1 ## Copyright (C) 1995-2012 Kurt Hornik
3 ## This file is part of Octave.
5 ## Octave is free software; you can redistribute it and/or modify it
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
8 ## your option) any later version.
10 ## Octave is distributed in the hope that it will be useful, but
11 ## WITHOUT ANY WARRANTY; without even the implied warranty of
12 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 ## General Public License for more details.
15 ## You should have received a copy of the GNU General Public License
16 ## along with Octave; see the file COPYING. If not, see
17 ## <http://www.gnu.org/licenses/>.
20 ## @deftypefn {Function File} {[@var{pval}, @var{z}] =} z_test (@var{x}, @var{m}, @var{v}, @var{alt})
21 ## Perform a Z-test of the null hypothesis @code{mean (@var{x}) ==
22 ## @var{m}} for a sample @var{x} from a normal distribution with unknown
23 ## mean and known variance @var{v}. Under the null, the test statistic
24 ## @var{z} follows a standard normal distribution.
26 ## With the optional argument string @var{alt}, the alternative of
27 ## interest can be selected. If @var{alt} is @code{"!="} or
28 ## @code{"<>"}, the null is tested against the two-sided alternative
29 ## @code{mean (@var{x}) != @var{m}}. If @var{alt} is @code{">"}, the
30 ## one-sided alternative @code{mean (@var{x}) > @var{m}} is considered.
31 ## Similarly for @code{"<"}, the one-sided alternative @code{mean
32 ## (@var{x}) < @var{m}} is considered. The default is the two-sided
35 ## The p-value of the test is returned in @var{pval}.
37 ## If no output argument is given, the p-value of the test is displayed
38 ## along with some information.
41 ## Author: KH <Kurt.Hornik@wu-wien.ac.at>
42 ## Description: Test for mean of a normal sample with known variance
44 function [pval, z] = z_test (x, m, v, alt)
46 if ((nargin < 3) || (nargin > 4))
51 error ("z_test: X must be a vector");
54 error ("z_test: M must be a scalar");
56 if (! (isscalar (v) && (v > 0)))
57 error ("z_test: V must be a positive scalar");
61 z = sqrt (n/v) * (sum (x) / n - m);
62 cdf = stdnormal_cdf (z);
69 error ("z_test: ALT must be a string");
70 elseif (strcmp (alt, "!=") || strcmp (alt, "<>"))
71 pval = 2 * min (cdf, 1 - cdf);
72 elseif (strcmp (alt, ">"))
74 elseif (strcmp (alt, "<"))
77 error ("z_test: option %s not recognized", alt);
81 s = cstrcat ("Z-test of mean(x) == %g against mean(x) %s %g,\n",
82 "with known var(x) == %g:\n",
84 printf (s, m, alt, m, v, pval);