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MPNORMTEST

MPNORMTEST

Name


  MPNORMTEST

Author


  Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
  craigm@lheamail.gsfc.nasa.gov
  UPDATED VERSIONs can be found on my WEB PAGE:
      http://cow.physics.wisc.edu/~craigm/idl/idl.html

Purpose


  Compute the probability of a given normally distributed Z value

Major Topics


  Curve and Surface Fitting, Statistics

Calling Sequence


  PROB = MPNORMTEST(Z, [/CLEVEL, /SLEVEL ])

Description



  The function MPNORMTEST() computes the probability for the
  magnitude of a value drawn from the normal distribution to equal or
  exceed the given value Z. This can be used for confidence testing
  of a measured value obeying the normal distribution.
    P_NORM(ABS(X) > Z) = PROB
  In specifying the returned probability level the user has two
  choices:
    * return the confidence level when the /CLEVEL keyword is passed;
      OR
    * return the significance level (i.e., 1 - confidence level) when
      the /SLEVEL keyword is passed (default).
  Note that /SLEVEL and /CLEVEL are mutually exclusive.

Inputs



  Z - the value to best tested. Z should be drawn from a normal
      distribution with zero mean and unit variance. If a given
      quantity Y has mean MU and standard deviation STD, then Z can
      be computed as Z = (Y-MU)/STD.

Returns



  Returns a scalar or vector of probabilities, as described above,
  and according to the /SLEVEL and /CLEVEL keywords.

Keyword Parameters



  SLEVEL - if set, then PROB describes the significance level
            (default).
  CLEVEL - if set, then PROB describes the confidence level.

Examples



  print, mpnormtest(5d, /slevel)
  Print the probability for the magnitude of a randomly distributed
  variable with zero mean and unit variance to exceed 5, as a
  significance level.

References



  Algorithms taken from CEPHES special function library, by Stephen
  Moshier. (http://www.netlib.org/cephes/)

Modification History


  Completed, 1999, CM
  Documented, 16 Nov 2001, CM
  Reduced obtrusiveness of common block and math error handling, 18
    Nov 2001, CM
  Corrected error in handling of CLEVEL keyword, 05 Sep 2003
  Convert to IDL 5 array syntax (!), 16 Jul 2006, CM
  Move STRICTARR compile option inside each function/procedure, 9 Oct 2006
  Add usage message, 24 Nov 2006, CM
  Usage message with /CONTINUE, 23 Sep 2009, CM
  $Id: mpnormtest.pro,v 1.9 2009/09/23 20:12:46 craigm Exp $



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