Question

我正在尝试在javascript中实现双尾t检验。

来自：Student's t distribution in JavaScript for Google Spreadsheet

我从链接中提取了一个潜在的解决方案，并将其修改为在表单之外工作：

function LogGamma(Z) {
    with (Math) {
        var S=1+76.18009173/Z-86.50532033/(Z+1)+24.01409822/(Z+2)-1.231739516/(Z+3)+.00120858003/(Z+4)-.00000536382/(Z+5);
        var LG= (Z-.5)*log(Z+4.5)-(Z+4.5)+log(S*2.50662827465);
    }
    return LG
}

function Betinc(X,A,B) {
    var A0=0;
    var B0=1;
    var A1=1;
    var B1=1;
    var M9=0;
    var A2=0;
    var C9;
    while (Math.abs((A1-A2)/A1)>.00001) {
        A2=A1;
        C9=-(A+M9)*(A+B+M9)*X/(A+2*M9)/(A+2*M9+1);
        A0=A1+C9*A0;
        B0=B1+C9*B0;
        M9=M9+1;
        C9=M9*(B-M9)*X/(A+2*M9-1)/(A+2*M9);
        A1=A0+C9*A1;
        B1=B0+C9*B1;
        A0=A0/B1;
        B0=B0/B1;
        A1=A1/B1;
        B1=1;
    }
    return A1/A
}

function tdist(X, df) {
    with (Math) {
        if (df<=0) {
            alert("Degrees of freedom must be positive")
        } else {
            A=df/2;
            S=A+.5;
            Z=df/(df+X*X);
            BT=exp(LogGamma(S)-LogGamma(.5)-LogGamma(A)+A*log(Z)+.5*log(1-Z));
            if (Z<(A+1)/(S+2)) {
                betacdf=BT*Betinc(Z,A,.5)
            } else {
                betacdf=1-BT*Betinc(1-Z,.5,A)
            }
            if (X<0) {
                tcdf=betacdf/2
            } else {
                tcdf=1-betacdf/2
            }
        }
        tcdf=round(tcdf*100000)/100000;
    }
    return tcdf;
}

这似乎不提供双尾测试。有没有办法修改它以使其双尾？

Answer 1

1 - tdist(X, df)

应该给你一个单尾概率。将其乘以 2 应得到双尾概率。

在javascript中实现双尾t分布 - 修改现有解决方案

1 个答案: