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z_test_2.m
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1997-06-01
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## Copyright (C) 1995, 1996, 1997 Kurt Hornik
##
## This program is free software; you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 2, or (at your option)
## any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this file. If not, write to the Free Software Foundation,
## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
## usage: [pval, z] = z_test_2 (x, y, v_x, v_y [, alt])
##
## For two samples x and y from normal distributions with unknown
## means and known variances v_x and v_y, perform a Z-test of the
## hypothesis of equal means.
## Under the null, the test statistic z follows a standard normal
## distribution.
##
## With the optional argument string alt, the alternative of interest
## can be selected.
## If alt is "!=" or "<>", the null is tested against the two-sided
## alternative mean(x) != mean(y).
## If alt is ">", the one-sided alternative mean(x) > mean(y) is
## used, similarly for "<".
## The default is the two-sided case.
##
## pval is the p-value of the test.
##
## If no output argument is given, the p-value of the test is displayed
## along with some information.
## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
## Description: Compare means of two normal samples with known variances
function [pval, z] = z_test_2 (x, y, v_x, v_y, alt)
if ((nargin < 4) || (nargin > 5))
usage ("[pval, z] = z_test_2 (x, y, v_x, v_y [, alt])");
endif
if (! (is_vector (x) && is_vector (y)))
error("z_test_2: both x and y must be vectors");
elseif (! (is_scalar (v_x) && (v_x > 0)
&& is_scalar (v_y) && (v_y > 0)))
error ("z_test_2: both v_x and v_y must be positive scalars.");
endif
n_x = length (x);
n_y = length (y);
mu_x = sum (x) / n_x;
mu_y = sum (y) / n_y;
z = (mu_x - mu_y) / sqrt (v_x / n_x + v_y / n_y);
cdf = stdnormal_cdf (z);
if (nargin == 4)
alt = "!=";
endif
if (! isstr (alt))
error ("z_test_2: alt must be a string");
elseif (strcmp (alt, "!=") || strcmp (alt, "<>"))
pval = 2 * min (cdf, 1 - cdf);
elseif (strcmp (alt, ">"))
pval = 1 - cdf;
elseif (strcmp (alt, "<"))
pval = cdf;
else
error (sprintf ("z_test_2: option %s not recognized", alt));
endif
if (nargout == 0)
s = strcat ("Two-sample Z-test of mean(x) == mean(y) against ",
"mean(x) %s mean(y),\n",
"with known var(x) == %g and var(y) == %g:\n",
" pval = %g\n");
printf (s, alt, v_x, v_y, pval);
endif
endfunction