Al, You can do this one of two ways using the distribution.
One way is to compute the cumulative probability based on the observed value: ChiSquaredDistributionImpl dist = new ChiSquaredDistributionImpl(df); double p = dist.cumulativeProbability(observed); then compare p to some confidence level or alpha value. Note, cumulativeProbablity returns the probability of observing a value less than or equal to the given value (i.e. the lower tail probability). More than likely, you'll want the upper tail probability for comparison purposes, which is simply 1.0 - p. The other was is to compute the critical value for a given confidence level or alpha value: ChiSquaredDistributionImpl dist = new ChiSquaredDistributionImpl(df); double value = dist.inverseCumulativeProbability(level); then compare value to the observed value. Again, take into account inverseCumulativeProbability uses the lower tail for computing critical values. HTH, Brent Worden -----Original Message----- From: Al Lelopath [mailto:[EMAIL PROTECTED] Sent: Wednesday, March 05, 2008 9:32 AM To: Jakarta Commons Users List Subject: [math] ChiSquaredDistributionImpl I am using ChiSquaredDistributionImpl, but I am not confident I am doing it correctly. I've calculated the "observed" value (to compare to the critical value) and the degrees of freedom. I create the impl like so: ChiSquaredDistributionImpl chiSquaredDistributionImpl = new ChiSquaredDistributionImpl(degreesOfFreedom); double chiSquareCriticalValue = chiSquaredDistributionImpl.cumulativeProbability(degreesOfFreedom); but something does seem quite right. For one thing, I haven't specified a confidence interval for the critical value, i.e. 95%? 98%? Is there an example of how to do this? --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED] --------------------------------------------------------------------- To unsubscribe, e-mail: [EMAIL PROTECTED] For additional commands, e-mail: [EMAIL PROTECTED]
