(35S) Statistical Distributions Functions
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10-28-2015, 07:54 PM
(This post was last modified: 10-28-2015 08:00 PM by Dieter.)
Post: #29
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RE: HP 35s Statistical Distributions Functions
(10-28-2015 06:21 PM)PedroLeiva Wrote: I think we have tight-fitting Student t-distribution. I attached the pdf with the program that Thomas wrote, five calculation examples (test cases), an outline of the distribición and an instruction table for input and output of data. For the record, here is a version without using the Integrate function. It is based on algorithm AS 3, published as a Fortran program in Applied Statistics (1968). This version includes an improved input routine for the degrees of freedom in that it checks whether the input is a positive integer. Again, both the PDF and CDF are returned on the stack (in Y and X). Code for the inverse is not yet included. Code: T001 LBL T Here is Thomas' sample case: Code: [XEQ] T [ENTER] J=? Final remark: like the other programs discussed in this thread, this is a rather simple and straightforward implementation that works fine for most practical cases. However, far out in the distribution tails the results may lose accuracy due to rounding, and eventually values may round to 0 or 1. For instance, for 7 d.o.f. and x=–100 you will get a CDF of 2,000...E–12 while the exact result is 1,318 E–12, and for x=0 the returned result is zero while it actually is 1,69 E–17. If you want more or less exact values even for such extreme arguments, a different approach is required. Dieter |
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