Re: CDF's in GSL

[Jason Hooper Stover <jason at sakla dot net>]

On Fri, Aug 29, 2003 at 12:49:17PM -0400, Rajarshi Guha wrote:
> Hello,
>   I'm trying to to a chi square goodnes of fit on some of my data.
> 
> As far as I understand I need to use assume a distribution and calculate
> the CDF. When I looked up the available CDF's I see that each
> distribution provides two of them: P(X) & Q(x)
> 
> I'm a little confused as to which one I should be using. The manual
> states that CDF's are clculated seperately for the upper and lower tails
> - but how do I decide which CDF to use?

The usual way to run a goodness-of-fit test is to compute 
pval = Pr(Xsq>t) = gsl_cdf_chisq_Q(t,nu), where t is the test statistic you 
compute from your data and nu = degrees of freedom of t.
Then reject the null hypothesis if pval < Pr(type 1 error).

-Jason


> 
> A related question is that when I report the final chi sq value the dof
> is defined by (number of non empty cells) - (number of params in the
> distribution) + 1
> 
> So say I use the gaussian CDF - that would imply that it is a two
> parameter distribution. Is this correct. If so why does 
> gsl_ran_gaussian() take only one parameter?
> 
> Thanks,
> 
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> Rajarshi Guha <rajarshi@presidency.com> <http://jijo.cjb.net>
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