Normal Distribution Examples
Statistics::Distributions is a Perl module for calculating critical values and upper probabilities of common statistical distributions. SYNOPSIS use Statistics::Distributions; $chis=Statistics::Distributions::chisqrdistr (2,.05); print "Chi-squared-crit (2 degrees of freedom, 95th...
Platforms: *nix
License: Freeware | Size: 6.14 KB | Download (107): Statistics::Distributions Download |
The result will be displayed in a matrix format. For uniform distributions,the values returned by the MATLAB function rand() are multiplied by (b-a), then added to a.For normal distributions the output of randn() is multiplied by the standard deviation (b), and then added to the desired to the...
Platforms: Windows, Mac, *nix, Matlab, BSD Solaris
License: Freeware | Download (52): randMat Download |
The Extended GARCH Toolbox estimates a variety of GARCH models with different distributions and for any order of ARCH (p) and GARCH (q) effects.The supported models are:GARCH: Bollerslev (1986)GJR-GARCH: Glosten et al. (1993) EGARCH: Nelson (1991) NARCH: Nonlinear ARCH: Engle and Bollerslev...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (52): Extended GARCH Toolbox Download |
This file execute the non parametric Wilcoxon test to evaluate the difference between paired (dependent) samples. If the number of difference is less than 15, the algorithm calculate the exact ranks distribution; else it uses a normal distribution approximation.Now, the MatLab function SIGNRANK...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Wilcoxon test Download |
NSCORES Executes the Van der Waerden version of non parametric tests (Normal scores tests).Named for the Dutch mathematician Bartel Leendert van der Waerden, the Van der Waerden test is a statistical test that k population distribution functions are equal. The Van Der Waerden test converts the...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): NSCORES Download |
MVG is a multivariate Gaussian (normal) random number generator. A user can generate a vector from the multivariate normal distribution of any dimension by specifying a mean vector and symmetric positive-definite covariance matrix. A linear transformation based on the Cholesky decomposition of...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): MVG Multivariate Gaussian random number generator Download |
% Kruskal_Wallis% This is a statistical test to check two datasets if are different.% Kruskal_Wallis is similar to one way ANOVA but the data is not expected% to be natrual distribution. It works with any breaked condition of the% ANOVA.%% As a reminder, the assumptions of the one-way ANOVA for...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Kruskal Wallis statistics calculation for equal data Download |
A real-time generalized financial derivatives calculator supporting over 136+ theoretical models from open source libraries. Matrices of prices are created with iterating strikes and/or months. A strike control system can produce any strike. A generalized date engine can calculate re-occuring...
Platforms: Windows
License: Freeware | Size: 6.3 MB | Download (115): OptionMatrix Download |
Statistics is a well tested element, which provides some basic statistical calculations, such as average, variance, covariance and more. In addition it provides the values of the Standard Normal Distribution and of the T Distribution. The element has one basic procedure that concerns the element...
Platforms: Windows
License: Shareware | Cost: $50.00 USD | Size: 1.95 MB | Download (516): Statistics ActiveX Download |
The Toolbox forecasts the volatility of a (mxn) vector of data and from a variety of in-built / non-in-built GARCH models with various distributions, as well as the univariate RiskMetrics. The toolbox also estimates a number of Volatility Forecast Loss Functions and if selected Value-at-Risk for...
Platforms: Matlab
License: Freeware | Size: 20.48 KB | Download (41): Volatility Forecast Toolbox Download |
This is a companion to Matlab's Statistics toolbox ksdensity function and Philipp Berens' CircStat toolbox.The difference with Matlab's ksdensity function is that this function is adaped to circular data, such as wind orientation. Using Matlab's function will give biased values at the extremities...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Kernel smoothing density estimate for circular data Download |
This file executes the non parametric Mann-Whitney-Wilcoxon test to evaluate the difference between unpaired samples. If the number of combinations is less than 20000, the algorithm calculate the exact ranks distribution; else it uses a normal distribution approximation. The result is not...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (41): Mann-Whitney-Wilcoxon test Download |
Let X(1),X(2),...,X(N) be the ordered statistics of a sample X1,X2,...,XN from a normal distribution. LetM = median([X1,X2,...,XN]) and S = mad([X1,X2,..XN],1)/.6745 be robust stimators of (respectively) the mean and standard deviation of the distribution.The Hampel identifier is a rule which...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): Critical values for the Hampel identifier Download |
MVLOGNRAND MultiVariate Lognormal random numbers with correlation.This function will generate multivariate lognormal random numbers with correlation.Often one would simulation a lognormal distribution by first simulating a normal and then taking the exponent of it.If you provide the correlation...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Multivariate Lognormal Simulation with Correlation Download |
[B, IDX, OUTLIERS] = DELETEOUTLIERS(A, ALPHA, REP) For input vector A, returns a vector B with outliers (at the significance level alpha) removed. Also, optional output argument idx returns the indices in A of outlier values. Optional output argument outliers returns the outlying values in A....
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (44): deleteoutliers Download |
Doornik-Hansen (1994) introduce a multivariate version of the univariate omnibus test for normality of Shenton and Bowman (1977), based on the transformed skewness and kurtosis. Due that the skewness and kurtosis are not independently distributed and the kurtosis approaches very slowly to...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): DorHanomunortest Download |
In a one-way analysis of variance random effects model one would expect that the measurements lie close together because the same quantity was measured and states that the class effects stem from a common source and therefore should not difer too much. In the random model some variation is...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (49): outaovii Download |
GTEST: Single sample Geary goodness-of-fit hypothesis test.H=GTEST(X,ALPHA) performs the Geary test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random sample X with the desired significance level ALPHA.H...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (43): Geary Test Download |
CHI2TEST: Single sample Pearson Chi Square goodness-of-fit hypothesis test.H=CHI2TEST(X,ALPHA) performs the particular case of Pearson Chi Square test to determine whether the null hypothesis of composite normality PDF is a reasonable assumption regarding the population distribution of a random...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (46): Pearson Chi Square Hypothesis Test Download |
This function creates a user definable digital clock signal waveform with random jitter on it. This function can be used to generate waveform data that can be uploaded onto an arbitrary waveform generator (AWG) to simulate a real world digital clock with a known amount of jitter for noise...
Platforms: Matlab
License: Shareware | Cost: $0.00 USD | Size: 10 KB | Download (39): Clock Signal Jitter Simulation Download |