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Jun 3, 1999, 3:00:00 AM6/3/99

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Hi, I need to write the Z-test algorithm in the C language. Does anyone know

if there is available some code or pseudo-code on the web? I need it quite

urgently so any help will be appreciated. Thanks.

Jun 3, 1999, 3:00:00 AM6/3/99

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Q Modnar (modn...@yahoo.com) wrote:

: Hi, I need to write the Z-test algorithm in the C language. Does anyone know

: if there is available some code or pseudo-code on the web? I need it quite

: urgently so any help will be appreciated. Thanks.

HI Q Modnar -

just look in any intro stats book. The formula is very

simple.

Best wishes,

Kent.

Jun 4, 1999, 3:00:00 AM6/4/99

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Of course, to code a Z-test you need to compute the _cumulative_ density

function. The intro stats books on my book shelf only give the formula

for the normal density function, which isn't much use because you can't

integrate it. There is no simple exact formula for the CDF, although

there are some pretty simple approximations (books with titles like

"statistics with BASIC" usually give some). I posted the following

program in C a few months ago.

jan

---------------------------------------------------------------

# include <math.h>

# define PI 3.14159265

# define PREC 0.00005

double cdf_norm(double x);

main(int argc, char *argv[])

{ double x, y;

x = atof(argv[1]);

y = cdf_norm(x);

printf("P(0.00 < Z < %.2f) = %.2f\%\n", x, 100 * y);

}

double cdf_norm(double x)

{ int i;

double a, b, c, term, sum;

a = b = 1;

c = sum = term = x;

if (fabs(x) > 8) return 0.5 * x / fabs(x);

for (i = 1; fabs(term) > PREC; i++)

{ a += 2;

b *= -2 * i;

c *= x * x;

term = c / (a * b);

sum += term;

}

return sum / sqrt(2 * PI);

}

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