[SciPy-dev] Question to Travis: what is rdist about?
Travis E. Oliphant
oliphant@enthought....
Fri Mar 13 16:32:09 CDT 2009
Yaroslav Halchenko wrote:
> Travis,
>
> I wonder if you get a moment and desire to give a bit of theory/history for
> the hungry people ;)
>
Thanks for emailing me directly. Unfortunately, I don't get the time
to read all of SciPy-dev anymore. These are the references I used in
constructing the distributions (they are comments in the code).
## References::
## Documentation for ranlib, rv2, cdflib and
##
## Eric Wesstein's world of mathematics http://mathworld.wolfram.com/
## http://mathworld.wolfram.com/topics/StatisticalDistributions.html
##
## Documentation to Regress+ by Michael McLaughlin
##
## Engineering and Statistics Handbook (NIST)
## http://www.itl.nist.gov/div898/handbook/index.htm
##
## Documentation for DATAPLOT from NIST
## http://www.itl.nist.gov/div898/software/dataplot/distribu.htm
##
## Norman Johnson, Samuel Kotz, and N. Balakrishnan "Continuous
## Univariate Distributions", second edition,
## Volumes I and II, Wiley & Sons, 1994.
The rdist distribution appeared at the same time as a lot of other
distributions. It must be referred to in one of the above sources.
But, here is a decent current source:
http://demonstrations.wolfram.com/TheRDistribution/
From the text (some of the math images disappeared):
The r-distribution with parameter is the distribution of the
correlation coefficient of a random sample of size drawn from a
bivariate normal distribution with . It can be used to construct tests
about the correlation coefficient of bivariate normal data; that is,
tests with null hypothesis . The mean of the distribution is always
zero, and as the sample size grows, the distribution's mass concentrates
more closely about this mean.
Thanks for pushing hard against SciPy --- it's the only way to ferret
out the problems that exist.
Best regards,
-Travis
--
Travis Oliphant
Enthought, Inc.
(512) 536-1057 (office)
(512) 536-1059 (fax)
http://www.enthought.com
oliphant@enthought.com
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