y) * sqrt ((n_x * n_y * df) / (v * (n_x + n_y)));
68 error ("t_test_2: ALT must be a string");
70 if (strcmp (alt, "!=") || strcmp (alt, "<>"))
71 pval = 2 * min (cdf, 1 - cdf);
72 elseif strcmp (alt, ">")
74 elseif strcmp (alt, "<")
77 error ("t_test_2: option %s not recognized", alt);
81 printf (" pval: %g\n", pval);