Statistics

Toolbox
For Use with MATLAB

Computation
Visualization
Programming

Users Guide
Version 2

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Statistics Toolbox Users Guide

COPYRIGHT 1993 - 1999 by The MathWorks, Inc. All Rights Reserved.
The software described in this document is furnished under a license agreement. The software may be used
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Other product or brand names are trademarks or registered trademarks of their respective holders.

Printing History: September 1993

March 1996
January 1997
May 1997
January 1998
January 1999

First printing
Version 1
Second printing Version 2
Third printing For MATLAB 5
Revised for MATLAB 5.1 (online version)
Revised for MATLAB 5.2 (online version)
Revised for Version 2.1.2 (Release 11) (online only)

Contents
Preface

Before You Begin . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi

What Is the Statistics Toolbox? . . . . . . . . . . . . . . . . . . . . . . . . . . vi
How to Use This Guide . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vi
Mathematical Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . vii
Typographical Conventions . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii

Tutorial

1
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Primary Topic Areas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Parameter Estimation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Descriptive Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Cluster Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Linear Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Nonlinear Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Hypothesis Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Multivariate Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Statistical Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Statistical Process Control (SPC) . . . . . . . . . . . . . . . . . . . . . .
Design of Experiments (DOE) . . . . . . . . . . . . . . . . . . . . . . . .

1-2
1-2
1-2
1-3
1-3
1-3
1-3
1-3
1-3
1-3
1-3
1-4
1-4

Probability Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-5

Overview of the Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-6
Probability Density Function (pdf) . . . . . . . . . . . . . . . . . . . . . 1-6
Cumulative Distribution Function (cdf) . . . . . . . . . . . . . . . . 1-7
Inverse Cumulative Distribution Function . . . . . . . . . . . . . . 1-7
Random Numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-9
Mean and Variance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-11

ii

Contents

Overview of the Distributions . . . . . . . . . . . . . . . . . . . . . . . . . .

Beta Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Binomial Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Chi-Square (2) Distribution . . . . . . . . . . . . . . . . . . . . . . . . .
Noncentral Chi-Square Distribution . . . . . . . . . . . . . . . . . .
Discrete Uniform Distribution . . . . . . . . . . . . . . . . . . . . . . .
Exponential Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . .
F Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Noncentral F Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . .
Gamma Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Geometric Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Hypergeometric Distribution . . . . . . . . . . . . . . . . . . . . . . . .
Lognormal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Negative Binomial Distribution . . . . . . . . . . . . . . . . . . . . . .
Normal Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Poisson Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Rayleigh Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Students t Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Noncentral t Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . .
Uniform (Continuous) Distribution . . . . . . . . . . . . . . . . . . .
Weibull Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-12
1-13
1-15
1-17
1-18
1-20
1-21
1-23
1-24
1-25
1-27
1-28
1-29
1-30
1-31
1-33
1-35
1-36
1-37
1-38
1-39

Descriptive Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Measures of Central Tendency (Location) . . . . . . . . . . . . . . . .
Measures of Dispersion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Functions for Data with Missing Values (NaNs) . . . . . . . . . . .
Percentiles and Graphical Descriptions . . . . . . . . . . . . . . . . . .
The Bootstrap . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-42
1-42
1-43
1-45
1-46
1-47

Cluster Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Terminology and Basic Procedure . . . . . . . . . . . . . . . . . . . . . . .
Finding the Similarities Between Objects . . . . . . . . . . . . . . . .
Returning Distance Information . . . . . . . . . . . . . . . . . . . . . .
Defining the Links Between Objects . . . . . . . . . . . . . . . . . . . . .
Evaluating Cluster Formation . . . . . . . . . . . . . . . . . . . . . . . . .
Verifying the Cluster Tree . . . . . . . . . . . . . . . . . . . . . . . . . .
Getting More Information about Cluster Links . . . . . . . . . .
Creating Clusters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Finding the Natural Divisions in the Dataset . . . . . . . . . . .
Specifying Arbitrary Clusters . . . . . . . . . . . . . . . . . . . . . . . .

1-50
1-50
1-51
1-53
1-53
1-56
1-56
1-57
1-61
1-61
1-62

Linear Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
One-Way Analysis of Variance (ANOVA) . . . . . . . . . . . . . . . . .
Two-Way Analysis of Variance (ANOVA) . . . . . . . . . . . . . . . . .
Multiple Linear Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Quadratic Response Surface Models . . . . . . . . . . . . . . . . . . . . .
Exploring Graphs of Multidimensional Polynomials . . . . . .
Stepwise Regression . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Stepwise Regression Interactive GUI . . . . . . . . . . . . . . . . . .
Stepwise Regression Plot . . . . . . . . . . . . . . . . . . . . . . . . . . .
Stepwise Regression Diagnostics Figure . . . . . . . . . . . . . . .

1-65
1-65
1-67
1-69
1-72
1-73
1-74
1-75
1-75
1-76
1-76

Nonlinear Regression Models . . . . . . . . . . . . . . . . . . . . . . . . .

Mathematical Form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Nonlinear Modeling Example . . . . . . . . . . . . . . . . . . . . . . . . . .
Fitting the Hougen-Watson Model . . . . . . . . . . . . . . . . . . . .
Confidence Intervals on the Parameter Estimates . . . . . . .
Confidence Intervals on the Predicted Responses . . . . . . . .
An Interactive GUI for Nonlinear Fitting and Prediction . .

1-79
1-79
1-79
1-80
1-82
1-83
1-83

Hypothesis Tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Assumptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-85
1-85
1-86
1-87

Multivariate Statistics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-91

Principal Components Analysis . . . . . . . . . . . . . . . . . . . . . . . . 1-91
Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-92
The Principal Components (First Output) . . . . . . . . . . . . . . 1-95
The Component Scores (Second Output) . . . . . . . . . . . . . . . 1-95
The Component Variances (Third Output) . . . . . . . . . . . . . 1-99
Hotellings T2 (Fourth Output) . . . . . . . . . . . . . . . . . . . . . . 1-102
Statistical Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Box Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Normal Probability Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Quantile-Quantile Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Weibull Probability Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-103
1-103
1-104
1-106
1-108

iii

Statistical Process Control (SPC) . . . . . . . . . . . . . . . . . . . . .

Control Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Xbar Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
S Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
EWMA Charts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Capability Studies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-110
1-110
1-110
1-111
1-112
1-113

Design of Experiments (DOE) . . . . . . . . . . . . . . . . . . . . . . . .

Full Factorial Designs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Fractional Factorial Designs . . . . . . . . . . . . . . . . . . . . . . . . . .
D-Optimal Designs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Generating D-Optimal Designs . . . . . . . . . . . . . . . . . . . . . .
Augmenting D-Optimal Designs . . . . . . . . . . . . . . . . . . . . .
Designing Experiments with Uncontrolled Inputs . . . . . .

1-115
1-116
1-117
1-118
1-118
1-121
1-124

Demos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The disttool Demo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The polytool Demo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The randtool Demo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
The rsmdemo Demo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Part 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Part 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

1-125
1-125
1-126
1-130
1-131
1-132
1-133

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-134

Reference

iv

Contents

Preface
Before You Begin . . . . .
What Is the Statistics Toolbox?
How to Use This Guide . . .
Mathematical Notation . . .
Typographical Conventions .

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viii

Preface

Before You Begin

This introduction describes how to begin using the Statistics Toolbox. It
explains how to use this guide, and points you to additional books for toolbox
installation information.

What Is the Statistics Toolbox?

The Statistics Toolbox is a collection of tools built on the MATLAB numeric

computing environment. The toolbox supports a wide range of common
statistical tasks, from random number generation, to curve fitting, to design of
experiments and statistical process control. The toolbox provides two
categories of tools:
Building-block probability and statistics functions
Graphical, interactive tools
The first category of tools is made up of functions that you can call from the
command line or from your own applications. Many of these functions are
MATLAB M-files, series of MATLAB statements that implement specialized
Statistics algorithms. You can view the MATLAB code for these functions using
the statement
type function_name

You can change the way any toolbox function works by copying and renaming
the M-file, then modifying your copy. You can also extend the toolbox by adding
your own M-files.
Secondly, the toolbox provides a number of interactive tools that let you access
many of the functions through a graphical user interface (GUI). Together, the
GUI-based tools provide an environment for polynomial fitting and prediction,
as well as probability function exploration.

How to Use This Guide

If you are a new user begin with Chapter 1, Tutorial. This chapter introduces
the MATLAB statistics environment through the toolbox functions. It
describes the functions with regard to particular areas of interest, such as
probability distributions, linear and nonlinear models, principal components
analysis, design of experiments, statistical process control, and descriptive
statistics.

vi

Before You Begin

All toolbox users should use Chapter 2, Reference, for information about
specific tools. For functions, reference descriptions include a synopsis of the
functions syntax, as well as a complete explanation of options and operation.
Many reference descriptions also include examples, a description of the
functions algorithm, and references to additional reading material.
Use this guide in conjunction with the software to learn about the powerful
features that MATLAB provides. Each chapter provides numerous examples
that apply the toolbox to representative statistical tasks.
The random number generation functions for various probability distributions
are based on all the primitive functions, randn and rand. There are many
examples that start by generating data using random numbers. To duplicate
the results in these examples, first execute the commands below.
seed = 931316785;
rand('seed',seed);
randn('seed',seed);

You might want to save these commands in an M-file script called init.m.
Then, instead of three separate commands, you need only type init.

Mathematical Notation
This manual and the Statistics Toolbox functions use the following
mathematical notation conventions.

Parameters in a linear model.

E(x)

Expected value of x. E ( x ) =

f(x|a,b)

Probability density function. x is the independent variable;

a and b are fixed parameters.

F(x|a,b)

Cumulative distribution function.

I([a, b])

Indicator function. In this example the function takes the

value 1 on the closed interval from a to b and is 0
elsewhere.

p and q

p is the probability of some event.

q is the probability of ~p, so q = 1 p.

tf ( t ) dt

vii

Preface

Typographical Conventions
To Indicate

This Guide Uses

Example

Example code

Monospace type

To assign the value 5 to A,

enter

(Use Code tag.)

A = 5

Function
names/syntax

Monospace type

(Use Code tag.)

For syntax lines, use
paragraph tag Syntax.

The cos function finds the

cosine of each array
element.
Syntax line example is
MLGetVar ML_var_name

Keys

Boldface with an initial

capital letter
(Use Menu-Bodytext tag.)

Press the Return key.

Mathematical
expressions

Variables in italics.

This vector represents the

polynomial

MATLAB
output

Functions, operators, and

constants in standard
type. (Use
EquationVariables tag.)

p = x2 + 2x + 3

Monospace type

MATLAB responds with

(Use Code tag.)

A =
5

viii

Menu names,
menu items,
and controls

Boldface with an initial

capital letter
(Use Menu-Bodytext tag.)

Choose the File menu.

New terms

NCS italics
(Use Body text-ital tag.)

An array is an ordered
collection of information.

Before You Begin

In addition, some words in our syntax lines are shown within single quotation
marks (sometimes double). These marks are a MATLAB requirement and must
be typed. For example,
dir dirname
f = hex2num('s')

or
f ="pressure"

ix

Preface

1
Tutorial
Introduction . . . . . . . . . . . . . . . . . . . . 1-2
Probability Distributions . . . . . . . . . . . . . . 1-5
Descriptive Statistics . . . . . . . . . . . . . . . . 1-42
Cluster Analysis . . . . . . . . . . . . . . . . . . 1-50
Linear Models . . . . . . . . . . . . . . . . . . . 1-65
Nonlinear Regression Models . . . . . . . . . . . . 1-79
Hypothesis Tests . . . . . . . . . . . . . . . . . . 1-85
Multivariate Statistics
Statistical Plots

. . . . . . . . . . . . . . . 1-91

. . . . . . . . . . . . . . . . . 1-103

Statistical Process Control (SPC)

. . . . . . . . . 1-110

Design of Experiments (DOE) . . . . . . . . . . . 1-115

Demos . . . . . . . . . . . . . . . . . . . . . . 1-125
References . . . . . . . . . . . . . . . . . . . . 1-134

Tutorial

Introduction
The Statistics Toolbox, for use with MATLAB, supplies basic statistics
capability on the level of a first course in engineering or scientific statistics.
The statistics functions it provides are building blocks suitable for use inside
other analytical tools.

Primary Topic Areas

The Statistics Toolbox has more than 200 M-files, supporting work in the
topical areas below:
Probability distributions
Descriptive statistics
Cluster Analysis
Linear models
Nonlinear models
Hypothesis tests
Multivariate statistics
Statistical plots
Statistical Process Control
Design of Experiments

Probability Distributions
The Statistics Toolbox supports 20 probability distributions. For each
distribution there are five associated functions. They are:
Probability density function (pdf)
Cumulative distribution function (cdf)
Inverse of the cumulative distribution function
Random number generator
Mean and variance as a function of the parameters
For data driven distributions (beta, binomial, exponential, gamma, normal,
Poisson, uniform and Weibull), the Statistics Toolbox has functions for
computing parameter estimates and confidence intervals.

1-2

Introduction

Descriptive Statistics
The Statistics Toolbox provides functions for describing the features of a data
sample. These descriptive statistics include measures of location and spread,
percentile estimates and functions for dealing with data having missing
values.

Cluster Analysis
The Statistics Toolbox provides functions that allow you to divide a set of
objects into subgroups, each having members that are as much alike as
possible. This process is called cluster analysis.

Linear Models
In the area of linear models the Statistics Toolbox supports one-way and
two-way analysis of variance (ANOVA), multiple linear regression, stepwise
regression, response surface prediction, and ridge regression.

Nonlinear Models
For nonlinear models there are functions for parameter estimation, interactive
prediction and visualization of multidimensional nonlinear fits, and confidence
intervals for parameters and predicted values.

Hypothesis Tests
There are also functions that do the most common tests of hypothesis t-tests
and Z-tests.

Multivariate Statistics
The Statistics Toolbox supports methods in Multivariate Statistics, including
Principal Components Analysis and Linear Discriminant Analysis.

Statistical Plots
The Statistics Toolbox adds box plots, normal probability plots, Weibull
probability plots, control charts, and quantile-quantile plots to the arsenal of
graphs in MATLAB. There is also extended support for polynomial curve fitting
and prediction.

1-3

Tutorial

Statistical Process Control (SPC)

For SPC there are functions for plotting common control charts and performing
process capability studies.

Design of Experiments (DOE)

The Statistics Toolbox supports both factorial and D-optimal design. There are
functions for generating designs, augmenting designs and optimally assigning
units with fixed covariates.

1-4

Probability Distributions

Probability Distributions
Probability distributions arise from experiments where the outcome is subject
to chance. The nature of the experiment dictates which probability
distributions may be appropriate for modeling the resulting random outcomes.
There are two types of probability distributions continuous and discrete.
Continuous (data)

Continuous (statistics)

Discrete

Beta

Chi-square

Binomial

Exponential

Noncentral Chi-square

Discrete Uniform

Gamma

Geometric

Lognormal

Noncentral F

Hypergeometric

Normal

Negative Binomial

Rayleigh

Noncentral t

Poisson

Uniform
Weibull
Suppose you are studying a machine that produces videotape. One measure of
the quality of the tape is the number of visual defects per hundred feet of tape.
The result of this experiment is an integer, since you cannot observe 1.5
defects. To model this experiment you should use a discrete probability
distribution.
A measure affecting the cost and quality of videotape is its thickness. Thick
tape is more expensive to produce, while variation in the thickness of the tape
on the reel increases the likelihood of breakage. Suppose you measure the
thickness of the tape every 1000 feet. The resulting numbers can take a
continuum of possible values, which suggests using a continuous probability
distribution to model the results.
Using a probability model does not allow you to predict the result of any
individual experiment but you can determine the probability that a given
outcome will fall inside a specific range of values.

1-5

Tutorial

Overview of the Functions

MATLAB provides five functions for each distribution:
Probability density function (pdf)
Cumulative distribution function (cdf)
Inverse cumulative distribution function
Random number generator
Mean and variance
This section discusses each of these functions.

Probability Density Function (pdf)

The probability density function has a different meaning depending on
whether the distribution is discrete or continuous.
For discrete distributions, the pdf is the probability of observing a particular
outcome. In our videotape example, the probability that there is exactly one
defect in a given hundred feet of tape is the value of the pdf at 1.
Unlike discrete distributions, the pdf of a continuous distribution at a value is
not the probability of observing that value. For continuous distributions the
probability of observing any particular value is zero. To get probabilities you
must integrate the pdf over an interval of interest. For example the probability
of the thickness of a videotape being between one and two millimeters is the
integral of the appropriate pdf from one to two.
A pdf has two theoretical properties:
The pdf is zero or positive for every possible outcome.
The integral of a pdf over its entire range of values is one.
A pdf is not a single function. Rather a pdf is a family of functions characterized
by one or more parameters. Once you choose (or estimate) the parameters of a
pdf, you have uniquely specified the function.
The pdf function call has the same general format for every distribution in the
Statistics Toolbox. The following commands illustrate how to call the pdf for
the normal distribution.
x = [3:0.1:3];
f = normpdf(x,0,1);

1-6

Probability Distributions

The variable f contains the density of the normal pdf with parameters 0 and 1
at the values in x. The first input argument of every pdf is the set of values for
which you want to evaluate the density. Other arguments contain as many
parameters as are necessary to define the distribution uniquely. The normal
distribution requires two parameters, a location parameter (the mean, ) and
a scale parameter (the standard deviation, ).

Cumulative Distribution Function (cdf)

If f is a probability density function, the associated cumulative distribution
function F is
F( x) = P( X x) =

f ( t ) dt

The cdf of a value x, F(x), is the probability of observing any outcome less than
or equal to x.
A cdf has two theoretical properties:
The cdf ranges from 0 to 1.
If y > x, then the cdf of y is greater than or equal to the cdf of x.
The cdf function call has the same general format for every distribution in the
Statistics Toolbox. The following commands illustrate how to call the cdf for the
normal distribution:
x = [3:0.1:3];
p = normcdf(x,0,1);

The variable p contains the probabilities associated with the normal cdf with
parameters 0 and 1 at the values in x. The first input argument of every cdf is
the set of values for which you want to evaluate the probability. Other
arguments contain as many parameters as are necessary to define the
distribution uniquely.

Inverse Cumulative Distribution Function

The inverse cumulative distribution function returns critical values for
hypothesis testing given significance probabilities. To understand the

1-7

Tutorial

relationship between a continuous cdf and its inverse function, try the
following:
x = [3:0.1:3];
xnew = norminv(normcdf(x,0,1),0,1);

How does xnew compare with x? Conversely, try this:

p = [0.1:0.1:0.9];
pnew = normcdf(norminv(p,0,1),0,1);

How does pnew compare with p?

Calculating the cdf of values in the domain of a continuous distribution returns
probabilities between zero and one. Applying the inverse cdf to these
probabilities yields the original values.
For discrete distributions, the relationship between a cdf and its inverse
function is more complicated. It is likely that there is no x value such that the
cdf of x yields p. In these cases the inverse function returns the first value x
such that the cdf of x equals or exceeds p. Try this:
x = [0:10];
y = binoinv(binocdf(x,10,0.5),10,0.5);

How does x compare with y?

The commands below show the problem with going the other direction for
discrete distributions.
p = [0.1:0.2:0.9];
pnew = binocdf(binoinv(p,10,0.5),10,0.5)
pnew =
0.1719

1-8

0.3770

0.6230

0.8281

0.9453

Probability Distributions

The inverse function is useful in hypothesis testing and production of

confidence intervals. Here is the way to get a 99% confidence interval for a
normally distributed sample.
p = [0.005 0.995];
x = norminv(p,0,1)
x =
2.5758

2.5758

The variable x contains the values associated with the normal inverse function
with parameters 0 and 1 at the probabilities in p. The difference p(2) p(1) is
0.99. Thus, the values in x define an interval that contains 99% of the standard
normal probability.
The inverse function call has the same general format for every distribution in
the Statistics Toolbox. The first input argument of every inverse function is the
set of probabilities for which you want to evaluate the critical values. Other
arguments contain as many parameters as are necessary to define the
distribution uniquely.

Random Numbers
The methods for generating random numbers from any distribution all start
with uniform random numbers. Once you have a uniform random number
generator, you can produce random numbers from other distributions either
directly or by using inversion or rejection methods.
Direct. Direct methods flow from the definition of the distribution.

As an example, consider generating binomial random numbers. You can think

of binomial random numbers as the number of heads in n tosses of a coin with
probability p of a heads on any toss. If you generate n uniform random numbers
and count the number that are greater than p, the result is binomial with
parameters n and p.
Inversion. The inversion method works due to a fundamental theorem that
relates the uniform distribution to other continuous distributions.

If F is a continuous distribution with inverse F -1, and U is a uniform random

number, then F -1(U) has distribution F.

1-9

Tutorial

So, you can generate a random number from a distribution by applying the
inverse function for that distribution to a uniform random number.
Unfortunately, this approach is usually not the most efficient.
Rejection. The functional form of some distributions makes it difficult or time
consuming to generate random numbers using direct or inversion methods.
Rejection methods can sometimes provide an elegant solution in these cases.

Suppose you want to generate random numbers from a distribution with pdf f.
To use rejection methods you must first find another density, g, and a constant,
c, so that the inequality below holds.
f ( x ) cg ( x ) x
You then generate the random numbers you want using the following steps:
1 Generate a random number x from distribution G with density g.

cg ( x )
f(x)

2 Form the ratio r = -------------3 Generate a uniform random number u.

4 If the product of u and r is less than one, return x.
5 Otherwise repeat steps one to three.

For efficiency you need a cheap method for generating random numbers from
G and the scalar, c, should be small. The expected number of iterations is c.
Syntax for Random Number Functions. You can generate random numbers from
each distribution. This function provides a single random number or a matrix
of random numbers, depending on the arguments you specify in the function
call.

For example, here is the way to generate random numbers from the beta
distribution. Four statements obtain random numbers: the first returns a

1-10

Probability Distributions

single number, the second returns a 2-by-2 matrix of random numbers, and the
third and fourth return 2-by-3 matrices of random numbers.
a = 1;
b = 2;
c = [.1 .5; 1 2];
d = [.25 .75; 5 10];
m = [2 3];
nrow = 2;
ncol = 3;
r1 = betarnd(a,b)
r1 =
0.4469

r2 = betarnd(c,d)
r2 =
0.8931
0.1316

0.4832
0.2403

r3 = betarnd(a,b,m)
r3 =
0.4196
0.0410

0.6078
0.0723

0.1392
0.0782

r4 = betarnd(a,b,nrow,ncol)
r4 =
0.0520
0.3891

0.3975
0.1848

0.1284
0.5186

Mean and Variance

The mean and variance of a probability distribution are generally simple
functions of the parameters of the distribution. The Statistics Toolbox
functions ending in stat all produce the mean and variance of the desired
distribution given the parameters.

1-11

Tutorial

The example shows a contour plot of the mean of the Weibull distribution as a
function of the parameters.
x = (0.5:0.1:5);
y = (1:0.04:2);
[X,Y] = meshgrid(x,y);
Z = weibstat(X,Y);
[c,h] = contour(x,y,Z,[0.4 0.6 1.0 1.8]);
clabel(c);
2
1.8
1.6

0.4

1.4
0.6

1.2

1.8

1
1

Overview of the Distributions

The Statistics Toolbox supports 20 probability distributions. These are:
Beta
Binomial
Chi-square
Noncentral Chi-square
Discrete Uniform
Exponential
F
Noncentral F
Gamma
Geometric
Hypergeometric

1-12

Probability Distributions

Lognormal
Negative Binomial
Normal
Poisson
Rayleigh
Students t
Noncentral t
Uniform
Weibull
This section gives a short introduction to each distribution.

Beta Distribution
Background. The beta distribution describes a family of curves that are unique

in that they are nonzero only on the interval [0 1]. A more general version of
the function assigns parameters to the end-points of the interval.
The beta cdf is the same as the incomplete beta function.
The beta distribution has a functional relationship with the t distribution. If Y
is an observation from Students t distribution with degrees of freedom then
the following transformation generates X, which is beta distributed:
1 1 Y
X = --- + --- -------------------2 2
2
+Y
if: Y t ( )

then

X ---, ---
2 2

The Statistics Toolbox uses this relationship to compute values of the t cdf and
inverse function as well as generating t distributed random numbers.
Mathematical Definition. The beta pdf is:

1
a1
b1
(1 x)
I ( 0, 1 ) ( x )
y = f ( x a, b ) = ------------------- x
B ( a, b )

1-13

Tutorial

Parameter Estimation. Suppose you are collecting data that has hard lower and
upper bounds of zero and one respectively. Parameter estimation is the process
of determining the parameters of the beta distribution that fit this data best in
some sense.

One popular criterion of goodness is to maximize the likelihood function. The

likelihood has the same form as the beta pdf. But for the pdf, the parameters
are known constants and the variable is x. The likelihood function reverses the
roles of the variables. Here, the sample values (the xs) are already observed. So
they are the fixed constants. The variables are the unknown parameters.
Maximum likelihood estimation (MLE) involves calculating the values of the
parameters that give the highest likelihood given the particular set of data.
The function betafit returns the MLEs and confidence intervals for the
parameters of the beta distribution. Here is an example using random numbers
from the beta distribution with a = 5 and b = 0.2.
r = betarnd(5,0.2,100,1);
[phat, pci] = betafit(r)
phat =
4.5330

0.2301

pci =
2.8051
6.2610

0.1771
0.2832

The MLE for the parameter, a is 4.5330 compared to the true value of 5. The
95% confidence interval for a goes from 2.8051 to 6.2610, which includes the
true value.
Similarly the MLE for the parameter, b is 0.2301 compared to the true value of
0.2. The 95% confidence interval for b goes from 0.1771 to 0.2832, which also
includes the true value.
Of course in this made-up example we know the true value. In
experimentation we do not.

1-14

Probability Distributions

Example and Plot. The shape of the beta distribution is quite variable depending
on the values of the parameters, as illustrated by this plot.
2.5
a=b=4

a = b = 0.75

2
1.5
a=b=1

1
0.5
0
0

0.2

0.4

0.6

0.8

The constant pdf (the flat line) shows that the standard uniform distribution is
a special case of the beta distribution.

Binomial Distribution
Background. The binomial distribution models the total number of successes in

repeated trials from an infinite population under the following conditions:

Only two outcomes are possible on each of n trials.
The probability of success for each trial is constant.
All trials are independent of each other.
James Bernoulli derived the binomial distribution in 1713 (Ars Conjectandi).
Earlier, Blaise Pascal had considered the special case where p = 1/2.
Mathematical Definition. The binomial pdf is:

n x (1 x)
y = f ( x n, p ) = p q
I ( 0, 1, , n ) ( x )
x
n
n!
where: = ------------------------ and q = 1 p .
x
x! ( n x )!
The binomial distribution is discrete. For zero and for positive integers less
than n, the pdf is nonzero.

1-15

Tutorial

Parameter Estimation. Suppose you are collecting data from a widget

manufacturing process, and you record the number of widgets within
specification in each batch of 100. You might be interested in the probability
that an individual widget is within specification. Parameter estimation is the
process of determining the parameter, p, of the binomial distribution that fits
this data best in some sense.

One popular criterion of goodness is to maximize the likelihood function. The

likelihood has the same form as the binomial pdf above. But for the pdf, the
parameters (n and p) are known constants and the variable is x. The likelihood
function reverses the roles of the variables. Here, the sample values (the xs) are
already observed. So they are the fixed constants. The variables are the
unknown parameters. MLE involves calculating the value of p that give the
highest likelihood given the particular set of data.
The function binofit returns the MLEs and confidence intervals for the
parameters of the binomial distribution. Here is an example using random
numbers from the binomial distribution with n = 100 and p = 0.9.
r = binornd(100,0.9)
r =
88
[phat, pci] = binofit(r,100)
phat =
0.8800

pci =
0.7998
0.9364

The MLE for the parameter, p is 0.8800 compared to the true value of 0.9. The
95% confidence interval for p goes from 0.7998 to 0.9364, which includes the
true value.
Of course in this made-up example we know the true value of p.

1-16

Probability Distributions

Example and Plot. The following commands generate a plot of the binomial pdf
for n = 10 and p = 1/2.
x = 0:10;
y = binopdf(x,10,0.5);
plot(x,y,'+')
0.25

0.2

0.15

0.1

0.05

0
0

10

Chi-Square (2) Distribution

Background. The

2 distribution is a special case of the gamma distribution

where b = 2, in the equation for gamma distribution below.

x

--1
a1 b
y = f ( x a, b ) = ------------------x
e
a
b ( a)

The 2 distribution gets special attention because of its importance in normal

sampling theory. If a set of n observations are normally distributed with
variance 2, and s2 is the sample standard deviation, then:
2

( n 1 )s
2
---------------------- (n 1)
2

1-17

Tutorial

The Statistics Toolbox uses the above relationship to calculate confidence

intervals for the estimate of the normal parameter 2 in the function normfit.
Mathematical Definition. The

2 pdf is:
x 2

x ( 2 ) 2e
y = f (x ) = -----------------------------------v
--2

2 ( 2 )
Example and Plot. The 2 distribution is skewed to the right especially for few

degrees of freedom (). The plot shows the 2 distribution with four degrees of
freedom.
x = 0:0.2:15;
y = chi2pdf(x,4);
plot(x,y)
0.2
0.15
0.1
0.05
0
0

10

15

Noncentral Chi-Square Distribution

Background. The 2 distribution is actually a simple special case of the

noncentral chi-square distribution. One way to generate random numbers with

a 2 distribution (with degrees of freedom) is to sum the squares of standard
normal random numbers (mean equal to zero.)
What if we allow the normally distributed quantities to have a mean other than
zero? The sum of squares of these numbers yields the noncentral chi-square
distribution. The noncentral chi-square distribution requires two parameters:
the degrees of freedom and the noncentrality. The noncentrality parameter is
the sum of the squared means of the normally distributed quantities.

1-18

Probability Distributions

The noncentral chi-square has scientific application in thermodynamics and

signal processing. The literature in these areas may refer to it as the Ricean or
generalized Rayleigh distribution.
Mathematical Definition. There are many equivalent formulas for the noncentral
chi-square distribution function. One formulation uses a modified Bessel
function of the first kind. Another uses the generalized Laguerre polynomials.
The Statistics Toolbox computes the cumulative distribution function values
using a weighted sum of 2 probabilities with the weights equal to the
probabilities of a Poisson distribution. The Poisson parameter is one-half of the
noncentrality parameter of the noncentral chi-square.
j

1
---
2 --2-
2
- e Pr [
F ( x , ) =
x]
----------- + 2j
j!

j = 0

Example and Plot. The following commands generate a plot of the noncentral

chi-square pdf.
x = (0:0.1:10)';
p1 = ncx2pdf(x,4,2);
p = chi2pdf(x,4);
plot(x,p,' ',x,p1,'')
0.2
0.15
0.1
0.05
0
0

10

1-19

Tutorial

Discrete Uniform Distribution

Background. The discrete uniform distribution is a simple distribution that puts

equal weight on the integers from one to N.

Mathematical Definition. The discrete uniform pdf is:

1
y = f ( x N ) = ----I ( 1, , N ) ( x )
N
Example and Plot. As for all discrete distributions, the cdf is a step function. The
plot shows the discrete uniform cdf for N = 10.
x = 0:10;
y = unidcdf(x,10);
stairs(x,y)
set(gca,'Xlim',[0 11])
1
0.8
0.6
0.4
0.2
0
0

10

To pick a random sample of 10 from a list of 553 items:

numbers = unidrnd(553,1,10)
numbers =
293
372

1-20

213

37

231

380

326

515

468

Probability Distributions

Exponential Distribution
Background. Like the chi-square, the exponential distribution is a special case

of the gamma distribution (obtained by setting a = 1 in the equation below.)

x

--1
a1 b
e
y = f ( x a, b ) = ------------------x
a
b (a)

The exponential distribution is special because of its utility in modeling events

that occur randomly over time. The main application area is in studies of
lifetimes.
Mathematical Definition. The exponential pdf is:
x

1 --y = f ( x ) = --- e

Parameter Estimation. Suppose you are stress testing light bulbs and collecting
data on their lifetimes. You assume that these lifetimes follow an exponential
distribution. You want to know how long you can expect the average light bulb
to last. Parameter estimation is the process of determining the parameters of
the exponential distribution that fit this data best in some sense.

One popular criterion of goodness is to maximize the likelihood function. The

likelihood has the same form as the beta pdf on the previous page. But for the
pdf, the parameters are known constants and the variable is x. The likelihood
function reverses the roles of the variables. Here, the sample values (the xs) are
already observed. So they are the fixed constants. The variables are the
unknown parameters. MLE involves calculating the values of the parameters
that give the highest likelihood given the particular set of data.

1-21

Tutorial

The function expfit returns the MLEs and confidence intervals for the
parameters of the exponential distribution. Here is an example using random
numbers from the exponential distribution with = 700.
lifetimes = exprnd(700,100,1);
[muhat, muci] = expfit(lifetimes)
muhat =
672.8207
muci =
547.4338
810.9437

The MLE for the parameter, is 672 compared to the true value of 700. The
95% confidence interval for goes from 547 to 811, which includes the true
value.
In our life tests we do not know the true value of so it is nice to have a
confidence interval on the parameter to give a range of likely values.
Example and Plot. For exponentially distributed lifetimes, the probability that
an item will survive an extra unit of time is independent of the current age of
the item. The example shows a specific case of this special property.
l = 10:10:60;
lpd = l+0.1;
deltap = (expcdf(lpd,50)expcdf(l,50))./(1expcdf(l,50))
deltap =
0.0020

1-22

0.0020

0.0020

0.0020

0.0020

0.0020

Probability Distributions

The plot shows the exponential pdf with its parameter (and mean), lambda, set
to two.
x = 0:0.1:10;
y = exppdf(x,2);
plot(x,y)
0.5
0.4
0.3
0.2
0.1
0
0

10

F Distribution
Background. The F distribution has a natural relationship with the chi-square

distribution. If 1 and 2 are both chi-square with 1 and 2 degrees of freedom

respectively, then the statistic, F is F distributed.
1
-----1
F ( 1, 2 ) = -----2
-----2
The two parameters, 1 and 2, are the numerator and denominator degrees of
freedom. That is, 1 and 2 are the number of independent pieces information
used to calculate 1 and 2 respectively.
Mathematical Definition. The pdf for the F distribution is:

( 1 + 2 )
1 2
1
------------- ----------------------- ---2
x 2
1
y = f ( x 1 , 2 ) = -------------------------------- ------ 2 -----------------------------------------1 + 2
2 2
1
1 ---------------

------ -----1 + ------ x 2

2 2
2

1-23

Tutorial

Example and Plot. The most common application of the F distribution is in

standard tests of hypotheses in analysis of variance and regression.

The plot shows that the F distribution exists on the positive real numbers and
is skewed to the right.
x = 0:0.01:10;
y = fpdf(x,5,3);
plot(x,y)
0.8
0.6
0.4
0.2
0
0

10

Noncentral F Distribution
Background. As with the 2 the F distribution is a special case of the noncentral

F distribution. The F distribution is the result of taking the ratio of two 2

random variables each divided by its degrees of freedom.

If the numerator of the ratio is a noncentral chi-square random variable

divided by its degrees of freedom, the resulting distribution is the noncentral F.
The main application of the noncentral F distribution is to calculate the power
of a hypothesis test relative to a particular alternative.
Mathematical Definition. Similarly to the noncentral chi-square, the Statistics
Toolbox calculates noncentral F distribution probabilities as a weighted sum of
incomplete beta function using Poisson probabilities as the weights.
j
1
--- ---

2
-e
F ( x 1, 2, ) =
-----------j!

j = 0

2
1 x 1
------------------------- ------ + j, ------

2
2 + 1 x 2

where I(x|a,b) is the incomplete beta function with parameters a and b.

1-24

Probability Distributions

Example and Plot. The following commands generate a plot of the noncentral F

pdf.
x = (0.01:0.1:10.01)';
p1 = ncfpdf(x,5,20,10);
p = fpdf(x,5,20);
plot(x,p,' ',x,p1,'')
0.8
0.6
0.4
0.2
0
0

10

12

Gamma Distribution
Background. The gamma distribution is a family of curves based on two

parameters. The chi-square and exponential distributions, which are children

of the gamma distribution, are one-parameter distributions that fix one of the
two gamma parameters.
The gamma distribution has the following relationship with the incomplete
gamma function:
x
( x a, b ) = gammainc ---- a
b'
For b = 1 the functions are identical.
When a is large, the gamma distribution closely approximates a normal
distribution with the advantage that the gamma distribution has density only
for positive real numbers.
Mathematical Definition. The gamma pdf is:
x

--1
a1 b
y = f ( x a, b ) = ------------------x
e
a
b (a)

1-25

Tutorial

Parameter Estimation. Suppose you are stress testing computer memory chips and
collecting data on their lifetimes. You assume that these lifetimes follow a
gamma distribution. You want to know how long you can expect the average
computer memory chip to last. Parameter estimation is the process of
determining the parameters of the gamma distribution that fit this data best
in some sense.

One popular criterion of goodness is to maximize the likelihood function. The

likelihood has the same form as the gamma pdf above. But for the pdf, the
parameters are known constants and the variable is x. The likelihood function
reverses the roles of the variables. Here, the sample values (the xs) are already
observed. So they are the fixed constants. The variables are the unknown
parameters. MLE involves calculating the values of the parameters that give
the highest likelihood given the particular set of data.
The function gamfit returns the MLEs and confidence intervals for the
parameters of the gamma distribution. Here is an example using random
numbers from the gamma distribution with a = 10 and b = 5.
lifetimes = gamrnd(10,5,100,1);
[phat, pci] = gamfit(lifetimes)
phat =
10.9821
4.7258
pci =
7.4001
14.5640

3.1543
6.2974

Note phat(1) = a and phat(2) = b . The MLE for the parameter, a is 10.98
compared to the true value of 10. The 95% confidence interval for a goes from
7.4 to 14.6, which includes the true value.
Similarly the MLE for the parameter, b is 4.7 compared to the true value of 5.
The 95% confidence interval for b goes from 3.2 to 6.3, which also includes the
true value.
In our life tests we do not know the true value of a and b so it is nice to have a
confidence interval on the parameters to give a range of likely values.

1-26

Probability Distributions

Example and Plot. In the example the gamma pdf is plotted with the solid line.
The normal pdf has a dashed line type.
x = gaminv((0.005:0.01:0.995),100,10);
y = gampdf(x,100,10);
y1 = normpdf(x,1000,100);
plot(x,y,'',x,y1,'.')
x 10-3
5
4
3
2
1
0
700

800

900

1000

1100

1200

1300

Geometric Distribution
Background. The geometric distribution is discrete, existing only on the

nonnegative integers. It is useful for modeling the runs of consecutive

successes (or failures) in repeated independent trials of a system.
The geometric distribution models the number of successes before one failure
in an independent succession of tests where each test results in success or
failure.
Mathematical Definition. The geometric pdf is:
x

y = f ( x p ) = pq I ( 0, 1, K ) ( x )
where

q = 1p

1-27

Tutorial

Example and Plot. Suppose the probability of a five-year-old battery failing in

cold weather is 0.03. What is the probability of starting 25 consecutive days
during a long cold snap?
1 geocdf(25,0.03)
ans =
0.4530

The plot shows the cdf for this scenario.

x = 0:25;
y = geocdf(x,0.03);
stairs(x,y)

0.6

0.4

0.2

0
0

10

15

20

25

Hypergeometric Distribution
Background. The hypergeometric distribution models the total number of

successes in a fixed size sample drawn without replacement from a finite

population.
The distribution is discrete, existing only for nonnegative integers less than the
number of samples or the number of possible successes, whichever is greater.
The hypergeometric distribution differs from the binomial only in that the
population is finite and the sampling from the population is without
replacement.
The hypergeometric distribution has three parameters that have direct
physical interpretation. M is the size of the population. K is the number of

1-28

Probability Distributions

items with the desired characteristic in the population. n is the number of

samples drawn. Sampling without replacement means that once a particular
sample is chosen, it is removed from the relevant population for drawing the
next sample.
Mathematical Definition. The hypergeometric pdf is:

K M K
x n x
y = f ( x M, K, n ) = ----------------------------- M
n
Example and Plot. The plot shows the cdf of an experiment taking 20 samples
from a group of 1000 where there are 50 items of the desired type.
x = 0:10;
y = hygecdf(x,1000,50,20);
stairs(x,y)
1
0.8
0.6
0.4
0.2
0

10

Lognormal Distribution
Background. The normal and lognormal distributions are closely related. If X is

distributed lognormal with parameters and 2, then lnX is distributed

normal with parameters and 2.

The lognormal distribution is applicable when the quantity of interest must be

positive, since lnX exists only when the random variable X is positive.
Economists often model the distribution of income using a lognormal
distribution.

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Tutorial

Mathematical Definition. The lognormal pdf is:

( lnx )
---------------------------2
2
2

1
y = f ( x , ) = ------------------ e
x 2

Example and Plot. Suppose the income of a family of four in the United States
follows a lognormal distribution with = log(20,000) and 2 = 1.0. Plot the
income density.
x = (10:1000:125010)';
y=lognpdf(x,log(20000),1.0);
plot(x,y)
set(gca,'Xtick',[0 30000 60000 90000 120000 ])
set(gca,'xticklabel',str2mat('0','$30,000','$60,000',...
'$90,000','$120,000'))
x 10-5
4

0
0

$30,000 $60,000 $90,000 $120,000

Negative Binomial Distribution

Background. The geometric distribution is a special case of the negative

binomial distribution (also called the Pascal distribution). The geometric

distribution models the number of successes before one failure in an
independent succession of tests where each test results in success or failure.
In the negative binomial distribution the number of failures is a parameter of
the distribution. The parameters are the probability of success, p, and the
number of failures, r.
Mathematical Definition. The negative binomial pdf is

1-30

Probability Distributions

r + x 1 r x
y = f ( x r, p ) =
p q I ( 0, 1, ) ( x )
x
where

q = 1p

Example and Plot. The following commands generate a plot of the negative

binomial pdf.
x = (0:10);
y = nbinpdf(x,3,0.5);
plot(x,y,'+')
set(gca,'XLim',[0.5,10.5])
0.2
0.15
0.1
0.05
0
0

10

Normal Distribution
Background. The normal distribution is a two parameter family of curves. The

first parameter, , is the mean. The second, , is the standard deviation. The
standard normal distribution (written (x)) sets to zero and to one.

(x) is functionally related to the error function, erf.

erf ( x ) = 2 ( x 2 ) 1
The first use of the normal distribution was as a continuous approximation to
the binomial.
The usual justification for using the normal distribution for modeling is the
Central Limit Theorem which states (roughly) that the sum of independent
samples from any distribution with finite mean and variance converges to the
normal distribution as the sample size goes to infinity.
Mathematical Definition. The normal pdf is:

1-31

Tutorial

( x )
---------------------2
2
2

1
y = f ( x , ) = --------------- e
2

Parameter Estimation. One of the first applications of the normal distribution in

data analysis was modeling the height of school children. Suppose we want to
estimate the mean, , and the variance, 2, of all the 4th graders in the United
States.

We have already introduced MLEs. Another desirable criterion in a statistical

estimator is unbiasedness. A statistic is unbiased if the expected value of the
statistic is equal to the parameter being estimated. MLEs are not always
unbiased. For any data sample, there may be more than one unbiased
estimator of the parameters of the parent distribution of the sample. For
instance, every sample value is an unbiased estimate of the parameter of a
normal distribution. The Minimum Variance Unbiased Estimator (MVUE) is
the statistic that has the minimum variance of all unbiased estimators of a
parameter.
The MVUEs of the parameters, and 2 for the normal distribution are the
sample average and variance. The sample average is also the MLE for . There
are two common textbook formulas for the variance.
They are:
n

1)

1
s = --n
2

( xi x )
i=1

2)

1
s = ------------n1
2

where x =

( xi x )

i=1

xi

----n

Equation 1 is the maximum likelihood estimator for 2, and equation 2 is the

MVUE.

1-32

Probability Distributions

The function normfit returns the MVUEs and confidence intervals for and
2. Here is a playful example modeling the heights (inches) of a randomly
chosen 4th grade class.
height = normrnd(50,2,30,1); % Simulate heights.
[mu, s, muci, sci] = normfit(height)
mu =
50.2025
s =
1.7946
muci =
49.5210
50.8841
sci =
1.4292
2.4125
Example and Plot. The plot shows the bell curve of the standard normal pdf

= 0, = 1.
0.4
0.3
0.2
0.1
0
-3

-2

-1

Poisson Distribution
Background. The Poisson distribution is appropriate for applications that

involve counting the number of times a random event occurs in a given amount
of time, distance, area, etc. Sample applications that involve Poisson
distributions include the number of Geiger counter clicks per second, the
number of people walking into a store in an hour, and the number of flaws per
1000 feet of video tape.
The Poisson distribution is a one parameter discrete distribution that takes
nonnegative integer values. The parameter, , is both the mean and the

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Tutorial

variance of the distribution. Thus, as the size of the numbers in a particular

sample of Poisson random numbers gets larger, so does the variability of the
numbers.
As Poisson (1837) showed, the Poisson distribution is the limiting case of a
binomial distribution where N approaches infinity and p goes to zero while
Np = .
The Poisson and exponential distributions are related. If the number of counts
follows the Poisson distribution, then the interval between individual counts
follows the exponential distribution.
Mathematical Definition. The Poisson pdf is:
x

y = f ( x ) = -----e I ( 0, 1, K ) ( x )
x!
Parameter Estimation. The MLE and the MVUE of the Poisson parameter, , is the
sample mean. The sum of independent Poisson random variables is also
Poisson with parameter equal to the sum of the individual parameters. The
Statistics Toolbox makes use of this fact to calculate confidence intervals on .
As gets large the Poisson distribution can be approximated by a normal
distribution with = and 2 = . The Statistics Toolbox uses this
approximation for calculating confidence intervals for values of greater than
100.

1-34

Probability Distributions

Example and Plot. The plot shows the probability for each nonnegative integer

when = 5.

x = 0:15;
y = poisspdf(x,5);
plot(x,y,'+')
0.2
0.15
0.1
0.05
0
0

10

15

Rayleigh Distribution
Background. The Rayleigh distribution is a special case of the Weibull

distribution substituting 2 for the parameter p in the equation below:

2

2
p

-x
b
b p 1 ---2
y = f x ------, p = ------ p
e
I ( 0, ) ( x )
2
2

If the velocity of a particle in the x and y directions are two independent normal
random variables with zero means and equal variances, then the distance the
particle travels per unit time is distributed Rayleigh.
Mathematical Definition. The Rayleigh pdf is:
2

x
y = f ( x b ) = -----2- e
b

x
------- 2b 2

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Tutorial

Example and Plot. The following commands generate a plot of the Rayleigh pdf.
x = [0:0.01:2];
p = raylpdf(x,0.5);
plot(x,p)
1.5

0.5

0
0

0.5

1.5

Parameter Estimation. The MLE of the Rayleigh parameter is:

n

xi

=1
b = i----------------2n

Students t Distribution
Background. The t distribution is a family of curves depending on a single

parameter (the degrees of freedom). As goes to infinity the t distribution

converges to the standard normal distribution.
W. S. Gossett (1908) discovered the distribution through his work at Guinness
brewery. At that time, Guinness did not allow its staff to publish, so Gossett
used the pseudonym Student.
If x and s are the mean and standard deviation of an independent random
sample of size n from a normal distribution with mean , and 2 = n, then:
x
t ( ) = -----------s
= n1

1-36

Probability Distributions

Mathematical Definition. Students t pdf is:

+1
------------
2 1
1
y = f ( x ) = --------------------- ---------- -----------------------------+1

-----------

2
--2
2
1 + x-----

Example and Plot. The plot compares the t distribution with = 5 (solid line) to
the shorter tailed standard normal distribution (dashed line).
x = 5:0.1:5;
y = tpdf(x,5);
z = normpdf(x,0,1);
plot(x,y,'',x,z,'.')
0.4
0.3
0.2
0.1
0
-5

Noncentral t Distribution
Background. The noncentral t distribution is a generalization of the familiar

Students t distribution.
If x and s are the mean and standard deviation of an independent random
sample of size n from a normal distribution with mean , and 2 = n, then:
x
t ( ) = -----------s
= n1
Suppose that the mean of the normal distribution is not . Then the ratio has
the noncentral t distribution. The noncentrality parameter is the difference
between the sample mean and .

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Tutorial

The noncentral t distribution allows us to determine the probability that we

would detect a difference between x and in a t test. This probability is the
power of the test. As x increases, the power of a test also increases.
Mathematical Definition. The most general representation of the noncentral t
distribution is quite complicated. Johnson and Kotz (1970) give a formula for
the probability that a noncentral t variate falls in the range [t, t].
j
2
2
1

--- --- 2 2-
-e
Pr ( ( t ) < x < t ( , ) ) =
-------------- j!

j = 0

x2 1

- + j, ---
--------------2- -2
+ x 2

where I(x|a,b) is the incomplete beta function with parameters a and b.

Example and Plot. The following commands generate a plot of the noncentral t

pdf.
x = (5:0.1:5)';
p1 = nctcdf(x,10,1);
p = tcdf(x,10);
plot(x,p,' ',x,p1,'')
1
0.8
0.6
0.4
0.2
0
-5

Uniform (Continuous) Distribution

Background. The uniform distribution (also called rectangular) has a constant

pdf between its two parameters a, the minimum, and b, the maximum. The
standard uniform distribution (a = 0 and b =1) is a special case of the beta
distribution, setting both of its parameters to one.

1-38

Probability Distributions

The uniform distribution is appropriate for representing the distribution of

round-off errors in values tabulated to a particular number of decimal places.
Mathematical Definition. The uniform cdf is:

xa
p = F ( x a, b ) = ------------I [ a, b ] ( x )
ba
Parameter Estimation. The sample minimum and maximum are the MLEs of a

and b respectively.
Example and Plot. The example illustrates the inversion method for generating
normal random numbers using rand and norminv. Note that the MATLAB
function, randn, does not use inversion since it is not efficient for this case.
u = rand(1000,1);
x = norminv(u,0,1);
hist(x)
300

200

100

0
-4

-2

Weibull Distribution
Background. Waloddi Weibull (1939) offered the distribution that bears his

name as an appropriate analytical tool for modeling breaking strength of

materials. Current usage also includes reliability and lifetime modeling. The
Weibull distribution is more flexible than the exponential for these purposes.
To see why, consider the hazard rate function (instantaneous failure rate). If
f(t) and F(t) are the pdf and cdf of a distribution, then the hazard rate is:
f(t)
h ( t ) = -------------------1 F(t)

1-39

Tutorial

Substituting the pdf and cdf of the exponential distribution for f(t) and F(t)
above yields a constant. The example on the next page shows that the hazard
rate for the Weibull distribution can vary.
Mathematical Definition. The Weibull pdf is:

y = f ( x a, b ) = abx

b 1 ax

I ( 0, ) ( x )

Parameter Estimation. Suppose we want to model the tensile strength of a thin

filament using the Weibull distribution. The function weibfit give MLEs and
confidence intervals for the Weibull parameters.
strength = weibrnd(0.5,2,100,1); % Simulated strengths.
[p, ci] = weibfit(strength)
p =
0.4746

1.9582

ci =
0.3851
0.5641

1.6598
2.2565

The default 95% confidence interval for each parameter contains the true
value.
Example and Plot. The exponential distribution has a constant hazard function,
which is not generally the case for the Weibull distribution.

1-40

Probability Distributions

The plot shows the hazard functions for exponential (dashed line) and Weibull
(solid line) distributions having the same mean life. The Weibull hazard rate
here increases with age (a reasonable assumption).
t = 0:0.1:3;
h1 = exppdf(t,0.6267)./(1 expcdf(t,0.6267));
h2 = weibpdf(t,2,2)./(1 weibcdf(t,2,2));
plot(t,h1,' ',t,h2,'')
15

10

0
0

0.5

1.5

2.5

1-41

Tutorial

Descriptive Statistics
Data samples can have thousands (even millions) of values. Descriptive
statistics are a way to summarize this data into a few numbers that contain
most of the relevant information.

Measures of Central Tendency (Location)

The purpose of measures of central tendency is to locate the data values on the
number line. In fact, another term for these statistics is measures of location.
The table gives the function names and descriptions.
Measures of Location
geomean

Geometric Mean.

harmmean

Harmonic Mean.

mean

Arithmetic average (in MATLAB).

median

50th percentile (in MATLAB).

trimmean

Trimmed Mean.

The average is a simple and popular estimate of location. If the data sample
comes from a normal distribution, then the sample average is also optimal
(MVUE of ).
Unfortunately, outliers, data entry errors, or glitches exist in almost all real
data. The sample average is sensitive to these problems. One bad data value
can move the average away from the center of the rest of the data by an
arbitrarily large distance.
The median and trimmed mean are two measures that are resistant (robust) to
outliers. The median is the 50th percentile of the sample, which will only
change slightly if you add a large perturbation to any value. The idea behind
the trimmed mean is to ignore a small percentage of the highest and lowest
values of a sample for determining the center of the sample.

1-42

Descriptive Statistics

The geometric mean and harmonic mean, like the average, are not robust to
outliers. They are useful when the sample is distributed lognormal or heavily
skewed.
The example shows the behavior of the measures of location for a sample with
one outlier.
x = [ones(1,6) 100]
x =
1

100

locate = [geomean(x) harmmean(x) mean(x) median(x) ...

trimmean(x,25)]
locate =
1.9307

1.1647

15.1429

1.0000

1.0000

You can see that the mean is far from any data value because of the influence
of the outlier. The median and trimmed mean ignore the outlying value and
describe the location of the rest of the data values.

Measures of Dispersion
The purpose of measures of dispersion is to find out how spread out the data
values are on the number line. Another term for these statistics is measures of
spread.
The table gives the function names and descriptions.
Measures of Dispersion
iqr

Interquartile Range.

mad

Mean Absolute Deviation.

range

Range.

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Tutorial

Measures of Dispersion
std

Standard Deviation (in MATLAB).

var

Variance.

The range (the difference between the maximum and minimum values) is the
simplest measure of spread. But if there is an outlier in the data, it will be the
minimum or maximum value. Thus, the range is not robust to outliers.
The standard deviation and the variance are popular measures of spread that
are optimal for normally distributed samples. The sample variance is the
MVUE of the normal parameter 2. The standard deviation is the square root
of the variance and has the desirable property of being in the same units as the
data. That is, if the data is in meters the standard deviation is in meters as
well. The variance is in meters2, which is more difficult to interpret.
Neither the standard deviation nor the variance is robust to outliers. A data
value that is separate from the body of the data can increase the value of the
statistics by an arbitrarily large amount.
The Mean Absolute Deviation (MAD) is also sensitive to outliers. But the MAD
does not move quite as much as the standard deviation or variance in response
to bad data.
The Interquartile Range (IQR) is the difference between the 75th and 25th
percentile of the data. Since only the middle 50% of the data affects this
measure, it is robust to outliers.
The example below shows the behavior of the measures of dispersion for a
sample with one outlier.
x = [ones(1,6) 100]
x =
1

100

stats = [iqr(x) mad(x) range(x) std(x)]

stats =
0

1-44

24.2449

99.0000

37.4185

Descriptive Statistics

Functions for Data with Missing Values (NaNs)

Most real-world datasets have one or more missing elements. It is convenient
to code missing entries in a matrix as NaN (Not a Number.)
Here is a simple example:
m = magic(3);
m([1 5 9]) = [NaN NaN NaN]
m =
NaN
3
4

1
NaN
9

6
7
NaN

Simply removing any row with a NaN in it would leave us with nothing, but any
arithmetic operation involving NaN yields NaN as below.
sum(m)
ans =
NaN

NaN

NaN

The NaN functions support the tabled arithmetic operations ignoring NaN.
nansum(m)
ans =
7

10

13

NaN Functions
nanmax

Maximum ignoring NaNs.

nanmean

Mean ignoring NaNs.

nanmedian

Median ignoring NaNs.

nanmin

Minimum ignoring NaNs.

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Tutorial

NaN Functions
nanstd

Standard deviation ignoring NaNs.

nansum

Sum ignoring NaNs.

Percentiles and Graphical Descriptions

Trying to describe a data sample with two numbers, a measure of location and
a measure of spread, is frugal but may be misleading.
Another option is to compute a reasonable number of the sample percentiles.
This provides information about the shape of the data as well as its location
and spread.
The example shows the result of looking at every quartile of a sample
containing a mixture of two distributions.
x
p
y
z

=
=
=
=

[normrnd(4,1,1,100) normrnd(6,0.5,1,200)];
100*(0:0.25:1);
prctile(x,p);
[p; y]

z =
0
1.5172

25.0000
4.6842

50.0000
5.6706

75.0000
6.1804

Compare the first two quantiles to the rest.

1-46

100.0000
7.6035

Descriptive Statistics

The box plot is a graph for descriptive statistics. The graph below is a box plot
of the data above.
boxplot(x)
7
Values

6
5
4
3
2
1
Column Number

The long lower tail and plus signs show the lack of symmetry in the sample
values. For more information on box plots see page 1-103.
The histogram is a complementary graph.
hist(x)
100
80
60
40
20
0
1

The Bootstrap
In the last decade the statistical literature has examined the properties of
resampling as a means to acquire information about the uncertainty of
statistical estimators.
The bootstrap is a procedure that involves choosing random samples with
replacement from a data set and analyzing each sample the same way.
Sampling with replacement means that every sample is returned to the data set
after sampling. So a particular data point from the original data set could

1-47

Tutorial

appear multiple times in a given bootstrap sample. The number of elements in

each bootstrap sample equals the number of elements in the original data set.
The range of sample estimates we obtain allows us to establish the uncertainty
of the quantity we are estimating.
Here is an example taken from Efron and Tibshirani (1993) comparing LSAT
scores and subsequent law school GPA for a sample of 15 law schools.
load lawdata
plot(lsat,gpa,'+')
lsline
3.6
3.4
3.2
3
2.8
2.6
540

560

580

600

620

640

660

680

The least squares fit line indicates that higher LSAT scores go with higher law
school GPAs. But how sure are we of this conclusion? The plot gives us some
intuition but nothing quantitative.
We can calculate the correlation coefficient of the variables using the corrcoef
function.
rhohat = corrcoef(lsat,gpa)
rhohat =
1.0000
0.7764

0.7764
1.0000

Now we have a number, 0.7764, describing the positive connection between

LSAT and GPA, but though 0.7764 may seem large, we still do not know if it is
statistically significant.
Using the bootstrp function we can resample the lsat and gpa vectors as
many times as we like and consider the variation in the resulting correlation
coefficients.

1-48

Descriptive Statistics

Here is an example:
rhos1000 = bootstrp(1000,'corrcoef',lsat,gpa);

This command resamples the lsat and gpa vectors 1000 times and computes
the corrcoef function on each sample. Here is a histogram of the result.
hist(rhos1000(:,2),30)
100
80
60
40
20
0
0.2

0.4

0.6

0.8

Nearly all the estimates lie on the interval [0.4 1.0].

This is strong quantitative evidence that LSAT and subsequent GPA are
positively correlated. Moreover, it does not require us to make any strong
assumptions about the probability distribution of the correlation coefficient.

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Tutorial

Cluster Analysis
Cluster analysis, also called segmentation analysis or taxonomy analysis, is a
way to partition a set of objects into groups, or clusters, in such a way that the
profiles of objects in the same cluster are very similar and the profiles of objects
in different clusters are quite distinct.
Cluster analysis can be performed on many different types of datasets. For
example, a dataset might contain a number of observations of subjects in a
study where each observation contains a set of variables.
Many different fields of study, such as engineering, zoology, medicine,
linguistics, anthropology, psychology, and marketing, have contributed to the
development of clustering techniques and the application of such techniques.
For example, cluster analysis can be used to find two similar groups for the
experiment and control groups in a study. In this way, if statistical differences
are found in the groups, they can be attributed to the experiment and not to
any initial difference between the groups.

Terminology and Basic Procedure

To perform cluster analysis on a dataset using the Statistics Toolbox functions,
follow this procedure:
1 Find the similarity or dissimilarity between every pair of objects in

the dataset. In this step, you calculate the distance between objects using
the pdist function. The pdist function supports many different ways to
compute this measurement. See the section Finding the Similarities
Between Objects for more information.
2 Group the objects into a binary, hierarchical cluster tree. In this step,

you link together pairs of objects that are in close proximity using the
linkage function. The linkage function uses the distance information
generated in step 1 to determine the proximity of objects to each other. As
objects are paired into binary clusters, the newly formed clusters are
grouped into larger clusters until a hierarchical tree is formed. See the
section Defining the Links Between Objects for more information.
3 Determine where to divide the hierarchical tree into clusters. In this

step, you divide the objects in the hierarchical tree into clusters using the
cluster function. The cluster function can create clusters by detecting

1-50

Cluster Analysis

natural groupings in the hierarchical tree or by cutting off the hierarchical

tree at an arbitrary point. See the section Creating Clusters for more
information.
The following sections provide more information about each of these steps.

Note The Statistics Toolbox includes a convenience function, clusterdata,

which performs all these steps for you. You do not need to execute the pdist,
linkage, or cluster functions separately. However, the clusterdata function
does not give you access to the options each of the individual routines offers.
For example, if you use the pdist function, you can choose the distance
calculation method.

Finding the Similarities Between Objects

You use the pdist function to calculate the distance between every pair of
objects in a dataset. For a dataset made up of m objects, there are
m ( m 1 ) 2 pairs in the dataset. The result of this computation is commonly
known as a similarity matrix (or dissimilarity matrix).
There are many ways to calculate this distance information. By default, the
pdist function calculates the Euclidean distance between objects; however,
you can specify one of several other options. See pdist for more information.

Note You can optionally normalize the values in the dataset before
calculating the distance information. In a real world dataset, variables can be
measured against different scales. For example, one variable can measure IQ
test scores and another variable measure head circumference. These
discrepancies can distort the proximity calculations. Using the zscore
function, you can convert all the values in the dataset to use the same
proportional scale. See the zscore function for more information.

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Tutorial

For example, consider a data set, X, made up of five objects where each object
is a set of x,y coordinates.
Object

Value

2.5

4.5

1.5

2.5

You can define this dataset as a matrix, X = [1 2;2.5 4.5;2 2;4 1.5;4 2.5],
and pass it to pdist. The pdist function calculates the distance between object
1 and object 2, object 1 and object 3, and so on until the distances between all
the pairs have been calculated. The following figure plots these objects in a
graph. The distance between object 2 and object 3 is shown to illustrate one
interpretation of distance.

5
2
4

distance
3
5
2

1
1

1-52

Cluster Analysis

Returning Distance Information

The pdist function returns this distance information in a vector, Y, where each
element contains the distance between a pair of objects.
Y = pdist(X)
Y =
Columns 1 through 7
2.9155
1.0000
3.0414
3.0414
Columns 8 through 10
2.0616
2.0616
1.0000

2.5495

3.3541

2.5000

To make it easier to see the relationship between the distance information

generated by pdist and the objects in the original dataset, you can reformat
the distance vector into a matrix using the squareform function. In this matrix,
element i,j corresponds to the distance between object i and object j in the
original dataset. In the following example, element 1,1 represents the distance
between object 1 and itself (which is zero). Element 1,2 represents the distance
between object 1 and object 2, and so on.
squareform(Y)
ans =
0
2.9155
1.0000
3.0414
3.0414

2.9155
0
2.5495
3.3541
2.5000

1.0000
2.5495
0
2.0616
2.0616

3.0414
3.3541
2.0616
0
1.0000

3.0414
2.5000
2.0616
1.0000
0

Defining the Links Between Objects

Once the proximity between objects in the dataset has been computed, you can
determine which objects in the data set should be grouped together into
clusters, using the linkage function. The linkage function takes the distance
information generated by pdist and links pairs of objects that are close
together into binary clusters (clusters made up of two objects). The linkage
function then links these newly formed clusters to other objects to create bigger
clusters until all the objects in the original data set are linked together in a
hierarchical tree.

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Tutorial

For example, given the distance vector, Y, generated by pdist from the sample
dataset of x and y coordinates, the linkage function generates a hierarchical
cluster tree, returning the linkage information in a matrix, Z.
Z = linkage(Y)
Z =
1.0000
3.0000
4.0000
5.0000
6.0000
7.0000
8.0000
2.0000

1.0000
1.0000
2.0616
2.5000

In this output, each row identifies a link. The first two columns identify the
objects that have been linked, that is, object 1, object 2, and so on. The third
column contains the distance between these objects. For the sample dataset of
x and y coordinates, the linkage function begins by grouping together objects
1 and 3, which have the closest proximity (distance value = 1.0000). The
linkage function continues by grouping objects 4 and 5, which also have a
distance value of 1.0000.
The third row indicates that the linkage function grouped together objects 6
and 7. If our original sample dataset contained only 5 objects, what are objects
6 and 7? Object 6 is the newly formed binary cluster created by the grouping of
objects 1 and 3. When the linkage function groups two objects together into a
new cluster, it must assign the cluster a unique index value, starting with the
value m+1, where m is the number of objects in the original dataset. (Values 1
through m are already used by the original dataset.) Object 7 is the index for
the cluster formed by objects 4 and 5.
As the final cluster, the linkage function grouped object 8, the newly formed
cluster made up of objects 6 and 7, with object 2 from the original dataset. The

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Cluster Analysis

following figure graphically illustrates the way linkage groups the objects into
a hierarchy of clusters.

5
2
4
8
3

6
1

5
4

1
1

The hierarchical, binary cluster tree created by the linkage function is most
easily understood when viewed graphically. The Statistics Toolbox includes the
dendrogram function that plots this hierarchical tree information as a graph,
as in the following example.
dendrogram(Z)
2.5

1.5

0.5

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Tutorial

In the figure, the numbers along the horizontal axis represent the indices of the
objects in the original dataset. The links between objects are represented as
upside down U-shaped lines. The height of the U indicates the distance
between the objects. For example, the link representing the cluster containing
objects 1 and 3 has a height of 1. For more information about creating a
dendrogram diagram, see the dendrogram function reference page.

Evaluating Cluster Formation

After linking the objects in a dataset into a hierarchical cluster tree, you may
want to verify that the tree represents significant similarity groupings. In
addition, you may want more information about the links between the objects.
The Statistics Toolbox provides functions to perform both these tasks.

Verifying the Cluster Tree

One way to measure the validity of the cluster information generated by the
linkage function is to compare it with the original proximity data generated by
the pdist function. If the clustering is valid, the linking of objects in the cluster
tree should have a strong correlation with the distances between objects in the
distance vector. The cophenet function compares these two sets of values and
computes their correlation, returning a value called the cophenetic correlation
coefficient. The closer the value of the cophenetic correlation coefficient is to 1,
the better the clustering solution.
You can use the cophenetic correlation coefficient to compare the results of
clustering the same dataset using different distance calculation methods or
clustering algorithms.
For example, you can use the cophenet function to evaluate the clusters
created for the sample dataset
c = cophenet(Z,Y)
c =
0.8573

where Z is the matrix output by the linkage function and Y is the distance
vector output by the pdist function.

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Cluster Analysis

Execute pdist again on the same dataset, this time specifying the City Block
metric. After running the linkage function on this new pdist output, use the
cophenet function to evaluate the clustering using a different distance metric.
c = cophenet(Z,Y)
c =

0.9289
The cophenetic correlation coefficient shows a stronger correlation when the
City Block metric is used.

Getting More Information about Cluster Links

One way to determine the natural cluster divisions in a dataset is to compare
the length of each link in a cluster tree with the lengths of neighboring links
below it in the tree.
If a link is approximately the same length as neighboring links, it indicates
that there are similarities between the objects joined at this level of the
hierarchy. These links are said to exhibit a high level of consistency.
If the length of a link differs from neighboring links, it indicates that there are
dissimilarities between the objects at this level in the cluster tree. This link is
said to be inconsistent with the links around it. In cluster analysis,
inconsistent links can indicate the border of a natural division in a dataset. The
cluster function uses a measure of inconsistency to determine where to divide
a dataset into clusters. (See Creating Clusters for more information.)
To illustrate, the following example creates a dataset of random numbers with
three deliberate natural groupings. In the dendrogram, note how the objects
tend to collect into three groups. These three groups are then connected by
three longer links. These longer links are inconsistent when compared with the
links below them in the hierarchy.

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Tutorial

rand('seed',3)
X = [rand(10,2)+1;rand(10,2)+2;rand(10,2)+3];
Y = pdist(X);
Z = linkage(Y);
dendrogram(Z);
These links show inconsistency, when compared to links below them.

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
23 25 29 30 27 28 26 24 21 22 11 12 15 13 16 18 20 14 17 19 1 2 7 3 6 8 9 10 4 5

These links show consistency

The relative consistency of each link in a hierarchical cluster tree can be

quantified and expressed as the inconsistency coefficient. This value compares
the length of a link in a cluster hierarchy with the average length of
neighboring links. If the object is consistent with those around it, it will have a
low inconsistency coefficient. If the object is inconsistent with those around it,
it will have a higher inconsistency coefficient.
To generate a listing of the inconsistency coefficient for each link the cluster
tree, use the inconsistent function. The inconsistent function compares

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Cluster Analysis

each link in the cluster hierarchy with adjacent links two levels below it in the
cluster hierarchy. This is called the depth of the comparison. Using the
inconsistent function, you can specify other depths. The objects at the bottom
of the cluster tree, called leaf nodes, that have no further objects below them,
have an inconsistency coefficient of zero.
For example, returning to the sample dataset of x and y coordinates, lets use
the inconsistent function to calculate the inconsistency values for the links
created by the linkage function, described in Defining the Links Between
Objects on page 1-53.
I = inconsistent(Z)
I =
1.0000
0
1.0000
0
1.3539
0.8668
2.2808
0.3100

1.0000
1.0000
3.0000
2.0000

0
0
0.8165
0.7071

The inconsistent function returns data about the links in an m-1 by 4 matrix
where each column provides data about the links.
Column

Description

Mean of the lengths of all the links included in the calculation.

Standard deviation of all the links included in the calculation.

Number of links included in the calculation.

Inconsistency coefficient.

In the sample output, the first row represents the link between objects 1 and 3.
(This cluster is assigned the index 6 by the linkage function.) Because this a
leaf node, the inconsistency coefficient is zero. The second row represents the
link between objects 4 and 5, also a leaf node. (This cluster is assigned the
index 7 by the linkage function.)
The third row evaluates the link that connects these two leaf nodes, objects 6
and 7. (This cluster is called object 8 in the linkage output). Column three
indicates that three links are considered in the calculation: the link itself and
the two links directly below it in the hierarchy. Column one represents the
mean of the lengths of these links. The inconsistent function uses the length

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Tutorial

information output by the linkage function to calculate the mean. Column two
represents the standard deviation between the links. The last column contains
the inconsistency value for these links, 0.8165.
The following figure illustrates the links and lengths included in this
calculation.
2.5
Link 1
Link 2
2

Link 3

1.5

Lengths

0.5

Row four in the output matrix describes the link between object 8 and object 2.
Column three indicates that two links are included in this calculation: the link
itself and the link directly below it in the hierarchy. The inconsistency
coefficient for this link is 0.7071.

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Cluster Analysis

The following figure illustrates the links and lengths included in this
calculation.
Link 1

2.5

Link 2
2

1.5
Lengths
1

0.5

Creating Clusters
After you create the hierarchical tree of binary clusters, you can divide the
hierarchy into larger clusters using the cluster function. The cluster
function lets you create clusters in two ways:
By finding the natural divisions in the original data set
By specifying an arbitrary number of clusters

Finding the Natural Divisions in the Dataset

In the hierarchical cluster tree, the dataset may naturally align itself into
clusters. This can be particularly evident in a dendrogram diagram where
groups of objects are densely packed in certain areas and not in others. The
inconsistency coefficient of the links in the cluster tree can identify these points
where the similarities between objects change. (See Evaluating Cluster
Formation for more information about the inconsistency coefficient.) You can
use this value to determine where the cluster function draws cluster
boundaries.

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Tutorial

For example, if you use the cluster function to group the sample dataset into
clusters, specifying an inconsistency coefficient threshold of 0.9 as the value of
the cutoff argument, the cluster function groups all the objects in the sample
dataset into one cluster. In this case, none of the links in the cluster hierarchy
had an inconsistency coefficient greater than 0.9.
T = cluster(Z,0.9)
T =
1
1
1
1
1

The cluster function outputs a vector, T, that is the same size as the original
dataset. Each element in this vector contains the number of the cluster into
which the corresponding object from the original data set was placed.
If you lower the inconsistency coefficient threshold to 0.8, the cluster function
divides the sample dataset into three separate clusters.
T = cluster(Z,0.8)
T =
1
3
1
2
2

This output indicates that objects 1 and 3 were placed in cluster 1, objects 4 and
5 were placed in cluster 2, and object 2 was placed in cluster 3.

Specifying Arbitrary Clusters

Instead of letting the cluster function create clusters determined by the
natural divisions in the data set, you can specify the number of clusters you
want created. In this case, the value of the cutoff argument specifies the point
in the cluster hierarchy at which to create the clusters.

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Cluster Analysis

For example, you can specify that you want the cluster function to divide the
sample dataset into two clusters. In this case, the cluster function creates one
cluster containing objects 1, 3, 4, and 5 and another cluster containing object 2.
T = cluster(Z,2)
T =
1
2
1
1
1

To help you visualize how the cluster function determines how to create these
clusters, the following figure shows the dendrogram of the hierarchical cluster
tree. When you specify a value of 2, the cluster function draws an imaginary
horizontal line across the dendrogram that bisects two vertical lines. All the
objects below the line belong to one of these two clusters.
2.5

cutoff = 2
2

1.5

0.5

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Tutorial

If you specify a cutoff value of 3, the cluster function cuts off the hierarchy
at a lower point, bisecting three lines.
T = cluster(Z,3)
T =
1
3
1
2
2

This time, objects 1 and 3 are grouped in a cluster, objects 4 and 5 are grouped
in a cluster and object 2 is placed into a cluster, as seen in the following figure.
2.5

cutoff = 3
1.5

0.5

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Linear Models

Linear Models
Linear models are problems that take the form
y = X +
where:
y is an n by 1 vector of observations.
X is the n by p design matrix for the model.
is a p by 1 vector of parameters.
is an n by 1 vector of random disturbances.
One-way analysis of variance (ANOVA), two-way ANOVA, polynomial
regression, and multiple linear regression are specific cases of the linear model.

One-Way Analysis of Variance (ANOVA)

The purpose of a one-way ANOVA is to find out whether data from several
groups have a common mean. That is, to determine whether the groups are
actually different in the measured characteristic.
One-way ANOVA is a simple special case of the linear model. The one-way
ANOVA form of the model is
y ij = .j + ij
where:
yij is a matrix of observations.
.j is a matrix whose columns are the group means. (The dot j notation
means that applies to all rows of the jth column.)
ij is a matrix of random disturbances.
The model posits that the columns of y are a constant plus a random
disturbance. You want to know if the constants are all the same.
The data below comes from a study by Hogg and Ledolter (1987) of bacteria
counts in shipments of milk. The columns of the matrix hogg represent
different shipments. The rows are bacteria counts from cartons of milk chosen

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Tutorial

randomly from each shipment. Do some shipments have higher counts than
others?
load hogg
p = anova1(hogg)
p =
1.1971e04
hogg
hogg =
24
15
21
27
33
23

14
7
12
17
14
16

11
9
7
13
12
18

7
7
4
7
12
18

19
24
19
15
10
20

The standard ANOVA table has columns for the sums of squares, degrees of
freedom, mean squares (SS/df), and F statistic.
ANOVA Table
Source
Columns
Error
Total

SS
803
557.2
1360

df
4
25
29

MS
200.7
22.29

F
9.008

You can use the F statistic to do a hypothesis test to find out if the bacteria
counts are the same. anova1 returns the p-value from this hypothesis test.
In this case the p-value is about 0.0001, a very small value. This is a strong
indication that the bacteria counts from the different tankers are not the same.
An F statistic as extreme as the observed F would occur by chance only once in
10,000 times if the counts were truly equal.
The p-value returned by anova1 depends on assumptions about the random
disturbances in the model equation. For the p-value to be correct, these

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Linear Models

disturbances need to be independent, normally distributed and have constant

variance.
You can get some graphic assurance that the means are different by looking at
the box plots in the second figure window displayed by anova1.
30
Values

25
20
15
10
5
1

Column Number

Since the notches in the box plots do not all overlap, this is strong confirming
evidence that the column means are not equal.

Two-Way Analysis of Variance (ANOVA)

The purpose of two-way ANOVA is to find out whether data from several
groups have a common mean. One-way ANOVA and two-way ANOVA differ in
that the groups in two-way ANOVA have two categories of defining
characteristics instead of one.
Suppose an automobile company has two factories that both make three models
of car. It is reasonable to ask if the gas mileage in the cars varies from factory
to factory as well as model to model.
There could be an overall difference in mileage due to a difference in the
production methods between factories. There is probably a difference in the
mileage of the different models (irrespective of the factory) due to differences
in design specifications. These effects are called additive.
Finally, a factory might make high mileage cars in one model (perhaps because
of a superior production line), but not be different from the other factory for
other models. This effect is called an interaction. It is impossible to detect an
interaction unless there are duplicate observations for some combination of
factory and car model.

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Tutorial

Two-way ANOVA is a special case of the linear model. The two-way ANOVA
form of the model is
y ijk = + .j + i. + ij + ijk
where:
yijk is a matrix of observations.
is a constant matrix of the overall mean.
.j is a matrix whose columns are the group means (the rows of sum to 0).
i. is a matrix whose rows are the group means (the columns of sum to 0).
ij is a matrix of interactions (the rows and columns of sum to zero).
ijk is a matrix of random disturbances.
The purpose of the example is to determine the effect of car model and factory
on the mileage rating of cars.
load mileage
mileage
mileage =
33.3000
33.4000
32.9000
32.6000
32.5000
33.0000

34.5000
34.8000
33.8000
33.4000
33.7000
33.9000

37.4000
36.8000
37.6000
36.6000
37.0000
36.7000

cars = 3;
p = anova2(mileage,cars)
p =
0.0000

0.0039

0.8411

There are three models of cars (columns) and two factories (rows). The reason
there are six rows instead of two is that each factory provides three cars of each
model for the study. The data from the first factory is in the first three rows,
and the data from the second factory is in the last three rows.

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Linear Models

The standard ANOVA table has columns for the sums of squares, degrees of
freedom, mean squares (SS/df), and F statistics.
ANOVA Table
Source
SS
Columns
53.35
Rows
1.445
Interaction 0.04
Error
1.367
Total
56.2

df
2
1
2
12
17

MS
F
26.68 234.2
1.445 12.69
0.02 0.1756
0.1139

You can use the F statistics to do hypotheses tests to find out if the mileage is
the same across models, factories, and model-factory pairs (after adjusting for
the additive effects). anova2 returns the p-value from these tests.
The p-value for the model effect is zero to four decimal places. This is a strong
indication that the mileage varies from one model to another. An F statistic as
extreme as the observed F would occur by chance less than once in 10,000 times
if the gas mileage were truly equal from model to model.
The p-value for the factory effect is 0.0039, which is also highly significant.
This indicates that one factory is out-performing the other in the gas mileage
of the cars it produces. The observed p-value indicates that an F statistic as
extreme as the observed F would occur by chance about four out of 1000 times
if the gas mileage were truly equal from factory to factory.
There does not appear to be any interaction between factories and models. The
p-value, 0.8411, means that the observed result is quite likely (84 out 100
times) given that there is no interaction.
The p-values returned by anova2 depend on assumptions about the random
disturbances in the model equation. For the p-values to be correct these
disturbances need to be independent, normally distributed and have constant
variance.

Multiple Linear Regression

The purpose of multiple linear regression is to establish a quantitative
relationship between a group of predictor variables (the columns of X) and a
response, y. This relationship is useful for:

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Tutorial

Understanding which predictors have the most effect.

Knowing the direction of the effect (i.e., increasing x increases/decreases y).
Using the model to predict future values of the response when only the
predictors are currently known.
The linear model takes its common form
y = X +
where:
y is an n by 1 vector of observations.
X is an n by p matrix of regressors.
is a p by 1 vector of parameters.
is an n by 1 vector of random disturbances.
The solution to the problem is a vector, b, which estimates the unknown vector
of parameters, . The least-squares solution is:
1

b = = ( X'X ) X'y
This equation is useful for developing later statistical formulas, but has poor
numeric properties. regress uses QR decomposition of X followed by the
backslash operator to compute b. The QR decomposition is not necessary for
computing b, but the matrix, R, is useful for computing confidence intervals.
You can plug b back into the model formula to get the predicted y values at the
data points.
y = Xb = Hy
1

H = X ( X'X ) X'
Statisticians use a hat (circumflex) over a letter to denote an estimate of a
parameter or a prediction from a model. The projection matrix H, is called the
hat matrix, because it puts the hat on y.

The residuals are the difference between the observed and predicted y values.
r = y y = ( I H ) y

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Linear Models

The residuals are useful for detecting failures in the model assumptions, since
they correspond to the errors, , in the model equation. By assumption, these
errors each have independent normal distributions with mean zero and a
constant variance.
The residuals, however, are correlated and have variances that depend on the
locations of the data points. It is a common practice to scale (Studentize) the
residuals so they all have the same variance.
In the equation below, the scaled residual, ti, has a Students t distribution with
(np) degrees of freedom.
ri
t i = --------------------------- ( i ) 1 h i
where:
2

(i)

2
ri
r
= ---------------------- ----------------------------------------------n p 1 ( n p 1 ) ( 1 hi )

ti is the scaled residual for the ith data point.

ri is the raw residual for the ith data point.
n is the sample size.
p is the number of parameters in the model.
hi is the ith diagonal element of H.
The left-hand side of the second equation is the estimate of the variance of the
errors excluding the ith data point from the calculation.
A hypothesis test for outliers involves comparing ti with the critical values of
the t distribution. If ti is large, this casts doubt on the assumption that this
residual has the same variance as the others.
A confidence interval for the mean of each error is:
ci = ri t

( i )
1
---,

1 hi

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Tutorial

Confidence intervals that do not include zero are equivalent to rejecting the
hypothesis (at a significance probability of ) that the residual mean is zero.
Such confidence intervals are good evidence that the observation is an outlier
for the given model.

Example
The example comes from Chatterjee and Hadi (1986) in a paper on regression
diagnostics. The dataset (originally from Moore (1975)) has five predictor
variables and one response.
load moore
X = [ones(size(moore,1),1) moore(:,1:5)];

The matrix, X, has a column of ones, then one column of values for each of the
five predictor variables. The column of ones is necessary for estimating the
y-intercept of the linear model.
y = moore(:,6);
[b,bint,r,rint,stats] = regress(y,X);

The y-intercept is b(1), which corresponds to the column index of the column
of ones.
stats
stats =
0.8107

11.9886

0.0001

The elements of the vector stats are the regression R2 statistic, the F statistic
(for the hypothesis test that all the regression coefficients are zero), and the
p-value associated with this F statistic.

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Linear Models

R2 is 0.8107 indicating the model accounts for over 80% of the variability in the
observations. The F statistic of about 12 and its p-value of 0.0001 indicate that
it is highly unlikely that all of the regression coefficients are zero.
rcoplot(r,rint)

Residuals

0.5
0
-0.5

10
Case Number

15

20

The plot shows the residuals plotted in case order (by row). The 95% confidence
intervals about these residuals are plotted as error bars. The first observation
is an outlier since its error bar does not cross the zero reference line.

Quadratic Response Surface Models

Response Surface Methodology (RSM) is a tool for understanding the
quantitative relationship between multiple input variables and one output
variable.
Consider one output, z, as a polynomial function of two inputs, x and y..z = f(x,y)
describes a two dimensional surface in the space (x,y,z). Of course, you can have
as many input variables as you want and the resulting surface becomes a
hyper-surface.
For three inputs (x1, x2, x3) the equation of a quadratic response surface is:
y = b0 + b1x1 + b2x2 + b3x3 + ... (linear terms)
b12x1x2 + b13x1x3 + b23x2x3 + ... (interaction terms)
b11x12 + b22x22 + b33x32

(quadratic terms)

It is difficult to visualize a k-dimensional surface in k+1 dimensional space

when k>2. The function rstool is a GUI designed to make this visualization
more intuitive.

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Tutorial

Exploring Graphs of Multidimensional Polynomials

The function rstool is useful for fitting response surface models. The purpose
of rstool is larger than just fitting and prediction for polynomial models. This
GUI provides an environment for exploration of the graph of a
multidimensional polynomial.
You can learn about rstool by trying the commands below. The chemistry
behind the data in reaction.mat deals with reaction kinetics as a function of
the partial pressure of three chemical reactants: hydrogen, n-pentane, and
isopentane.
load reaction
rstool(reactants,rate,'quadratic',0.01,xn,yn)

You will see a vector of three plots. The dependent variable of all three plots
is the reaction rate. The first plot has hydrogen as the independent variable.
The second and third plots have n-pentane and isopentane respectively.
Each plot shows the fitted relationship of the reaction rate to the independent
variable at a fixed value of the other two independent variables. The fixed
value of each independent variable is in an editable text box below each axis.
You can change the fixed value of any independent variable by either typing a
new value in the box or by dragging any of the 3 vertical lines to a new position.
When you change the value of an independent variable, all the plots update to
show the current picture at the new point in the space of the independent
variables.
Note that while this example only uses three reactants, rstool can
accommodate an arbitrary number of independent variables. Interpretability
may be limited by the size of the monitor for large numbers of inputs.
The GUI also has two pop-up menus. The Export menu facilitates saving
various important variables in the GUI to the base workspace. Below the
Export menu there is another menu that allows you to change the order of the
polynomial model from within the GUI. If you used the commands above, this
menu will have the string Full Quadratic. Other choices are:
Linear has the constant and first order terms only.
Pure Quadratic includes constant, linear and squared terms.
Interactions includes constant, linear, and cross product terms.

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Linear Models

Stepwise Regression
Stepwise regression is a technique for choosing the variables to include in a
multiple regression model. Forward stepwise regression starts with no model
terms. At each step it adds the most statistically significant term (the one with
the highest F statistic or lowest p-value) until there are none left. Backward
stepwise regression starts with all the terms in the model and removes the
least significant terms until all the remaining terms are statistically
significant. It is also possible to start with a subset of all the terms and then
add significant terms or remove insignificant terms.
An important assumption behind the method is that some input variables in a
multiple regression do not have an important explanatory effect on the
response. If this assumption is true, then it is a convenient simplification to
keep only the statistically significant terms in the model.
One common problem in multiple regression analysis is multicollinearity of the
input variables. The input variables may be as correlated with each other as
they are with the response. If this is the case, the presence of one input variable
in the model may mask the effect of another input. Stepwise regression used as
a canned procedure is a dangerous tool because the resulting model may
include different variables depending on the choice of starting model and
inclusion strategy.
The Statistics Toolbox uses an interactive graphical user interface (GUI) to
provide a more understandable comparison of competing models. You can
explore the GUI using the Hald (1960) data set. Here are the commands to get
started.
load hald
stepwise(ingredients,heat)

The Hald data come from a study of the heat of reaction of various cement
mixtures. There are 4 components in each mixture, and the amount of heat
produced depends on the amount of each ingredient in the mixture.

Stepwise Regression Interactive GUI

The interface consists of three interactively linked figure windows:
The Stepwise Regression Plot
The Stepwise Regression Diagnostics Table
The Stepwise History Plot

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Tutorial

All three windows have hot regions. When your mouse is above one of these
regions, the pointer changes from an arrow to a circle. Clicking on this point
initiates some activity in the interface.

Stepwise Regression Plot

This plot shows the regression coefficient and confidence interval for every
term (in or out of the model). The green lines represent terms in the model
while red lines indicate that the term is not currently in the model.
Statistically significant terms are solid lines. Dotted lines show that the fitted
coefficient is not significantly different from zero.
Clicking on a line in this plot toggles its state. That is, a term in the model
(green line) gets removed (turns red), and terms out of the model (red line)
enter the model (turn green).
The coefficient for a term out of the model is the coefficient resulting from
adding that term to the current model.
Scale Inputs. Pressing this button centers and normalizes the columns of the
input matrix to have a standard deviation of one.
Export. This pop-up menu allows you to export variables from the stepwise
function to the base workspace.
Close. The Close button removes all the figure windows.

Stepwise Regression Diagnostics Figure

This table is a quantitative view of the information in the Stepwise Regression
Plot. The table shows the Hald model with the second and third terms removed.

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Linear Models

Confidence Intervals
Column #

Parameter

Lower

Upper

1.44

1.02

1.86

0.4161

-0.1602

0.9924

-0.41

-1.029

0.2086

-0.614

-0.7615

-0.4664

RMSE
2.734

R-square
0.9725

176.6

1.581e-08

Coefficients and Confidence Intervals. The table at the top of the figure shows the
regression coefficient and confidence interval for every term (in or out of the
model.) The green rows in the table (on your monitor) represent terms in the
model while red rows indicate terms not currently in the model.

Clicking on a row in this table toggles the state of the corresponding term. That
is, a term in the model (green row) gets removed (turns red), and terms out of
the model (red rows) enter the model (turn green).
The coefficient for a term out of the model is the coefficient resulting from
adding that term to the current model.
Additional Diagnostic Statistics. There are also several diagnostic statistics at the

bottom of the table:

RMSE - the root mean squared error of the current model.
R-square - the amount of response variability explained by the model.
F - the overall F statistic for the regression.
P - the associated significance probability.
Close Button. Shuts down all windows.
Help Button. Activates online help.

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Tutorial

Stepwise History. This plot shows the RMSE and a confidence interval for every
model generated in the course of the interactive use of the other windows.
Recreating a Previous Model. Clicking on one of these lines re-creates the current
model at that point in the analysis using a new set of windows. You can thus
compare the two candidate models directly.

1-78

Nonlinear Regression Models

Nonlinear Regression Models

Response Surface Methodology (RSM) is an empirical modeling approach using
polynomials as local approximations to the true input/output relationship. This
empirical approach is often adequate for process improvement in an industrial
setting.
In scientific applications there is usually relevant theory that allows us to
make a mechanistic model. Often such models are nonlinear in the unknown
parameters. Nonlinear models are more difficult to fit, requiring iterative
methods that start with an initial guess of the unknown parameters. Each
iteration alters the current guess until the algorithm converges.

Mathematical Form
The Statistics Toolbox has functions for fitting nonlinear models of the form
y = f ( X, ) +
where:
y is an n by 1 vector of observations.
f is any function of X and .
X is an n by p matrix of input variables.
is a p by 1 vector of unknown parameters to be estimated.
is an n by 1 vector of random disturbances.

Nonlinear Modeling Example

The Hougen-Watson model (Bates and Watts 1988) for reaction kinetics is one
specific example of this type. The form of the model is:
1 x2 x3 5
rate = -----------------------------------------------------------------------1 + 2 x1 + 3 x2 + 4 x 3
where 1, 2,...,5 are the unknown parameters, and x1, x2, and x3 are the three
input variables. The three inputs are hydrogen, n-pentane, and isopentane. It
is easy to see that the parameters do not enter the model linearly.

1-79

Tutorial

The file reaction.mat contains simulated data from this reaction.

load reaction
who
Your variables are:
beta
model

rate
reactants

xn
yn

where:
rate is a vector of observed reaction rates 13 by 1.
reactants is a three column matrix of reactants 13 by 3.
beta is vector of initial parameter estimates 5 by 1.
'model' is a string containing the nonlinear function name.
'xn' is a string matrix of the names of the reactants.
'yn' is a string containing the name of the response.

Fitting the Hougen-Watson Model

The Statistics Toolbox provides the function nlinfit for finding parameter
estimates in nonlinear modeling. nlinfit returns the least-squares parameter
estimates. That is, it finds the parameters that minimize the sum of the
squared differences between the observed responses and their fitted values. It
uses the Gauss-Newton algorithm with Levenberg-Marquardt modifications
for global convergence.
nlinfit requires the input data, the responses, and an initial guess of the

unknown parameters. You must also supply a function that takes the input
data and the current parameter estimate and returns the predicted responses.
In MATLAB this is called a function function.

1-80

Nonlinear Regression Models

Here is the hougen function:

function yhat = hougen(beta,x)
%HOUGEN Hougen-Watson model for reaction kinetics.
%
YHAT = HOUGEN(BETA,X) gives the predicted values of the
%
reaction rate, YHAT, as a function of the vector of
%
parameters, BETA, and the matrix of data, X.
%
BETA must have 5 elements and X must have three
%
columns.
%
%
The model form is:
%
y = (b1*x2 - x3/b5)./(1+b2*x1+b3*x2+b4*x3)
%
%
Reference:
%
[1] Bates, Douglas, and Watts, Donald, "Nonlinear
%
Regression Analysis and Its Applications", Wiley
%
1988 p. 271-272.
%
%
b1
b2
b3
b4
b5

Copyright (c) 1993-97 by The MathWorks, Inc.

B.A. Jones 1-06-95.
=
=
=
=
=

beta(1);
beta(2);
beta(3);
beta(4);
beta(5);

x1 = x(:,1);
x2 = x(:,2);
x3 = x(:,3);

yhat = (b1*x2 - x3/b5)./(1+b2*x1+b3*x2+b4*x3);

1-81

Tutorial

To fit the reaction data, call the function nlinfit:

load reaction
betahat = nlinfit(reactants,rate,'hougen',beta)
betahat =
1.2526
0.0628
0.0400
0.1124
1.1914
nlinfit has two optional outputs. They are the residuals and Jacobian matrix
at the solution. The residuals are the differences between the observed and
fitted responses. The Jacobian matrix is the direct analog of the matrix, X, in
the standard linear regression model.

These outputs are useful for obtaining confidence intervals on the parameter
estimates and predicted responses.

Confidence Intervals on the Parameter Estimates

Using nlparci, form 95% confidence intervals on the parameter estimates,
betahat, from the reaction kinetics example.
[betahat,f,J] = nlinfit(reactants,rate,'hougen',beta);
betaci = nlparci(betahat,f,J)
betaci =
0.7467
0.0377
0.0312
0.0609
0.7381

1-82

3.2519
0.1632
0.1113
0.2857
3.1208

Nonlinear Regression Models

Confidence Intervals on the Predicted Responses

Using nlpredci, form 95% confidence intervals on the predicted responses
from the reaction kinetics example.
[yhat, delta] = nlpredci('hougen',reactants,betahat,f,J);
opd = [rate yhat delta]
opd =
8.5500
3.7900
4.8200
0.0200
2.7500
14.3900
2.5400
4.3500
13.0000
8.5000
0.0500
11.3200
3.1300

8.2937
3.8584
4.7950
0.0725
2.5687
14.2227
2.4393
3.9360
12.9440
8.2670
0.1437
11.3484
3.3145

0.9178
0.7244
0.8267
0.4775
0.4987
0.9666
0.9247
0.7327
0.7210
0.9459
0.9537
0.9228
0.8418

The matrix, opd, has the observed rates in column 1 and the predictions in
column 2. The 95% confidence interval is column 2 column 3. Note that the
confidence interval contains the observations in each case.

An Interactive GUI for Nonlinear Fitting and Prediction

The function nlintool for nonlinear models is a direct analog of rstool for
polynomial models. nlintool requires the same inputs as nlinfit. nlintool
calls nlinfit.
The purpose of nlintool is larger than just fitting and prediction for nonlinear
models. This GUI provides an environment for exploration of the graph of a
multidimensional nonlinear function.
If you have already loaded reaction.mat, you can start nlintool:
nlintool(reactants,rate,'hougen',beta,0.01,xn,yn)

1-83

Tutorial

You will see a vector of three plots. The dependent variable of all three plots
is the reaction rate. The first plot has hydrogen as the independent variable.
The second and third plots have n-pentane and isopentane respectively.
Each plot shows the fitted relationship of the reaction rate to the independent
variable at a fixed value of the other two independent variables. The fixed
value of each independent variable is in an editable text box below each axis.
You can change the fixed value of any independent variable by either typing a
new value in the box or by dragging any of the 3 vertical lines to a new position.
When you change the value of an independent variable, all the plots update to
show the current picture at the new point in the space of the independent
variables.
Note that while this example only uses three reactants, nlintool, can
accommodate an arbitrary number of independent variables. Interpretability
may be limited by the size of the monitor for large numbers of inputs.

1-84

Hypothesis Tests

Hypothesis Tests
A hypothesis test is a procedure for determining if an assertion about a
characteristic of a population is reasonable.
For example, suppose that someone says that the average price of a gallon of
regular unleaded gas in Massachusetts is $1.15. How would you decide
whether this statement is true? You could try to find out what every gas station
in the state was charging and how many gallons they were selling at that price.
That approach might be definitive, but it could end up costing more than the
information is worth.
A simpler approach is to find out the price of gas at a small number of randomly
chosen stations around the state and compare the average price to $1.15.
Of course, the average price you get will probably not be exactly $1.15 due to
variability in price from one station to the next. Suppose your average price
was $1.18. Is this three cent difference a result of chance variability, or is the
original assertion incorrect? A hypothesis test can provide an answer.

Terminology
To get started, there are some terms to define and assumptions to make.
The null hypothesis is the original assertion. In this case the null hypothesis
is that the average price of a gallon of gas is $1.15. The notation is H0: =
1.15.
There are three possibilities for the alternative hypothesis. You might only be
interested in the result if gas prices were actually higher. In this case, the
alternative hypothesis is H1: > 1.15. The other possibilities are H1: < 1.15
and H1: 1.15.
The significance level is related to the degree of certainty you require in order
to reject the null hypothesis in favor of the alternative. By taking a small
sample you cannot be certain about your conclusion. So you decide in
advance to reject the null hypothesis if the probability of observing your
sampled result is less than the significance level. For a typical significance
level of 5% the notation is = 0.05. For this significance level, the probability
of incorrectly rejecting the null hypothesis when it is actually true is 5%. If
you need more protection from this error, then choose a lower value of .

1-85

Tutorial

The p-value is the probability of observing the given sample result under the
assumption that the null hypothesis is true. If the p-value is less than , then
you reject the null hypothesis. For example, if = 0.05 and the p-value is
0.03, then you reject the null hypothesis.
The converse is not true. If the p-value is greater than , you do not accept
the null hypothesis. You just have insufficient evidence to reject the null
hypothesis (which is the same for practical purposes).
The outputs for the hypothesis test functions also include confidence
intervals. Loosely speaking, a confidence interval is a range of values that
have a chosen probability of containing the true hypothesized quantity.
Suppose, in our example, 1.15 is inside a 95% confidence interval for the
mean, . That is equivalent to being unable to reject the null hypothesis at a
significance level of 0.05. Conversely if the 100(1 ) confidence interval
does not contain 1.15, then you reject the null hypothesis at the level of
significance.

Assumptions
The difference between hypothesis test procedures often arises from
differences in the assumptions that the researcher is willing to make about the
data sample. The Z-test assumes that the data represents independent
samples from the same normal distribution and that you know the standard
deviation, . The t-test has the same assumptions except that you estimate the
standard deviation using the data instead of specifying it as a known quantity.
Both tests have an associated signal-to-noise ratio:
x
z = -----------

or
n

where x =

x
T = -----------s
xi

---ni=1

The signal is the difference between the average and the hypothesized mean.
The noise is the standard deviation posited or estimated.
If the null hypothesis is true, then Z has a standard normal distribution,
N(0,1). T has a Students t distribution with the degrees of freedom, , equal to
one less than the number of data values.

1-86

Hypothesis Tests

Given the observed result for Z or T, and knowing their distribution assuming
the null hypothesis is true, it is possible to compute the probability (p-value) of
observing this result. If the p-value is very small, then that casts doubt on the
truth of the null hypothesis. For example, suppose that the p-value was 0.001,
meaning that the probability of observing the given Z (or T) was one in a
thousand. That should make you skeptical enough about the null hypothesis
that you reject it rather than believe that your result was just a lucky 999 to 1
shot.

Example
This example uses the gasoline price data in gas.mat. There are two samples
of 20 observed gas prices for the months of January and February 1993.
load gas
prices = [price1 price2]
prices =
119
117
115
116
112
121
115
122
116
118
109
112
119
112
117
113
114
109
109
118

118
115
115
122
118
121
120
122
120
113
120
123
121
109
117
117
120
116
118
125

1-87

Tutorial

Suppose it is historically true that the standard deviation of gas prices at gas
stations around Massachusetts is four cents a gallon. The Z-test is a procedure
for testing the null hypothesis that the average price of a gallon of gas in
January (price1) is $1.15.
[h,pvalue,ci] = ztest(price1/100,1.15,0.04)
h =
0
pvalue =
0.8668
ci =
1.1340

1.1690

The result of the hypothesis test is the boolean variable, h. When h = 0, you do
not reject the null hypothesis.
The result suggests that $1.15 is reasonable. The 95% confidence interval
[1.1340 1.1690] neatly brackets $1.15.
What about February? Try a t-test with price2. Now you are not assuming
that you know the standard deviation in price.
[h,pvalue,ci] = ttest(price2/100,1.15)
h =
1
pvalue =
4.9517e-04
ci =
1.1675

1-88

1.2025

Hypothesis Tests

With the boolean result, h = 1, you can reject the null hypothesis at the default
significance level, 0.05.
It looks like $1.15 is not a reasonable estimate of the gasoline price in
February. The low end of the 95% confidence interval is greater than 1.15.
The function ttest2 allows you to compare the means of the two data samples.
[h,sig,ci] = ttest2(price1,price2)
h =
1

sig =
0.0083

ci =
5.7845

0.9155

The confidence interval (ci above) indicates that gasoline prices were between
one and six cents lower in January than February.

1-89

Tutorial

The box plot gives the same conclusion graphically. Note that the notches have
little, if any, overlap. Refer to Statistical Plots for more information about box
plots.
boxplot(prices,1)
set(gca,'XtickLabel',str2mat('January','February'))
xlabel('Month')
ylabel('Prices ($0.01)')
125

Prices ($0.01)

120

115

110

January

February
Month

1-90

Multivariate Statistics

Multivariate Statistics
Multivariate statistics is an omnibus term for a number of different statistical
methods. The defining characteristic of these methods is that they all aim to
understand a data set by considering a group of variables together rather than
focusing on only one variable at a time.

Principal Components Analysis

One of the difficulties inherent in multivariate statistics is the problem of
visualizing multi-dimensionality. In MATLAB, the plot command displays a
graph of the relationship between two variables. The plot3 and surf
commands display different three-dimensional views. When there are more
than three variables, it stretches the imagination to visualize their
relationships.
Fortunately in data sets with many variables, groups of variables often move
together. One reason for this is that more than one variable may be measuring
the same driving principle governing the behavior of the system. In many
systems there are only a few such driving forces. But an abundance of
instrumentation allows us to measure dozens of system variables. When this
happens, we can take advantage of this redundancy of information. We can
simplify our problem by replacing a group of variables with a single new
variable.
Principal Components Analysis is a quantitatively rigorous method for
achieving this simplification. The method generates a new set of variables,
called principal components. Each principal component is a linear combination
of the original variables. All the principal components are orthogonal to each
other so there is no redundant information. The principal components as a
whole form an orthogonal basis for the space of the data.
There are an infinite number of ways to construct an orthogonal basis for
several columns of data. What is so special about the principal component
basis?
The first principal component is a single axis in space. When you project each
observation on that axis, the resulting values form a new variable. And the
variance of this variable is the maximum among all possible choices of the first
axis.

1-91

Tutorial

The second principal component is another axis in space, perpendicular to the

first. Projecting the observations on this axis generates another new variable.
The variance of this variable is the maximum among all possible choices of this
second axis.
The full set of principal components is as large as the original set of variables.
But, it is commonplace for the sum of the variances of the first few principal
components to exceed 80% of the total variance of the original data. By
examining plots of these few new variables, researchers often develop a deeper
understanding of the driving forces that generated the original data.

Example
Let us look at a sample application that uses nine different indices of the
quality of life in 329 U.S. cities. These are climate, housing, health, crime,
transportation, education, arts, recreation, and economics. For each index,
higher is better; so, for example, a higher index for crime means a lower crime
rate.
We start by loading the data in cities.mat.
load cities
whos
Name
categories
names
ratings

Size

Bytes

Class

9x14
329x43
329x9

252
28294
23688

char array
char array
double array

Grand total is 17234 elements using 52234 bytes

The whos command generates a table of information about all the variables in
the workspace. The cities data set contains three variables:
categories, a string matrix containing the names of the indices.
names, a string matrix containing the 329 city names.
ratings, the data matrix with 329 rows and 9 columns.

1-92

Multivariate Statistics

Lets look at the value of the categories variable:

categories
categories =
climate
housing
health
crime
transportation
education
arts
recreation
economics

Now, lets look at the first several rows of names variable, too.
first5 = names(1:5,:)
first5 =
Abilene, TX
Akron, OH
Albany, GA
Albany-Troy, NY
Albuquerque, NM

To get a quick impression of the ratings data, make a box plot.

boxplot(ratings,0,'+',0)
set(gca,'YTicklabel',categories)

1-93

Tutorial

These commands generate the plot below. Note that there is substantially more
variability in the ratings of the arts and housing than in the ratings of crime
and climate.
economics
recreation

Column Number

arts
education
transportation
crime
health
housing
climate
0

Values

5
x 104

Ordinarily you might also graph pairs of the original variables, but there are
36 two-variable plots. Maybe principal components analysis can reduce the
number of variables we need to consider.
Sometimes it makes sense to compute principal components for raw data. This
is appropriate when all the variables are in the same units. Standardizing the
data is reasonable when the variables are in different units or when the
variance of the different columns is substantial (as in this case).
You can standardize the data by dividing each column by its standard
deviation.
stdr = std(ratings);
sr = ratings./stdr(ones(329,1),:);

Now we are ready to find the principal components.

[pcs, newdata, variances, t2] = princomp(sr);

1-94

Multivariate Statistics

The Principal Components (First Output)

The first output of the princomp function, pcs, contains the nine principal
components. These are the linear combinations of the original variables that
generate the new variables.
Lets look at the first three principal component vectors.
p3 = pcs(:,1:3)
p3 =
0.2064
0.3565
0.4602
0.2813
0.3512
0.2753
0.4631
0.3279
0.1354

0.2178
0.2506
0.2995
0.3553
0.1796
0.4834
0.1948
0.3845
0.4713

0.6900
0.2082
0.0073
0.1851
0.1464
0.2297
0.0265
0.0509
0.6073

The largest weights in the first column (first principal component) are the third
and seventh elements corresponding to the variables, arts and health. All the
elements of the first principal component are the same sign, making it a
weighted average of all the variables.
To show the orthogonality of the principal components note that
premultiplying them by their transpose yields the identity matrix.
I = p3'*p3
I =
1.0000
0.0000
0.0000

0.0000
1.0000
0.0000

0.0000
0.0000
1.0000

The Component Scores (Second Output)

The second output, newdata, is the data in the new coordinate system defined
by the principal components. This output is the same size as the input data
matrix.

1-95

Tutorial

A plot of the first two columns of newdata shows the ratings data projected onto
the first two principal components.
plot(newdata(:,1),newdata(:,2),'+')
xlabel('1st Principal Component');
ylabel('2nd Principal Component');
4
3

2nd Principal Component

2
1
0
-1
-2
-3
-4
-4

-2

2
4
6
8
1st Principal Component

10

12

14

Note the outlying points in the upper right corner.

The function gname is useful for graphically identifying a few points in a plot
like this. You can call gname with a string matrix containing as many case
labels as points in the plot. The string matrix names works for labeling points
with the city names.
gname(names)

Move your cursor over the plot and click once near each point at the top right.
When you finish press the return key. Here is the resulting plot.

1-96

Multivariate Statistics

4
Chicago, IL

Washington, DC-MD-VA

New York, NY

2nd Principal Component

2
Boston, MA

1
0

Los Angeles, Long Beach, CA

-1

San Francisco, CA

-2
-3
-4
-4

-2

2
4
6
8
1st Principal Component

10

12

14

The labeled cities are the biggest population centers in the United States.
Perhaps we should consider them as a completely separate group. If we call
gname without arguments, it labels each point with its row number.

1-97

Tutorial

4
234

65
213

314

2nd Principal Component

2
43

1
0
179

-1

270

-2
-3
-4
-4

-2

2
4
6
8
1st Principal Component

10

12

14

We can create an index variable containing the row numbers of all the
metropolitan areas we chose.
metro = [43 65 179 213 234 270 314];
names(metro,:)
ans =
Boston, MA
Chicago, IL
Los Angeles, Long Beach, CA
New York, NY
Philadelphia, PA-NJ
San Francisco, CA
Washington, DC-MD-VA

1-98

Multivariate Statistics

To remove these rows from the ratings matrix:

rsubset = ratings;
nsubset = names;
nsubset(metro,:) = [];
rsubset(metro,:) = [];
size(rsubset)
ans =
322

To practice, repeat the analysis using the variable rsubset as the new data
matrix and nsubset as the string matrix of labels.

The Component Variances (Third Output)

The third output, variances, is a vector containing the variance explained by
the corresponding column of newdata.
variances
variances =
3.4083
1.2140
1.1415
0.9209
0.7533
0.6306
0.4930
0.3180
0.1204

1-99

Tutorial

You can easily calculate the percent of the total variability explained by each
principal component.
percent_explained = 100*variances/sum(variances)
percent_explained =
37.8699
13.4886
12.6831
10.2324
8.3698
7.0062
5.4783
3.5338
1.3378

1-100

Multivariate Statistics

A Scree plot is a pareto plot of the percent variability explained by each

principal component.
pareto(percent_explained)
xlabel('Principal Component')
ylabel('Variance Explained (%)')
100
90

Variance Explained (%)

80
70
60
50
40
30
20
10
0
1

3
4
5
Principal Component

We can see that the first three principal components explain roughly two thirds
of the total variability in the standardized ratings.

1-101

Tutorial

Hotellings T2 (Fourth Output)

The last output of the princomp function, t2, is Hotellings T2, a statistical
measure of the multivariate distance of each observation from the center of the
data set. This is an analytical way to find the most extreme points in the data.
[st2, index] = sort(t2); % Sort in ascending order.
st2 = flipud(st2); % Values in descending order.
index = flipud(index); % Indices in descending order.
extreme = index(1)
extreme =
213
names(extreme,:)
ans =
New York, NY

It is not surprising that the ratings for New York are the furthest from the
average U.S. town.

1-102

Statistical Plots

Statistical Plots
The Statistics Toolbox adds specialized plots to the extensive graphics
capabilities of MATLAB.
Box plots are graphs for data sample description. They are also useful for
graphic comparisons of the means of many samples (see the discussion of
one-way ANOVA on page 1-65).
Normal probability plots are graphs for determining whether a data sample
has normal distribution.
Quantile-quantile plots graphically compare the distributions of two
samples.
Weibull probability plots are graphs for assessing whether data comes from
a Weibull distribution.

Box Plots
The graph shows an example of a notched box plot.

Values

125
120
115
110
1
Column Number

This plot has several graphic elements:

The lower and upper lines of the box are the 25th and 75th percentiles of
the sample. The distance between the top and bottom of the box is the
interquartile range.
The line in the middle of the box is the sample median. If the median is not
centered in the box, that is an indication of skewness.
The whiskers are lines extending above and below the box. They show the
extent of the rest of the sample (unless there are outliers). Assuming no

1-103

Tutorial

outliers, the maximum of the sample is the top of the upper whisker. The
minimum of the sample is the bottom of the lower whisker. By default, an
outlier is a value that is more than 1.5 times the interquartile range away
from the top or bottom of the box.
The plus sign at the top of the plot is an indication of an outlier in the data.
This point may be the result of a data entry error, a poor measurement or a
change in the system that generated the data.
The notches in the box are a graphic confidence interval about the median
of a sample. Box plots do not have notches by default.
A side-by-side comparison of two notched box plots is the graphical equivalent
of a t-test. See the section Hypothesis Tests on page 1-85.

Normal Probability Plots

A normal probability plot is a useful graph for assessing whether data comes
from a normal distribution. Many statistical procedures make the assumption
that the underlying distribution of the data is normal, so this plot can provide
some assurance that the assumption of normality is not being violated or
provide an early warning of a problem with your assumptions.

1-104

Statistical Plots

This example shows a typical normal probability plot.

x = normrnd(10,1,25,1);
normplot(x)
Normal Probability Plot
0.99
0.98
0.95
0.90

Probability

0.75
0.50
0.25
0.10
0.05
0.02
0.01
8.5

9.5

10
10.5
Data

11

11.5

The plot has three graphic elements. The plus signs show the empirical
probability versus the data value for each point in the sample. The solid line
connects the 25th and 75th percentiles of the data and represents a robust
linear fit (i.e., insensitive to the extremes of the sample). The dashed line
extends the solid line to the ends of the sample.
The scale of the y-axis is not uniform. The y-axis values are probabilities and,
as such, go from zero to one. The distance between the tick marks on the y-axis
matches the distance between the quantiles of a normal distribution. The
quantiles are close together near the median (probability = 0.5) and stretch out
symmetrically moving away from the median. Compare the vertical distance
from the bottom of the plot to the probability 0.25 with the distance from 0.25
to 0.50. Similarly, compare the distance from the top of the plot to the
probability 0.75 with the distance from 0.75 to 0.50.

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Tutorial

If all the data points fall near the line, the assumption of normality is
reasonable. But, if the data is nonnormal, the plus signs may follow a curve, as
in the example using exponential data below.
x = exprnd(10,100,1);
normplot(x)
Normal Probability Plot
0.997

Probability

0.99
0.98
0.95
0.90
0.75
0.50
0.25
0.10
0.05
0.02
0.01
0.003
0

10

15

20

25
Data

30

35

40

45

This plot is clear evidence that the underlying distribution is not normal.

Quantile-Quantile Plots
A quantile-quantile plot is useful for determining whether two samples come
from the same distribution (whether normally distributed or not).

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Statistical Plots

The example shows a quantile-quantile plot of two samples from a Poisson

distribution.
x = poissrnd(10,50,1);
y = poissrnd(5,100,1);
qqplot(x,y);
12
10

Y Quantiles

8
6
4
2
0
-2
2

10

12

14

16

18

X Quantiles

Even though the parameters and sample sizes are different, the straight line
relationship shows that the two samples come from the same distribution.
Like the normal probability plot, the quantile-quantile plot has three graphic
elements. The pluses are the quantiles of each sample. By default the number
of pluses is the number of data values in the smaller sample. The solid line joins
the 25th and 75th percentiles of the samples. The dashed line extends the solid
line to the extent of the sample.

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Tutorial

The example below shows what happens when the underlying distributions are
not the same.
x = normrnd(5,1,100,1);
y = weibrnd(2,0.5,100,1);
qqplot(x,y);
16
14
12

Y Quantiles

10
8
6
4
2
0
-2
2

X Quantiles

These samples clearly are not from the same distribution.

It is incorrect to interpret a linear plot as a guarantee that the two samples
come from the same distribution. But, for assessing the validity of a statistical
procedure that depends on the two samples coming from the same distribution,
a linear quantile-quantile plot should be sufficient.

Weibull Probability Plots

A Weibull probability plot is a useful graph for assessing whether data comes
from a Weibull distribution. Many reliability analyses make the assumption
that the underlying distribution of the life times is Weibull, so this plot can
provide some assurance that this assumption is not being violated or provide
an early warning of a problem with your assumptions.
The scale of the y-axis is not uniform. The y-axis values are probabilities and,
as such, go from zero to one. The distance between the tick marks on the y-axis
matches the distance between the quantiles of a Weibull distribution.

1-108

Statistical Plots

If the data points (pluses) fall near the line, the assumption that the data come
from a Weibull distribution is reasonable.
This example shows a typical Weibull probability plot.
y = weibrnd(2,0.5,100,1);
weibplot(y)
Weibull Probability Plot
0.99
0.96
0.90
0.75

Probability

0.50
0.25
0.10
0.05
0.02
0.01
0.003
10-4

10-2
Data

100

1-109

Tutorial

Statistical Process Control (SPC)

SPC is an omnibus term for a number of methods for assessing and monitoring
the quality of manufactured goods. These methods are simple which makes
them easy to implement even in a production environment.

Control Charts
These graphs were popularized by Walter Shewhart in his work in the 1920s
at Western Electric. A control chart is a plot of a measurements over time with
statistical limits applied. Actually control chart is a slight misnomer. The chart
itself is actually a monitoring tool. The control activity may occur if the chart
indicates that the process is changing in an undesirable systematic direction.
The Statistics Toolbox supports three common control charts:
Xbar charts
S charts
Exponentially weighted moving average (EWMA) charts.

Xbar Charts
Xbar charts are a plot of the average of a sample of a process taken at regular
intervals. Suppose we are manufacturing pistons to a tolerance of 0.5

1-110

Statistical Process Control (SPC)

thousandths of an inch. We measure the runout (deviation from circularity in

thousandths of an inch) at four points on each piston.
load parts
conf = 0.99;
spec = [0.5 0.5];
xbarplot(runout,conf,spec)
Xbar Chart
0.6
USL

Measurements

0.4
21

0.2

25
26

UCL

0
-0.2

12

30

LCL

-0.4
LSL

10

20
Samples

30

40

The lines at the bottom and the top of the plot show the process specifications.
The central line is the average runout over all the pistons. The two lines
flanking the center line are the 99% statistical control limits. By chance only
one measurement in 100 should fall outside these lines. We can see that even
in this small run of 36 parts, there are several points outside the boundaries
(labeled by their observation numbers). This is an indication that the process
mean is not in statistical control. This might not be of much concern in practice,
since all the parts are well within specification.

S Charts
The S chart is a plot of the standard deviation of a process taken at regular
intervals. The standard deviation is a measure of the variability of a process.
So, the plot indicates whether there is any systematic change in the process

1-111

Tutorial

variability. Continuing with the piston manufacturing example, we can look at

the standard deviation of each set of 4 measurements of runout.
schart(runout)
S Chart
0.45
UCL

0.4

Standard Deviation

0.35
0.3
0.25
0.2
0.15
0.1
0.05
0 LCL
0

10

15
20
25
Sample Number

30

35

40

The average runout is about one ten-thousandth of an inch. There is no

indication of nonrandom variability.

EWMA Charts
The EWMA chart is another chart for monitoring the process average. It
operates on slightly different assumptions than the Xbar chart. The
mathematical model behind the Xbar chart posits that the process mean is
actually constant over time and any variation in individual measurements is
due entirely to chance.

1-112

Statistical Process Control (SPC)

The EWMA model is a little looser. Here we assume that the mean may be
varying in time. Here is an EWMA chart of our runout example. Compare this
with the plot on page 1-111.
ewmaplot(runout,0.5,0.01,spec)
Exponentially Weighted Moving Average (EWMA) Chart
0.5

USL

0.4
0.3
0.2
21

EWMA

0.1

2526

UCL

0
-0.1
-0.2
LCL

-0.3
-0.4
-0.5

LSL

10

15
20
25
Sample Number

30

35

40

Capability Studies
Before going into full-scale production, many manufacturers run a pilot study
to determine whether their process can actually build parts to the
specifications demanded by the engineering drawing.

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Tutorial

Using the data from these capability studies with a statistical model allows us
to get a preliminary estimate of the percentage of parts that will fall outside
the specifications.
[p, Cp, Cpk] = capable(mean(runout),spec)
p =
1.3940e09
Cp =
2.3950
Cpk =
1.9812

The result above shows that the probability (p = 1.3940e09) of observing an

unacceptable runout is extremely low. Cp and Cpk are two popular capability
indices.
Cp is the ratio of the range of the specifications to six times the estimate of the
process standard deviation.
USL LSL
C p = -------------------------------6
For a process that has its average value on target, a Cp of one translates to a
little more than one defect per thousand. Recently many industries have set a
quality goal of one part per million. This would correspond to a Cp = 1.6. The
higher the value of Cp the more capable the process.
Cpk is the ratio of difference between the process mean and the closer
specification limit to three times the estimate of the process standard
deviation.
USL LSL
C p k = min -----------------------, ----------------------
3
3
where the process mean is . For processes that do not maintain their average
on target, Cpk, is a more descriptive index of process capability.

1-114

Design of Experiments (DOE)

Design of Experiments (DOE)

There is a world of difference between data and information. To extract
information from data you have to make assumptions about the system that
generated the data. Using these assumptions and physical theory you may be
able to develop a mathematical model of the system.
Generally, even rigorously formulated models have some unknown constants.
The goal of experimentation is to acquire data that allow us to estimate these
constants.
But why do we need to experiment at all? We could instrument the system we
want to study and just let it run. Sooner or later we would have all the data we
could use.
In fact, this is a fairly common approach. There are three characteristics of
historical data that pose problems for statistical modeling:
Suppose we observe a change in the operating variables of a system followed
by a change in the outputs of the system. That does not necessarily mean
that the change in the system caused the change in the outputs.
A common assumption in statistical modeling is that the observations are
independent of each other. This is not the way a system in normal operation
works.
Controlling a system in operation often means changing system variables in
tandem. But if two variables change together, it is impossible to separate
their effects mathematically.
Designed experiments directly address these problems. The overwhelming
advantage of a designed experiment is that you actively manipulate the system
you are studying.
With DOE you may generate fewer data points than by using passive
instrumentation, but the quality of the information you get will be higher.
The Statistics Toolbox provides several functions for generating experimental
designs appropriate to various situations.

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Tutorial

Full Factorial Designs

Suppose you want to determine whether the variability of a machining process
is due to the difference in the lathes that cut the parts or the operators who run
the lathes.
If the same operator always runs a given lathe then you cannot tell whether
the machine or the operator is the cause of the variation in the output. By
allowing every operator to run every lathe you can separate their effects.
This is a factorial approach. fullfact is the function that generates the design.
Suppose we have four operators and three machines. What is the factorial
design?
d = fullfact([4 3])
d =
1
2
3
4
1
2
3
4
1
2
3
4

1
1
1
1
2
2
2
2
3
3
3
3

Each row of d represents one operator/machine combination. Note that there

are 4*3 = 12 rows.

1-116

Design of Experiments (DOE)

One special subclass of factorial designs is when all the variables take only two
values. Suppose you want to quickly determine the sensitivity of a process to
high and low values of three variables.
d2 = ff2n(3)
d2 =
0
0
0
0
1
1
1
1

0
0
1
1
0
0
1
1

0
1
0
1
0
1
0
1

There are 23 = 8 combinations to check.

Fractional Factorial Designs

One difficulty with factorial designs is that the number of combinations
increases exponentially with the number of variables you want to manipulate.
For example the sensitivity study discussed above might be impractical if there
were seven variables to study instead of just three. A full factorial design would
require 27 = 128 runs!

1-117

Tutorial

If we assume that the variables do not act synergistically in the system, we can
assess the sensitivity with far fewer runs. The theoretical minimum number is
eight. To see the design (X) matrix we use the hadamard function.
X = hadamard(8)
X =
1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

The last seven columns are the actual variable settings (1 for low, 1 for high.)
The first column (all ones) allows us to measure the mean effect in the linear
equation, y = X + .

D-Optimal Designs
All the designs above were in use by early in the 20th century. In the 1970s
statisticians started to use the computer in experimental design by recasting
DOE in terms of optimization. A D-optimal design is one that maximizes the
determinant of Fishers information matrix, X'X. This matrix is proportional to
the inverse of the covariance matrix of the parameters. So maximizing det(X'X)
is equivalent to minimizing the determinant of the covariance of the
parameters.
A D-optimal design minimizes the volume of the confidence ellipsoid of the
regression estimates of the linear model parameters, .
There are several functions in the Statistics Toolbox that generate D-optimal
designs. These are cordexch, daugment, dcovary, and rowexch.

Generating D-Optimal Designs

cordexch and rowexch are two competing optimization algorithms for
computing a D-optimal design given a model specification.

1-118

Design of Experiments (DOE)

Both cordexch and rowexch are iterative algorithms. They operate by

improving a starting design by making incremental changes to its elements. In
the coordinate exchange algorithm, the increments are the individual elements
of the design matrix. In row exchange, the elements are the rows of the design
matrix. Atkinson and Donev (1992) is a reference.
To generate a D-optimal design you must specify the number of inputs, the
number of runs, and the order of the model you want to fit.
Both cordexch and rowexch take the following strings to specify the model:
'linear' ('l') the default model with constant and first order terms.
'interaction' ('i') includes constant, linear, and cross product terms.
'quadratic' ('q') interactions plus squared terms.
'purequadratic' ('p') includes constant, linear and squared terms.
Alternatively, you can use a matrix of integers to specify the terms. Details are
in the help for the utility function x2fx.
For a simple example using the coordinate-exchange algorithm consider the
problem of quadratic modeling with two inputs. The model form is:
y = 0 + 1x1 + 2x2 + 12x1x2 + 11x12 + 22x22+

Suppose we want the D-optimal design for fitting this model with nine runs.
settings = cordexch(2,9,'q')
settings =
1
1
0
1
1
0
1
0
1

1
1
1
1
1
1
0
0
0

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Tutorial

We can plot the columns of settings against each other to get a better picture
of the design.
h = plot(settings(:,1),settings(:,2),'.');
set(gca,'Xtick',[-1 0 1])
set(gca,'Ytick',[-1 0 1])
set(h,'Markersize',20)
1

-1
-1

For a simple example using the row-exchange algorithm, consider the

interaction model with two inputs. The model form is:
y = 0 + 1x1 + 2x2 + 12x1x2 +

Suppose we want the D-optimal design for fitting this model with four runs.
[settings, X] = rowexch(2,4,'i')
settings =
1
1
1
1

1
1
1
1

1
1
1
1

1
1
1
1

X =

1-120

1
1
1
1

1
1
1
1

Design of Experiments (DOE)

The settings matrix shows how to vary the inputs from run to run. The X matrix
is the design matrix for fitting the above regression model. The first column of
X is for fitting the constant term. The last column is the element-wise product
of the second and third columns.
The associated plot is simple but elegant.
h = plot(settings(:,1),settings(:,2),'.');
set(gca,'Xtick',[-1 0 1])
set(gca,'Ytick',[-1 0 1])
set(h,'Markersize',20)
1

-1
-1

Augmenting D-Optimal Designs

In practice, experimentation is an iterative process. We often want to add runs
to a completed experiment to learn more about our system. The function
daugment allows you choose these extra runs optimally.

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Tutorial

Suppose we have executed the eight-run design below for fitting a linear model
to four input variables.
settings = cordexch(4,8)
settings =
1
1
1
1
1
1
1
1

1-122

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

Design of Experiments (DOE)

This design is adequate to fit the linear model for four inputs, but cannot fit the
six cross-product (interaction) terms. Suppose we are willing to do eight more
runs to fit these extra terms. Heres how.
[augmented, X] = daugment(settings,8,'i');
augmented
augmented =
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
info = X'*X

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

info =
16
0
0
0
0
0
0
0
0
0
0

0
16
0
0
0
0
0
0
0
0
0

0
0
16
0
0
0
0
0
0
0
0

0
0
0
16
0
0
0
0
0
0
0

0
0
0
0
16
0
0
0
0
0
0

0
0
0
0
0
16
0
0
0
0
0

0
0
0
0
0
0
16
0
0
0
0

0
0
0
0
0
0
0
16
0
0
0

0
0
0
0
0
0
0
0
16
0
0

0
0
0
0
0
0
0
0
0
16
0

0
0
0
0
0
0
0
0
0
0
16

1-123

Tutorial

The augmented design is orthogonal, since X'*X is a multiple of the identity

matrix. In fact, this design is the same as a 24 factorial design.

Designing Experiments with Uncontrolled Inputs

Sometimes it is impossible to control every experimental input. But you may
know the values of some inputs in advance. An example is the time each run
takes place. If a process is experiencing linear drift, you may want to include
the time of each test run as a variable in the model.
The function dcovary allows you to choose the settings for each run in order to
maximize your information despite a linear drift in the process.
Suppose we want to execute an eight-run experiment with three factors that is
optimal with respect to a linear drift in the response over time. First we create
our drift input variable. Note, that drift is normalized to have mean zero. Its
minimum is 1 and its maximum is +1.
drift = (linspace(1,1,8))'
drift =
1.0000
0.7143
0.4286
0.1429
0.1429
0.4286
0.7143
1.0000
settings = dcovary(3,drift,'linear')
settings =
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000

1-124

1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000

1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000
1.0000

1.0000
0.7143
0.4286
0.1429
0.1429
0.4286
0.7143
1.0000

Demos

Demos
The Statistics Toolbox has demonstration programs that create an interactive
environment for exploring the probability distribution, random number
generation, curve fitting, and design of experiments functions.
Demo

Purpose

disttool

Graphic interaction with probability distributions.

polytool

Interactive graphic prediction of polynomial fits.

randtool

Interactive control of random number generation.

rsmdemo

Design of Experiments and regression modeling.

The disttool Demo

disttool is a graphic environment for developing an intuitive understanding
of probability distributions.

The disttool demo has the following features:

A graph of the cdf (pdf) for the given parameters of a distribution.
A pop-up menu for changing the distribution function.
A pop-up menu for changing the function type (cdf <> pdf).
Sliders to change the parameter settings.
Data entry boxes to choose specific parameter values.
Data entry boxes to change the limits of the parameter sliders.
Draggable horizontal and vertical reference lines to do interactive evaluation
of the function at varying values.
A data entry box to evaluate the function at a specific x-value.
For cdf plots, a data entry box on the probability axis (y-axis) to find critical
values corresponding to a specific probability.
A Close button to end the demonstration.

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Tutorial

distributions
pop-up

function type
pop-up
1

cdf function
0.8

cdf value

draggable horizontal
reference line

0.6

0.4

draggable vertical
reference line

0.2

0
-8

-6

-4

-2

x value
upper and lower
parameter bounds

parameter value

parameter control

The polytool Demo

The polytool demo is an interactive graphic environment for polynomial curve
fitting and prediction.
The polytool demo has the following features:
A graph of the data, the fitted polynomial, and global confidence bounds on
a new predicted value.
y-axis text to display the predicted y-value and its uncertainty at the current
x-value.
A data entry box to change the degree of the polynomial fit.
A data entry box to evaluate the polynomial at a specific x-value.
A draggable vertical reference line to do interactive evaluation of the
polynomial at varying x-values.
A Close button to end the demonstration.

1-126

Demos

You can use polytool to do curve fitting and prediction for any set of x-y data,
but, for the sake of demonstration, the Statistics Toolbox provides a dataset
(polydata.mat) to teach some basic concepts.
To start the demonstration you must first load the dataset.
load polydata
who
Your variables are:
x

x1

y1

The variables x and y are observations made with error from a cubic
polynomial. The variables x1 and y1 are data points from the true function
without error.
If you do not specify the degree of the polynomial, polytool does a linear fit to
the data.
polytool(x,y)

box for controlling

polynomial degree

13

upper confidence
bound

12
11

predicted value

data point

10
9

95% confidence interval

fitted line

8
7

lower confidence
bound

6
5

draggable reference
line

4
3

10

x-value

1-127

Tutorial

The linear fit is not very good. The bulk of the data with x-values between zero
and two has a steeper slope than the fitted line. The two points to the right are
dragging down the estimate of the slope.
Go to the data entry box at the top and type 3 for a cubic model. Then, drag the
vertical reference line to the x-value of two (or type 2 in the x-axis data entry
box).

12
10
8
6
4
2
0
0

10

This graph shows a much better fit to the data. The confidence bounds are
closer together indicating that there is less uncertainty in prediction. The data
at both ends of the plot tracks the fitted curve.
The true function in this case is cubic.
2

y = 4 + 4.3444x 1.4533x + 0.1089x +

N ( 0, 0.1I )

1-128

Demos

To superimpose the true function on the plot use the command:

plot(x1,y1)

12
10
8
6

fitted polynomial
4

true function

2
0
0

10

The true function is quite close to the fitted polynomial in the region of the
data. Between the two groups of data points the two functions separate, but
both fall inside the 95% confidence bounds.
If the cubic polynomial is a good fit, it is tempting to try a higher order
polynomial to see if even more precise predictions are possible.

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Tutorial

Since the true function is cubic, this amounts to overfitting the data. Use the
data entry box for degree and type 5 for a quintic model.

25
20
15
10
5
0
-5
-10
-15
0

10

The resulting fit again does well predicting the function near the data points.
But, in the region between the data groups, the uncertainty of prediction rises
dramatically.
This bulge in the confidence bounds happens because the data really do not
contain enough information to estimate the higher order polynomial terms
precisely, so even interpolation using polynomials can be risky in some cases.

The randtool Demo

randtool is a graphic environment for generating random samples from
various probability distributions and displaying the sample histogram.

The randtool demo has the following features:

A histogram of the sample.
A pop-up menu for changing the distribution function.
Sliders to change the parameter settings.

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Demos

A data entry box to choose the sample size.

Data entry boxes to choose specific parameter values.
Data entry boxes to change the limits of the parameter sliders.
An Output button to output the current sample to the variable ans.
A Resample button to allow repetitive sampling with constant sample size
and fixed parameters.
A Close button to end the demonstration
distributions pop-up
25

histogram
20

15

10

upper and lower

parameter bounds

draw again from the same

distribution

0
-8

-6

-4

-2

output to variable
ans
sample size
parameter value

parameter control

The rsmdemo Demo

rsmdemo is an interactive graphic environment that demonstrates design of
experiments and surface fitting through the simulation of a chemical reaction.
The goal of the demo is to find the levels of the reactants needed to maximize
the reaction rate.

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Tutorial

There are two parts to the demo:

1 Compare data gathered through trial and error with data from a designed

experiment.
2 Compare response surface (polynomial) modeling with nonlinear modeling.

Part 1
Begin the demo by using the sliders in the Reaction Simulator to control the
partial pressures of three reactants: Hydrogen, n-Pentane, and Isopentane.
Each time you click the Run button, the levels for the reactants and results of
the run are entered in the Trial and Error Data window.
Based on the results of previous runs, you can change the levels of the
reactants to increase the reaction rate. (The results are determined using an
underlying model that takes into account the noise in the process, so even if you
keep all of the levels the same, the results will vary from run to run.) You are
allotted a budget of 13 runs. When you have completed the runs, you can use
the Plot menu on the Trial and Error Data window to plot the relationships
between the reactants and the reaction rate, or click the Analyze button. When
you click Analyze, rsmdemo calls the rstool function, which you can then use
to try to optimize the results.)
Next, perform another set of 13 runs, this time from a designed experiment. In
the Experimental Design Data window, click the Do Experiment button.
rsmdemo calls the cordexch function to generate a D-optimal design, and then,
for each run, computes the reaction rate.
Now use the Plot menu on the Experimental Design Data window to plot the
relationships between the levels of the reactants and the reaction rate, or click
the Response Surface button to call rstool to find the optimal levels of the
reactants.
Compare the analysis results for the two sets of data. It is likely (though not
certain) that youll find some or all of these differences:
You can fit a full quadratic model with the data from the designed
experiment, but the trial and error data may be insufficient for fitting a
quadratic model or interactions model.
Using the data from the designed experiment, you are more likely to be able
to find levels for the reactants that result in the maximum reaction rate.

1-132

Demos

Even if you find the best settings using the trial and error data, the
confidence bounds are likely to be wider than those from the designed
experiment.

Part 2
Now analyze the experimental design data with a polynomial model and a
nonlinear model, and comparing the results. The true model for the process,
which is used to generate the data, is actually a nonlinear model. However,
within the range of the data, a quadratic model approximates the true model
quite well.
To see the polynomial model, click the Response Surface button on the
Experimental Design Data window. rsmdemo calls rstool, which fits a full
quadratic model to the data. Drag the reference lines to change the levels of the
reactants, and find the optimal reaction rate. Observe the width of the
confidence intervals.
Now click the Nonlinear Model button on the Experimental Design Data
window. rsmdemo calls nlintool, which fits a Hougen-Watson model to the
data. As with the quadratic model, you can drag the reference lines to change
the reactant levels. Observe the reaction rate and the confidence intervals.
Compare the analysis results for the two models. Even though the true model
is nonlinear, you may find that the polynomial model provides a good fit.
Because polynomial models are much easier to fit and work with than
nonlinear models, a polynomial model is often preferable even when modeling
a nonlinear process. Keep in mind, however, that such models are unlikely to
be reliable for extrapolating outside the range of the data.

1-133

Tutorial

References
Atkinson, A. C., and A. N. Donev, Optimum Experimental Designs, Oxford
Science Publications 1992.
Bates, D. and D. Watts. Nonlinear Regression Analysis and Its Applications,
John Wiley and Sons. 1988. pp. 271272.
Bernoulli, J., Ars Conjectandi, Basiliea: Thurnisius [11.19], 1713
Chatterjee, S. and A. S. Hadi. Influential Observations, High Leverage Points,
and Outliers in Linear Regression. Statistical Science, 1986. pp. 379416.
Efron, B., and R. J. Tibshirani. An Introduction to the Bootstrap, Chapman and
Hall, New York. 1993.
Evans, M., N. Hastings, and B. Peacock. Statistical Distributions, Second
Edition. John Wiley and Sons, 1993.
Hald, A., Statistical Theory with Engineering Applications, John Wiley and
Sons, 1960. p. 647.
Hogg, R. V., and J. Ledolter. Engineering Statistics. MacMillan Publishing
Company, 1987.
Johnson, N., and S. Kotz. Distributions in Statistics: Continuous Univariate
Distributions. John Wiley and Sons, 1970.
Moore, J., Total Biochemical Oxygen Demand of Dairy Manures. Ph.D. thesis.
University of Minnesota, Department of Agricultural Engineering, 1975.
Poisson, S. D., Recherches sur la Probabilit des Jugements en Matiere
Criminelle et en Metire Civile, Prcdes des Regles Gnrales du Calcul des
Probabilitis. Paris: Bachelier, Imprimeur-Libraire pour les Mathematiques,
1837.
Student, On the Probable Error of the Mean. Biometrika, 6:1908. pp. 125.
Weibull, W., A Statistical Theory of the Strength of Materials. Ingeniors
Vetenskaps Akademiens Handlingar, Royal Swedish Institute for Engineering
Research. Stockholm, Sweden, No. 153. 1939.

1-134

2
Reference

Reference

The Statistics Toolbox provides several categories of functions. These categories appear in the table below.
The Statistics Toolboxs Main Categories of Functions

Probability

Probability distribution functions.

Descriptive

Descriptive statistics for data samples.

Plots

Statistical plots.

SPC

Statistical Process Control.

Cluster
Analysis

Grouping items with similar characteristics into

clusters.

Linear

Fitting linear models to data.

Nonlinear

Fitting nonlinear regression models.

DOE

Design of Experiments.

PCA

Principal Components Analysis.

Hypotheses

Statistical tests of hypotheses.

File I/O

Reading data from and writing data to operating-system

files.

Demos

Demonstrations.

Data

Data for examples.

The following pages contain tables of functions from each of these specific
areas. The first seven tables contain probability distribution functions. The
remaining tables describe the other categories of functions.

2-2

Parameter Estimation
betafit

Parameter estimation for the beta distribution.

betalike

Beta log-likelihood function.

binofit

Parameter estimation for the binomial distribution.

expfit

Parameter estimation for the exponential distribution.

gamfit

Parameter estimation for the gamma distribution.

gamlike

Gamma log-likelihood function.

mle

Maximum likelihood estimation.

normlike

Normal log-likelihood function.

normfit

Parameter estimation for the normal distribution.

poissfit

Parameter estimation for the Poisson distribution.

unifit

Parameter estimation for the uniform distribution.

Cumulative Distribution Functions (cdf)

betacdf

Beta cdf.

binocdf

Binomial cdf.

cdf

Parameterized cdf routine.

chi2cdf

Chi-square cdf.

expcdf

Exponential cdf.

fcdf

F cdf.

gamcdf

Gamma cdf.

geocdf

Geometric cdf.

hygecdf

Hypergeometric cdf.

2-3

Reference

Cumulative Distribution Functions (cdf) (Continued)

logncdf

Lognormal cdf.

nbincdf

Negative binomial cdf.

ncfcdf

Noncentral F cdf.

nctcdf

Noncentral t cdf.

ncx2cdf

Noncentral Chi-square cdf.

normcdf

Normal (Gaussian) cdf.

poisscdf

Poisson cdf.

raylcdf

Rayleigh cdf.

tcdf

Students t cdf.

unidcdf

Discrete uniform cdf.

unifcdf

Continuous uniform cdf.

weibcdf

Weibull cdf.

Probability Density Functions (pdf)

2-4

betapdf

Beta pdf.

binopdf

Binomial pdf.

chi2pdf

Chi-square pdf.

exppdf

Exponential pdf.

fpdf

F pdf.

gampdf

Gamma pdf.

geopdf

Geometric pdf.

hygepdf

Hypergeometric pdf.

Probability Density Functions (pdf) (Continued)

normpdf

Normal (Gaussian) pdf.

lognpdf

Lognormal pdf.

nbinpdf

Negative binomial pdf.

ncfpdf

Noncentral F pdf.

nctpdf

Noncentral t pdf.

ncx2pdf

Noncentral Chi-square pdf.

pdf

Parameterized pdf routine.

poisspdf

Poisson pdf.

raylpdf

Rayleigh pdf.

tpdf

Students t pdf.

unidpdf

Discrete uniform pdf.

unifpdf

Continuous uniform pdf.

weibpdf

Weibull pdf.

Inverse Cumulative Distribution Functions

betainv

Beta critical values.

binoinv

Binomial critical values.

chi2inv

Chi-square critical values.

expinv

Exponential critical values.

finv

F critical values.

gaminv

Gamma critical values.

geoinv

Geometric critical values.

2-5

Reference

Inverse Cumulative Distribution Functions (Continued)

hygeinv

Hypergeometric critical values.

logninv

Lognormal critical values.

nbininv

Negative binomial critical values

ncfinv

Noncentral F critical values.

nctinv

Noncentral t critical values.

ncx2inv

Noncentral Chi-square critical values.

icdf

Parameterized inverse distribution routine.

norminv

Normal (Gaussian) critical values.

poissinv

Poisson critical values.

raylinv

Rayleigh critical values.

tinv

Students t critical values.

unidinv

Discrete uniform critical values.

unifinv

Continuous uniform critical values.

weibinv

Weibull critical values.

Random Number Generators

2-6

betarnd

Beta random numbers.

binornd

Binomial random numbers.

chi2rnd

Chi-square random numbers.

exprnd

Exponential random numbers.

frnd

F random numbers.

gamrnd

Gamma random numbers.

Random Number Generators (Continued)

geornd

Geometric random numbers.

hygernd

Hypergeometric random numbers.

lognrnd

Lognormal random numbers.

nbinrnd

Negative binomial random numbers.

ncfrnd

Noncentral F random numbers.

nctrnd

Noncentral t random numbers.

ncx2rnd

Noncentral Chi-square random numbers.

normrnd

Normal (Gaussian) random numbers.

poissrnd

Poisson random numbers.

raylrnd

Rayleigh random numbers.

random

Parameterized random number routine.

trnd

Students t random numbers.

unidrnd

Discrete uniform random numbers.

unifrnd

Continuous uniform random numbers.

weibrnd

Weibull random numbers.

2-7

Reference

Moments of Distribution Functions

2-8

betastat

Beta mean and variance.

binostat

Binomial mean and variance.

chi2stat

Chi-square mean and variance.

expstat

Exponential mean and variance.

fstat

F mean and variance.

gamstat

Gamma mean and variance.

geostat

Geometric mean and variance.

hygestat

Hypergeometric mean and variance.

lognstat

Lognormal mean and variance.

nbinstat

Negative binomial mean and variance.

ncfstat

Noncentral F mean and variance.

nctstat

Noncentral t mean and variance.

ncx2stat

Noncentral Chi-square mean and variance.

normstat

Normal (Gaussian) mean and variance.

poisstat

Poisson mean and variance.

raylstat

Rayleigh mean and variance.

tstat

Students t mean and variance.

unidstat

Discrete uniform mean and variance.

unifstat

Continuous uniform mean and variance.

weibstat

Weibull mean and variance.

Descriptive Statistics
corrcoef

Correlation coefficients (in MATLAB).

cov

Covariance matrix (in MATLAB).

geomean

Geometric mean.

harmmean

Harmonic mean.

iqr

Interquartile range.

kurtosis

Sample kurtosis.

mad

Mean absolute deviation.

mean

Arithmetic average (in MATLAB).

median

50th percentile (in MATLAB).

moment

Central moments of all orders.

nanmax

Maximum ignoring missing data.

nanmean

Average ignoring missing data.

nanmedian

Median ignoring missing data.

nanmin

Minimum ignoring missing data.

nanstd

Standard deviation ignoring missing data.

nansum

Sum ignoring missing data.

prctile

Empirical percentiles of a sample.

range

Sample range.

skewness

Sample skewness.

std

Standard deviation (in MATLAB).

trimmean

Trimmed mean.

var

Variance.

2-9

Reference

Statistical Plotting

2-10

boxplot

Box plots.

errorbar

Error bar plot.

fsurfht

Interactive contour plot of a function.

gline

Interactive line drawing.

gname

Interactive point labeling.

lsline

Add least-squares fit line to plotted data.

normplot

Normal probability plots.

pareto

Pareto charts.

qqplot

Quantile-Quantile plots.

rcoplot

Regression case order plot.

refcurve

Reference polynomial.

refline

Reference line.

surfht

Interactive interpolating contour plot.

weibplot

Weibull plotting.

Statistical Process Control

capable

Quality capability indices.

capaplot

Plot of process capability.

ewmaplot

Exponentially weighted moving average plot.

histfit

Histogram and normal density curve.

normspec

Plot normal density between limits.

schart

Time plot of standard deviation.

xbarplot

Time plot of means.

Cluster Analysis
cluster

Create clusters from linkage output.

clusterdata

Create clusters from a dataset.

cophenet

Calculate the cophenetic correlation coefficient.

dendrogram

Plot a hierarchical tree in a dendrogram graph.

inconsistent

Calculate the inconsistency values of objects in a cluster

hierarchy tree.

linkage

Link objects in a dataset into a hierarchical tree of

binary clusters.

pdist

Calculate the pairwise distance between objects in a

dataset.

squareform

Reformat output of pdist function from vector to square

matrix.

zscore

Normalize a dataset before calculating the distance.

2-11

Reference

Linear Models
anova1

One-way Analysis of Variance (ANOVA).

anova2

Two-way Analysis of Variance.

lscov

Regression given a covariance matrix (in MATLAB).

polyconf

Polynomial prediction with confidence intervals.

polyfit

Polynomial fitting (in MATLAB).

polyval

Polynomial prediction (in MATLAB).

regress

Multiple linear regression.

ridge

Ridge regression.

rstool

Response surface tool.

stepwise

Stepwise regression GUI.

Nonlinear Regression

2-12

nlinfit

Nonlinear least-squares fitting.

nlintool

Prediction graph for nonlinear fits.

nlparci

Confidence intervals on parameters.

nlpredci

Confidence intervals for prediction.

nnls

Nonnegative least squares (in MATLAB).

Design of Experiments
cordexch

D-optimal design using coordinate exchange.

daugment

D-optimal augmentation of designs.

dcovary

D-optimal design with fixed covariates.

ff2n

Two-level full factorial designs.

fullfact

Mixed level full factorial designs.

hadamard

Hadamard designs (in MATLAB).

rowexch

D-optimal design using row exchange.

Principal Components Analysis

barttest

Bartletts test.

pcacov

PCA from covariance matrix.

pcares

Residuals from PCA.

princomp

PCA from raw data matrix.

Hypothesis Tests
ranksum

Wilcoxon rank sum test.

signrank

Wilcoxon signed rank test.

signtest

Sign test for paired samples.

ttest

One sample t-test.

ttest2

Two sample t-test.

ztest

Z-test.

2-13

Reference

File I/O
caseread

Read casenames from a file.

casewrite

Write casenames from a string matrix to a file.

tblread

Retrieve tabular data from the file system.

tblwrite

Write data in tabular form to the file system.

Demonstrations
disttool

Interactive exploration of distribution functions.

randtool

Interactive random number generation.

polytool

Interactive fitting of polynomial models.

rsmdemo

Interactive process experimentation and analysis.

statdemo

Demonstrates capabilities of the Statistics Toolbox.

Data

2-14

census.mat

U. S. Population 1790 to 1980.

cities.mat

Names of U.S. metropolitan areas.

discrim.mat

Classification data.

gas.mat

Gasoline prices.

hald.mat

Hald data.

hogg.mat

Bacteria counts from milk shipments.

lawdata.mat

GPA versus LSAT for 15 law schools.

mileage.mat

Mileage data for three car models from two factories.

Data (Continued)
moore.mat

Five factor one response regression data.

parts.mat

Dimensional runout on 36 circular parts.

popcorn.mat

Data for popcorn example.

polydata.mat

Data for polytool demo.

reaction.mat

Reaction kinetics data.

sat.dat

ASCII data for tblread example.

2-15

anova1

Purpose

One-way Analysis of Variance (ANOVA).

Syntax

p = anova1(X)
p = anova1(x,group)

Description

anova1(X) performs a balanced one-way ANOVA for comparing the means of

two or more columns of data on the sample in X. It returns the p-value for the
null hypothesis that the means of the columns of X are equal. If the p-value is

near zero, this casts doubt on the null hypothesis and suggests that the means
of the columns are, in fact, different.
anova1(x,group) performs a one-way ANOVA for comparing the means of two
or more samples of data in x indexed by the vector, group. The input, group,
identifies the group of the corresponding element of the vector x.

The values of group are integers with minimum equal to one and maximum
equal to the number of different groups to compare. There must be at least one
element in each group. This two-input form of anova1 does not require equal
numbers of elements in each group, so it is appropriate for unbalanced data.
The choice of a limit for the p-value to determine whether the result is
statistically significant is left to the researcher. It is common to declare a
result significant if the p-value is less than 0.05 or 0.01.
anova1 also displays two figures.

The first figure is the standard ANOVA table, which divides the variability of
the data in X into two parts:
The variability due to the differences among the column means.
The variability due to the differences between the data in each column and
the column mean.
The ANOVA table has five columns:
The first shows the source of the variability.
The second shows the Sum of Squares (SS) due to each source.
The third shows the degrees of freedom (df) associated with each source.
The fourth shows the Mean Squares (MS), which is the ratio SS/df.
The fifth shows the F statistic, which is the ratio of the MSs.
2

2anova1

2-16

anova1

The p-value is a function (fcdf) of F. As F increases the p-value decreases.

The second figure displays box plots of each column of X. Large differences in
the center lines of the box plots correspond to large values of F and
correspondingly small p-values.

Examples

The five columns of x are the constants one through five plus a random normal
disturbance with mean zero and standard deviation one. The ANOVA
procedure detects the difference in the column means with great assurance.
The probability (p) of observing the sample x by chance given that there is no
difference in the column means is less than 6 in 100,000.
x = meshgrid(1:5)
x =
1
1
1
1

2
2
2
2

3
3
3
3

4
4
4
4

5
5
5
5

x = x + normrnd(0,1,5,5)
x =
2.1650
1.6268
1.0751
1.3516
0.3035

3.6961
2.0591
3.7971
2.2641
2.8717

1.5538
2.2988
4.2460
2.3610
3.5774

3.6400
3.8644
2.6507
2.7296
4.9846

4.9551
4.2011
4.2348
5.8617
4.9438

p = anova1(x)
p =
5.9952e05

2-17

anova1

ANOVA Table
Source
Columns
Error
Total

SS
32.93
14.62
47.55

df
4
20
24

MS
F
8.232 11.26
0.7312

Values

5
4
3
2
1
1

Column Number

The following example comes from a study of material strength in structural

beams Hogg (1987). The vector, strength, measures the deflection of a beam in
thousandths of an inch under 3,000 pounds of force. Stronger beams deflect
less. The civil engineer performing the study wanted to determine whether the
strength of steel beams was equal to the strength of two more expensive alloys.
Steel is coded 1 in the vector, alloy. The other materials are coded 2 and 3.
strength = [82 86 79 83 84 85 86 87 74 82 78 75 76 77 79 ...
79 77 78 82 79];
alloy =[1 1 1 1 1 1 1 1 2 2 2 2 2 2 3 3 3 3 3 3];

2-18

anova1

Though alloy is sorted in this example, you do not need to sort the grouping
variable.
p = anova1(strength,alloy)
p =
1.5264e04
ANOVA Table
Source
Columns
Error
Total

SS
184.8
102
286.8

df
2
17
19

MS
92.4
6

F
15.4

Values

85

80

75
1

Group Number

The p-value indicates that the three alloys are significantly different. The box
plot confirms this graphically and shows that the steel beams deflect more than
the more expensive alloys.

References

Hogg, R. V., and J. Ledolter. Engineering Statistics. MacMillan Publishing

Company, 1987.

2-19

anova2

Purpose

2anova2

Two-way Analysis of Variance (ANOVA).

Syntax

p = anova2(X,reps)

Description

anova2(X,reps) performs a balanced two-way ANOVA for comparing the

means of two or more columns and two or more rows of the sample in X. The
data in different columns represent changes in one factor. The data in different
rows represent changes in the other factor. If there is more than one
observation per row-column pair, then the argument, reps, indicates the
number of observations per cell.

The matrix below shows the format for a set-up where the column factor has
two levels, the row factor has three levels, and there are two replications. The
subscripts indicate row, column and replicate, respectively.
x 111 x 121
x 112 x 122
x 211 x 221
x 212 x 222
x 311 x 321
x 312 x 322
anova2 returns the p-values for the null hypotheses that the means of the
columns and the means of the rows of X are equal. If any p-value is near zero,

this casts doubt on the null hypothesis and suggests that the means of the
source of variability associated with that p-value are, in fact, different.
The choice of a limit for the p-value to determine whether the result is
statistically significant is left to the researcher. It is common to declare a
result significant if the p-value is less than 0.05 or 0.01.
anova2 also displays a figure showing the standard ANOVA table, which
divides the variability of the data in X into three or four parts depending on the
value of reps:

The variability due to the differences among the column means.

The variability due to the differences among the row means.

2-20

anova2

The variability due to the interaction between rows and columns (if reps is
greater than its default value of one.)
The remaining variability not explained by any systematic source.
The ANOVA table has five columns:
The first shows the source of the variability.
The second shows the Sum of Squares (SS) due to each source.
The third shows the degrees of freedom (df) associated with each source.
The fourth shows the Mean Squares (MS), which is the ratio SS/df.
The fifth shows the F statistics, which is the ratio of the mean squares.
The p-value is a function (fcdf) of F. As F increases the p-value decreases.

Examples

The data below comes from a study of popcorn brands and popper type (Hogg
1987). The columns of the matrix popcorn are brands (Gourmet, National, and
Generic). The rows are popper type (Oil and Air.) The study popped a batch of

2-21

anova2

each brand three times with each popper. The values are the yield in cups of
popped popcorn.
load popcorn
popcorn
popcorn =
5.5000
5.5000
6.0000
6.5000
7.0000
7.0000

4.5000
4.5000
4.0000
5.0000
5.5000
5.0000

3.5000
4.0000
3.0000
4.0000
5.0000
4.5000

p = anova2(popcorn,3)
p =
0.0000

0.0001

0.7462

ANOVA Table
Source
SS
Columns
15.75
Rows
4.5
Interaction 0.08333
Error
1.667
Total
22

df
2
1
2
12
17

MS
F
7.875
56.7
4.5
32.4
0.04167 0.3
0.1389

The vector, p, shows the p-values for the three brands of popcorn 0.0000, the
two popper types 0.0001, and the interaction between brand and popper type
0.7462. These values indicate that both popcorn brand and popper type affect
the yield of popcorn, but there is no evidence of a synergistic (interaction) effect
of the two.
The conclusion is that you can get the greatest yield using the Gourmet brand
and an Air popper (the three values located in popcorn(4:6,1)).

Reference

2-22

Hogg, R. V. and J. Ledolter. Engineering Statistics. MacMillan Publishing

Company, 1987.

barttest

Purpose
Syntax

2barttest

Bartletts test for dimensionality.

ndim = barttest(x,alpha)
[ndim,prob,chisquare] = barttest(x,alpha)

Description

ndim = barttest(x,alpha) returns the number of dimensions necessary to

explain the nonrandom variation in the the data matrix x, using the
significance probability alpha. The dimension is determined by a series of
hypothesis tests. The test for ndim = 1 tests the hypothesis that the variances
of the data values along each principal component are equal; the test for ndim
= 2 tests the hypothesis that the variances along the second through last

components are equal; and so on.

[ndim,prob,chisquare] = barttest(x,alpha) returns the number of
dimensions, the significance values for the hypothesis tests, and the 2 values
associated with the tests.

Example

x = mvnrnd([0 0], [1 0.99; 0.99 1],20);

x(:,3:4) = mvnrnd([0 0], [1 0.99; 0.99 1],20);
x(:,5:6) = mvnrnd([0 0], [1 0.99; 0.99 1],20);
[ndim, prob] = barttest(x,0.05)
ndim =
3
prob =
0
0
0
0.5081
0.6618
1.0000

See Also

princomp, pcacov, pcares

2-23

betacdf

Purpose

2betacdf

Beta cumulative distribution function (cdf).

Syntax

P = betacdf(X,A,B)

Description

betacdf(X,A,B) computes the beta cdf with parameters A and B at the values
in X. The arguments X, A, and B must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

The parameters A and B must both be positive and x must lie on the interval
[0 1].
The beta cdf is:
1
p = F ( x a, b ) = ------------------B ( a, b )

0 ta 1 ( 1 t ) b 1 dt

The result, p, is the probability that a single observation from a beta

distribution with parameters a and b will fall in the interval [0 x].

Examples

x
a
b
p

=
=
=
=

0.1:0.2:0.9;
2;
2;
betacdf(x,a,b)

p =
0.0280

0.2160

0.5000

a = [1 2 3];
p = betacdf(0.5,a,a)
p =
0.5000

2-24

0.5000

0.5000

0.7840

0.9720

betafit

Purpose
Syntax

2betafit

Parameter estimates and confidence intervals for beta distributed data.

phat = betafit(x)
[phat,pci] = betafit(x,alpha)

Description

betafit computes the maximum likelihood estimates of the parameters of the

beta distribution from the data in the vector, x. With two output parameters,
betafit also returns confidence intervals on the parameters, in the form of a

2-by-2 matrix. The first column of the matrix contains the lower and upper
confidence bounds for parameter A, and the second column contains the
confidence bounds for parameter B.
The optional input argument, alpha, controls the width of the confidence
interval. By default, alpha is 0.05 which corresponds to 95% confidence
intervals.

Example

This example generates 100 beta distributed observations. The true

parameters are 4 and 3 respectively. Compare these to the values in p. Note
that the columns of ci both bracket the true parameters.
r = betarnd(4,3,100,1);
[p,ci] = betafit(r,0.01)
p =
3.9010

2.6193

2.5244
5.2777

1.7488
3.4899

ci =

Reference

Hahn, Gerald J., & Shapiro, Samuel, S."Statistical Models in Engineering",

Wiley Classics Library John Wiley & Sons, New York. 1994. p. 95.

See Also

betalike, mle

2-25

betainv

Purpose

2betainv

Inverse of the beta cumulative distribution function.

Syntax

X = betainv(P,A,B)

Description

betainv(P,A,B) computes the inverse of the beta cdf with parameters A and B
for the probabilities in P. The arguments P, A, and B must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The parameters A and B must both be positive and P must lie on the interval
[0 1].
The beta inverse function in terms of the beta cdf is:
1

x = F ( p a, b ) = { x:F ( x a, b ) = p }
where
1
p = F ( x a, b ) = ------------------B ( a, b )

0 t a 1 ( 1 t ) b 1 dt

The result, x, is the solution of the integral equation of the beta cdf with
parameters a and b where you supply the desired probability p.

Algorithm
Examples

We use Newtons Method with modifications to constrain steps to the allowable

range for x, i.e., [0 1].
p = [0.01 0.5 0.99];
x = betainv(p,10,5)
x =
0.3726

2-26

0.6742

0.8981

betalike

Purpose
Syntax

2betalike

Negative beta log-likelihood function.

logL = betalike(params,data)
[logL,info] = betalike(params,data)

Description

logL = betalike(params,data) returns the negative of the beta log-likelihood

function for the two beta parameters, params, given the column vector, data.
The length of logL is the length of data.
[logL,info] = betalike(params,data) also returns Fishers information
matrix, info. The diagonal elements of info are the asymptotic variances of

their respective parameters.

betalike is a utility function for maximum likelihood estimation of the beta

distribution. The likelihood assumes that all the elements in the data sample
are mutually independent. Since betalike returns the negative gamma
log-likelihood function, minimizing betalike using fmins is the same as
maximizing the likelihood.

Example

This continues the example for betafit where we calculated estimates of the
beta parameters for some randomly generated beta distributed data.
r = betarnd(4,3,100,1);
[logl,info] = betalike([3.9010 2.6193],r)
logl =
33.0514

info =
0.2856
0.1528

See Also

0.1528
0.1142

betafit, fmins, gamlike, mle, weiblike

2-27

betapdf

Purpose

2betapdf

Beta probability density function (pdf).

Syntax

Y = betapdf(X,A,B)

Description

betapdf(X,A,B) computes the beta pdf with parameters A and B at the values
in X. The arguments X, A, and B must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

The parameters A and B must both be positive and X must lie on the interval
[0 1].
The probability density function for the beta distribution is:
1
a1
b1
y = f ( x a, b ) = ------------------- x
(1 x)
I ( 0, 1 ) ( x )
B ( a, b )
A likelihood function is the pdf viewed as a function of the parameters.
Maximum likelihood estimators (MLEs) are the values of the parameters that
maximize the likelihood function for a fixed value of x.
The uniform distribution on [0 1] is a degenerate case of the beta where
a = 1 and b = 1.

Examples

a = [0.5 1; 2 4]
a =
0.5000
2.0000

1.0000
4.0000

y = betapdf(0.5,a,a)
y =
0.6366
1.5000

2-28

1.0000
2.1875

betarnd

Purpose

2betarnd

Random numbers from the beta distribution.

Syntax

R = betarnd(A,B)
R = betarnd(A,B,m)
R = betarnd(A,B,m,n)

Description

R = betarnd(A,B) generates beta random numbers with parameters A and B.

The size of R is the common size of A and B if both are matrices. If either
parameter is a scalar, the size of R is the size of the other.
R = betarnd(A,B,m) generates beta random numbers with parameters A and
B. m is a 1-by-2 vector that contains the row and column dimensions of r.
R = betarnd(A,B,m,n) generates an m by n matrix of beta random numbers
with parameters A and B.

Examples

a = [1 1; 2 2];
b = [1 2; 1 2];
r = betarnd(a,b)
r =
0.6987
0.9102

0.6139
0.8067

r = betarnd(10,10,[1 5])
r =
0.5974

0.4777

0.5538

0.5465

0.6327

r = betarnd(4,2,2,3)
r =
0.3943
0.5990

0.6101
0.2760

0.5768
0.5474

2-29

betastat

Purpose

2betastat

Mean and variance for the beta distribution.

Syntax

[M,V] = betastat(A,B)

Description

For the beta distribution:

a
The mean is ------------a+b
ab
The variance is ------------------------------------------------2(a + b + 1)(a + b)

Examples

If the parameters are equal, the mean is 1/2.

a = 1:6;
[m,v] = betastat(a,a)
m =
0.5000

0.5000

0.5000

0.5000

0.5000

0.5000

0.0833

0.0500

0.0357

0.0278

0.0227

0.0192

v =

2-30

binocdf
Purpose

2binocdf

Binomial cumulative distribution function (cdf).

Syntax

Y = binocdf(X,N,P)

Description

binocdf(X,N,P) computes the binomial cdf with parameters N and P at the

values in X. The arguments X, N, and P must all be the same size except that
scalar arguments function as constant matrices of the common size of the other
arguments.

The parameter N must be a positive integer and P must lie on the interval [0 1].
The binomial cdf is:
x

y = F ( x n, p ) =

i p i q

(1 i)

I ( 0, 1, , n ) ( i )

i=0

The result, y, is the probability of observing up to x successes in n independent

trials of where the probability of success in any given trial is p.

Examples

If a baseball team plays 162 games in a season and has a 50-50 chance of
winning any game, then the probability of that team winning more than 100
games in a season is:
1 binocdf(100,162,0.5)

The result is 0.001 (i.e., 1 0.999). If a team wins 100 or more games in a
season, this result suggests that it is likely that the teams true probability of
winning any game is greater than 0.5.

2-31

binofit

Purpose
Syntax

2binofit

Parameter estimates and confidence intervals for binomial data.

phat = binofit(x,n)
[phat,pci] = binofit(x,n)
[phat,pci] = binofit(x,n,alpha)

Description

binofit(x,n) returns the estimate of the probability of success for the

binomial distribution given the data in the vector, x.
[phat,pci] = binofit(x,n) gives maximum likelihood estimate, phat, and
95% confidence intervals, pci.
[phat,pci] = binofit(x,n,alpha) gives 100(1alpha) percent confidence
intervals. For example, alpha = 0.01 yields 99% confidence intervals.

Example

First we generate one binomial sample of 100 elements with a probability of

success of 0.6. Then, we estimate this probability given the results from the
sample. The 95% confidence interval, pci, contains the true value, 0.6.
r = binornd(100,0.6);
[phat,pci] = binofit(r,100)
phat =
0.5800
pci =
0.4771

0.6780

Reference

Johnson, N. L., S. Kotz, and A.W. Kemp, Univariate Discrete Distributions,

Second Edition, Wiley 1992. pp. 124130.

See Also

mle

2-32

binoinv

Purpose

2binoinv

Inverse of the binomial cumulative distribution function (cdf).

Syntax

X = binoinv(Y,N,P)

Description

binoinv(Y,N,P) returns the smallest integer X such that the binomial cdf
evaluated at X is equal to or exceeds Y. You can think of Y as the probability of
observing X successes in N independent trials where P is the probability of
success in each trial.

The parameter n must be a positive integer and both P and Y must lie on the
interval [0 1]. Each X is a positive integer less than or equal to N.

Examples

If a baseball team has a 50-50 chance of winning any game, what is a

reasonable range of games this team might win over a season of 162 games? We
assume that a surprising result is one that occurs by chance once in a decade.
binoinv([0.05 0.95],162,0.5)
ans =
71

91

This result means that in 90% of baseball seasons, a .500 team should win
between 71 and 91 games.

2-33

binopdf

Purpose

2binopdf

Binomial probability density function (pdf).

Syntax

Y = binopdf(X,N,P)

Description

binopdf(X,N,P) computes the binomial pdf with parameters N and P at the

values in X. The arguments X, N and P must all be the same size except that
scalar arguments function as constant matrices of the common size of the other
arguments.
N must be a positive integer and P must lie on the interval [0 1].

The binomial pdf is

n
(1 x)
y = f ( x n, p ) = p x q
I ( 0, 1, , n ) ( x )
x
The result, y, is the probability of observing x successes in n independent
trials of where the probability of success in any given trial is p.

Examples

A Quality Assurance inspector tests 200 circuit boards a day. If 2% of the

boards have defects, what is the probability that the inspector will find no
defective boards on any given day?
binopdf(0,200,0.02)
ans =
0.0176

What is the most likely number of defective boards the inspector will find?
y = binopdf([0:200],200,0.02);
[x,i] = max(y);
i
i =
5

2-34

binornd

Purpose
Syntax

2binornd

Random numbers from the binomial distribution.

R = binornd(N,P)
R = binornd(N,P,mm)
R = binornd(N,P,mm,nn)

Description

R = binornd(N,P) generates binomial random numbers with parameters N and

P. The size of R is the common size of N and P if both are matrices . If either
parameter is a scalar, the size of R is the size of the other.
R = binornd(N,P,mm) generates binomial random numbers with parameters N
and P. mm is a 1-by-2 vector that contains the row and column dimensions of R.
R = binornd(N,p,mm,nn) generates binomial random numbers with
parameters N and P. The scalars mm and nn are the row and column dimensions
of R.

Algorithm
Examples

The binornd function uses the direct method using the definition of the
binomial distribution as a sum of Bernoulli random variables.
n = 10:10:60;
r1 = binornd(n,1./n)
r1 =
2

r2 = binornd(n,1./n,[1 6])
r2 =
0

r3 = binornd(n,1./n,1,6)
r3 =
0

2-35

binostat

Purpose

2binostat

Mean and variance for the binomial distribution.

Syntax

[M,V] = binostat(N,P)

Description

For the binomial distribution:

The mean is np.
The variance is npq.

Examples

n = logspace(1,5,5)
n =
10

100

1000

10000

100000

[m,v] = binostat(n,1./n)
m =
1

v =
0.9000

0.9900

0.9990

0.9999

1.0000

[m,v] = binostat(n,1/2)
m =
5

50

500

5000

v =
1.0e+04 *
0.0003

2-36

0.0025

0.0250

0.2500

2.5000

50000

bootstrp

Purpose
Syntax

2bootstrp

Bootstrap statistics through resampling of data.

bootstat = bootstrp(nboot,'bootfun',d1,...)
[bootstat,bootsam] = bootstrp(...)

Description

bootstrp(nboot,'bootfun',d1,...) draws nboot bootstrap data samples

and analyzes them using the function bootfun. nboot must be a positive
integer. bootstrp passes the data d1, d2, etc., to bootfun.
[bootstat,bootsam] = bootstrap(...) returns the bootstrap statistics in
bootstat. Each row of bootstat contains the results of applying 'bootfun' to
one bootstrap sample. If 'bootfun' returns a matrix, then this output is
converted to a long vector for storage in bootstat. bootsam is a matrix of

indices into the rows of the data matrix.

Example

Correlate the LSAT scores and and law-school GPA for 15 students. These 15
data points are resampled to create 1000 different datasets, and the correlation
between the two variables is computed for each dataset.
load lawdata
[bootstat,bootsam] = bootstrp(1000,'corrcoef',lsat,gpa);
bootstat(1:5,:)
ans =
1.0000
1.0000
1.0000
1.0000
1.0000

0.3021
0.6869
0.8346
0.8711
0.8043

0.3021
0.6869
0.8346
0.8711
0.8043

1.0000
1.0000
1.0000
1.0000
1.0000

2-37

bootstrp

bootsam(:,1:5)
ans =
4
1
11
11
15
6
8
13
1
1
8
11
1
6
2

7
11
9
14
13
8
2
10
7
11
14
12
4
1
12

5
10
12
15
6
4
15
11
12
10
2
10
14
5
7

12
8
4
5
6
3
8
14
14
1
14
8
8
5
15

8
4
2
15
2
8
6
5
14
8
7
15
1
12
12

hist(bootstat(:,2))
250
200
150
100
50
0
0.2

0.4

0.6

0.8

The histogram shows the variation of the correlation coefficient across all the
bootstrap samples. The sample minimum is positive indicating that the
relationship between LSAT and GPA is not accidental.

2-38

boxplot

Purpose
Syntax

2boxplot

Box plots of a data sample.

boxplot(X)
boxplot(X,notch)
boxplot(X,notch,'sym')
boxplot(X,notch,'sym',vert)
boxplot(X,notch,'sym',vert,whis)

Description

boxplot(X) produces a box and whisker plot for each column of X. The box has
lines at the lower quartile, median, and upper quartile values. The whiskers
are lines extending from each end of the box to show the extent of the rest of
the data. Outliers are data with values beyond the ends of the whiskers. If
there is no data outside the whisker, there is a dot at the bottom whisker. The
dot color is the same as the whisker color.
boxplot(X,notch) with notch = 1 produces a notched-box plot. Notches graph
a robust estimate of the uncertainty about the means for box to box
comparison. The default, notch = 0 produces a rectangular box plot.
boxplot(X,notch,'sym') where 'sym' is a plotting symbol allows control of
the symbol for outliers if any (default = '+').
boxplot(X,notch,'sym',vert) with vert = 0 makes the boxes horizontal

(default: vert = 1, for vertical)

boxplot(X,notch,'sym',vert,whis) enables you to specify the length of the
whiskers. whis defines the length of the whiskers as a function of the
inter-quartile range (default = 1.5 * IQR.) If whis = 0, then boxplot displays all
data values outside the box using the plotting symbol, 'sym'.

2-39

boxplot

Examples

x1 = normrnd(5,1,100,1);
x2 = normrnd(6,1,100,1);
x = [x1 x2];
boxplot(x,1)

Values

2
Column Number

The difference between the means of the two columns of x is 1. We can detect
this difference graphically since the notches do not overlap.

2-40

capable

Purpose
Syntax

2capable

Process capability indices.

p = capable(data,lower,upper)
[p,Cp,Cpk] = capable(data,lower,upper)

Description

capable(data,lower,upper) computes the probability that a sample, data,

from some process falls outside the bounds specified in lower and upper.

The assumptions are that the measured values in the vector, data, are
normally distributed with constant mean and variance and the the
measurements are statistically independent.
[p,Cp,Cpk] = capable(data,lower,upper) also returns the capability indices
Cp and Cpk.

Cp is the ratio of the range of the specifications to six times the estimate of the
process standard deviation
USL LSL
C p = -------------------------------6
For a process that has its average value on target, a Cp of one translates to a
little more than one defect per thousand. Recently many industries have set a
quality goal of one part per million. This would correspond to a Cp = 1.6. The
higher the value of Cp the more capable the process.
Cpk is the ratio of difference between the process mean and the closer
specification limit to three times the estimate of the process standard deviation
USL LSL
C p k = min -----------------------, ----------------------
3
3
where the process mean is . For processes that do not maintain their average
on target, Cpk is a more descriptive index of process capability.

Example

Imagine a machined part with specifications requiring a dimension to be

within three thousandths of an inch of nominal. Suppose that the machining
process cuts too thick by one thousandth of an inch on average and also has a

2-41

capable

standard deviation of one thousandth of an inch. What are the capability

indices of this process?
data = normrnd(1,1,30,1);
[p,Cp,Cpk] = capable(data,[3 3]);
indices = [p Cp Cpk]
indices =
0.0172

1.1144

0.7053

We expect 17 parts out of a thousand to be out-of-specification. Cpk is less than

Cp because the process is not centered.

Reference

Montgomery, D., Introduction to Statistical Quality Control, John Wiley &

Sons 1991. pp. 369374.

See Also

capaplot, histfit

2-42

capaplot

Purpose
Syntax

2capaplot

Process capability plot.

p = capaplot(data,specs)
[p,h] = capaplot(data,specs)

Description

capaplot(data,specs) fits the observations in the vector data assuming a

normal distribution with unknown mean and variance and plots the
distribution of a new observation (T distribution.) The part of the distribution
between the lower and upper bounds contained in the two element vector,
specs, is shaded in the plot.
[p,h] = capaplot(data,specs) returns the probability of the new observation
being within specification in p and handles to the plot elements in h.

Example

Imagine a machined part with specifications requiring a dimension to be

within 3 thousandths of an inch of nominal. Suppose that the machining
process cuts too thick by one thousandth of an inch on average and also has a
standard deviation of one thousandth of an inch.
data = normrnd(1,1,30,1);
p = capaplot(data,[3 3])
p =
0.9784

The probability of a new observation being within specs is 97.84%.

Probability Between Limits is 0.9784
0.4
0.3
0.2
0.1
0
-3

See Also

-2

-1

capable, histfit

2-43

caseread

Purpose
Syntax

2caseread

Read casenames from a file.

names = caseread(filename)
names = caseread

Description

names = caseread(filename) reads the contents of filename and returns a

string matrix of names. filename is the name of a file in the current directory,
or the complete pathname of any file elsewhere. caseread treats each line as a

separate case.
names = caseread displays the File Open dialog box for interactive selection

of the input file.

Example

Use the file months.dat created using the function casewrite on the next page.
type months.dat
January
February
March
April
May
names = caseread('months.dat')
names =
January
February
March
April
May

See Also

2-44

tblread, gname, casewrite

casewrite

Purpose
Syntax

2casewrite

Write casenames from a string matrix to a file.

casewrite(strmat,filename)
casewrite(strmat)

Description

casewrite (strmat,filename) writes the contents of strmat to filename.

Each row of strmat represents one casename. filename is the name of a file in

the current directory, or the complete pathname of any file elsewhere.

casewrite writes each name to a separate line in filename.
casewrite(strmat) displays the File Open dialog box for interactive

specification of the output file.

Example

strmat = str2mat('January','February','March','April','May')
strmat =
January
February
March
April
May

casewrite(strmat,'months.dat')
type months.dat
January
February
March
April
May

See Also

gname, caseread, tblwrite

2-45

cdf

Purpose

2cdf

Computes a chosen cumulative distribution function (cdf).

Syntax

P = cdf('name',X,A1,A2,A3)

Description

cdf is a utility routine allowing you to access all the cdfs in the Statistics
Toolbox using the name of the distribution as a parameter.
P = cdf('name',X,A1,A2,A3) returns a matrix of probabilities. name is a string
containing the name of the distribution. X is a matrix of values, and A, A2, and
A3 are matrices of distribution parameters. Depending on the distribution,
some of the parameters may not be necessary.

The arguments X, A1, A2, and A3 must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

Examples

p = cdf('Normal',2:2,0,1)
p =
0.0228

0.1587

0.5000

0.8413

0.9772

0.4335

0.4405

p = cdf('Poisson',0:5,1:6)
p =
0.3679

See Also

2-46

0.4060

icdf, mle, pdf, random

0.4232

0.4457

chi2cdf

Purpose

Chi-square (2) cumulative distribution function (cdf).

2chi2cdf

Syntax

P = chi2cdf(X,V)

Description

chi2cdf(X,V) computes the 2 cdf with parameter V at the values in X. The

arguments X and V must be the same size except that a scalar argument

functions as a constant matrix of the same size as the other argument.

The degrees of freedom,V, must be a positive integer.
The 2 cdf is:
p = F(x ) =

( 2 ) 2 t 2

- dt
0 ---------------------------------v
--2

2 ( 2 )

The result, p, is the probability that a single observation from the 2

distribution with degrees of freedom, , will fall in the interval [0 x].
The 2 density function with n degrees of freedom is the same as the gamma
density function with parameters n/2 and 2.

Examples

probability = chi2cdf(5,1:5)
probability =
0.9747

0.9179

0.8282

0.7127

0.5841

0.5940

0.5841

probability = chi2cdf(1:5,1:5)
probability =
0.6827

0.6321

0.6084

2-47

chi2inv

Purpose

Inverse of the chi-square (2) cumulative distribution function (cdf).

2chi2inv

Syntax

X = chi2inv(P,V)

Description

chi2inv(P,V) computes the inverse of the 2 cdf with parameter V for the
probabilities in P. The arguments P and V must be the same size except that a

scalar argument functions as a constant matrix of the size of the other

argument.
The degrees of freedom,V, must be a positive integer and P must lie in the
interval [0 1].
We define the 2 inverse function in terms of the 2 cdf.
1

x = F ( p ) = { x:F ( x ) = p }
where p = F ( x ) =

t 2

t ( 2 ) 2e
---------------------------------- dt
v
--2

2 ( 2 )

The result, x, is the solution of the integral equation of the 2 cdf with
parameter where you supply the desired probability p.

Examples

Find a value that exceeds 95% of the samples from a 2 distribution with 10
degrees of freedom.
x = chi2inv(0.95,10)
x =
18.3070

You would observe values greater than 18.3 only 5% of the time by chance.

2-48

chi2pdf

Purpose

Chi-square (2) probability density function (pdf).

2chi2pdf

Syntax

Y = chi2pdf(X,V)

Description

chi2pdf(X,V) computes the 2 pdf with parameter V at the values in X. The

arguments X and V must be the same size except that a scalar argument

functions as a constant matrix of the same size of the other argument.

The degrees of freedom, V, must be a positive integer.
The chi-square pdf is:
x 2

x ( 2 ) 2e
y = f (x ) = -----------------------------------v
--2

2 ( 2 )
The 2 density function with n degrees of freedom is the same as the gamma
density function with parameters n/2 and 2.
If x is standard normal , then x2 is distributed 2 with one degree of freedom.
If x1, x2, ..., xn are n independent standard normal observations, then the sum
of the squares of the xs is distributed 2 with n degrees of freedom.

Examples

nu = 1:6;
x = nu;
y = chi2pdf(x,nu)
y =
0.2420

0.1839

0.1542

0.1353

0.1220

0.1120

The mean of the 2 distribution is the value of the parameter, nu. The above
example shows that the probability density of the mean falls as nu increases.

2-49

chi2rnd

Purpose
Syntax

Random numbers from the chi-square (2) distribution.

2chi2rnd

R = chi2rnd(V)
R = chi2rnd(V,m)
R = chi2rnd(V,m,n)

Description

R = chi2rnd(V) generates 2 random numbers with V degrees of freedom. The

size of R is the size of V.
R = chi2rnd(V,m) generates 2 random numbers with V degrees of freedom. m
is a 1-by-2 vector that contains the row and column dimensions of R.
R = chi2rnd(V,m,n) generates 2 random numbers with V degrees of freedom.
The scalars m and n are the row and column dimensions of R.

Examples

Note that the first and third commands are the same but are different from the
second command.
r = chi2rnd(1:6)
r =
0.0037

3.0377

7.8142

0.9021

3.2019

9.0729

12.2497

3.0388

6.3133

5.0388

0.8273

3.2506

1.5469

10.9197

r = chi2rnd(6,[1 6])
r =
6.5249

2.6226

r = chi2rnd(1:6,1,6)
r =
0.7638

2-50

6.0955

chi2stat

Purpose

Mean and variance for the chi-square (2) distribution.

2chi2stat

Syntax

[M,V] = chi2stat(NU)

Description

For the 2 distribution:

The mean is n
The variance is 2n.

Example

nu = 1:10;
nu = nu'nu;
[m,v] = chi2stat(nu)
m =
1
2
3
4
5
6
7
8
9
10

2
4
6
8
10
12
14
16
18
20

3
6
9
12
15
18
21
24
27
30

4
8
12
16
20
24
28
32
36
40

5
10
15
20
25
30
35
40
45
50

6
12
18
24
30
36
42
48
54
60

7
14
21
28
35
42
49
56
63
70

8
16
24
32
40
48
56
64
72
80

9
18
27
36
45
54
63
72
81
90

10
20
30
40
50
60
70
80
90
100

4
8
12
16
20
24
28
32
36
40

6
12
18
24
30
36
42
48
54
60

8
16
24
32
40
48
56
64
72
80

10
20
30
40
50
60
70
80
90
100

12
24
36
48
60
72
84
96
108
120

14
28
42
56
70
84
98
112
126
140

16
32
48
64
80
96
112
128
144
160

18
36
54
72
90
108
126
144
162
180

20
40
60
80
100
120
140
160
180
200

v =
2
4
6
8
10
12
14
16
18
20

2-51

classify

Purpose

2classify

Linear discriminant analysis.

Syntax

class = classify(sample,training,group)

Description

class = classify(sample,training,group) assigns each row of the data in

sample into one of the groups that the training set, training, is already
divided into. sample and training must have the same number of columns.

The vector group contains integers, from one to the number of groups, that
identify which group each row of the training set belongs. group and training
must have the same number of rows.
The function returns class, a vector with the same number of rows as sample.
Each element of class identifies the group to which the corresponding element
of sample has been assigned. The classify function determines into which
group each row in sample belongs by computing the Mahalanobis distance of
each row in sample to each row in training.

Example

load discrim
sample = ratings(idx,:);
training = ratings(1:200,:);
g = group(1:200);
class = classify(sample,training,g);
first5 = class(1:5)
first5 =
2
2
2
2
2

See Also

2-52

mahal

cluster

Purpose

2cluster

Construct clusters from linkage output.

Syntax

T = cluster(Z,cutoff)
T = cluster(Z,cutoff,depth)

Description

cluster(Z,cutoff) constructs clusters from hierarchical cluster tree, Z,

generated by the linkage function. Z is a matrix of size m-1 by 3, where m is

the number of observations in the original data.

cutoff is a threshold value that determines how the cluster function creates
clusters. The value of cutoff determines how cluster interprets it.
Value

Meaning

0 < cutoff < 1

cutoff is interpreted as the threshold for the

inconsistency coefficient. The inconsistency

coefficient quantifies the degree of difference between
objects in the hierarchical cluster tree. If
inconsistency coefficient of a link is greater than the
threshold, the cluster function uses the link as a
boundary for a cluster grouping. For more information
about the inconsistency coefficient, see the
inconsistent function.
cutoff >= 1

cutoff is interpreted as the maximum number of

clusters to keep in the hierarchical tree.

cluster(Z,cutoff,depth)constructs clusters from cluster tree Z. The depth

argument specifies the number of levels in the hierarchical cluster tree to

include in the inconsistency coefficient computation. (The inconsistency
coefficient compares a link between two objects in the cluster tree with
neighboring links up to a specified depth. See the inconsistent function for
more information.) When the depth argument is specified, cutoff is always
interpreted as the inconsistency coefficient threshold.
The output, T, is a vector of size m that identifies, by number, the cluster in
which each object was grouped. To find out which object from the original
dataset are contained in cluster i, use find(T==i).

2-53

cluster

Example

The example uses the pdist function to calculate the distance between items
in a matrix of random numbers and then uses the linkage function to compute
the hierarchical cluster tree based on the matrix. The output of the linkage
function is passed to the cluster function. The cutoff value 3 indicates that
you want to group the items into three clusters. The example uses the find
function to list all the items grouped into cluster 2.
rand('seed', 0);
X = [rand(10,3); rand(10,3)+1; rand(10,3)+2];
Y = pdist(X);
Z = linkage(Y);
T = cluster(Z,3);
find(T == 3)
ans =
11
12
13
14
15
16
17
18
19
20

See Also

2-54

clusterdata, cophenet, dendrogram, inconsistent, linkage, pdist,

squareform

clusterdata

Purpose

2clusterdata

Construct clusters from data.

Syntax

T = clusterdata(X,cutoff)

Description

T = clusterdata(X,cutoff)constructs clusters from the data matrix X. X is a

matrix of size m by n, interpreted as m observations of n variables.
cutoff is a threshold value that determines how the cluster function creates
clusters. The value of cutoff determines how clusterdata interprets it.
Value

Meaning

0 < cutoff < 1

cutoff is interpreted as the threshold for the

inconsistency coefficient. The inconsistency

coefficient quantifies the degree of difference between
objects in the hierarchical cluster tree. If
inconsistency coefficient of a link is greater than the
threshold, the cluster function uses the link as a
boundary for a cluster grouping. For more information
about the inconsistency coefficient, see the
inconsistent function.
cutoff >= 1

cutoff is interpreted as the maximum number of

clusters to keep in the hierarchical tree.

The output, T, is a vector of size m that identifies, by number, the cluster in
which each object was grouped.
T = clusterdata(X,cutoff) is the same as
Y = pdist(X,'euclid');
Z = linkage(Y,'single');
T = cluster(Z,cutoff);

Follow this sequence to use nondefault parameters for pdist and linkage.

Example

The example first creates a sample dataset of random numbers. The example
then uses the clusterdata function to compute the distances between items in
the dataset and create a hierarchical cluster tree from the dataset. Finally, the

2-55

clusterdata

clusterdata function groups the items in the dataset into three clusters. The
example uses the find function to list all the items in cluster 2.
rand('seed', 12);
X = [rand(10,3); rand(10,3)+1.2; rand(10,3)+2.5;
T = clusterdata(X,3);
find(T == 2)
ans =

21
22
23
24
25
26
27
28
29
30

See Also

2-56

cluster, cophenet, dendrogram, inconsistent, linkage, pdist, squareform

combnk

Purpose
Syntax
Description

2combnk

Enumeration of all combinations of n objects k at a time.

C = combnk(v,k)
C = combnk(v,k) returns all combinations of the n elements in v taken k at a

time.
C = combnk(v,k) produces a matrix, with k columns. Each row of C has k of the
elements in the vector v. C has n!/k!(n-k)! rows.

It is not feasible to use this function if v has more than about 10 elements.

Example

Combinations of characters from a string.

C = combnk('tendril',4);
last5 = C(31:35,:)
last5 =
tedr
tenl
teni
tenr
tend

Combinations of elements from a numeric vector.

c = combnk(1:4,2)
c =
3
2
2
1
1
1

4
4
3
4
3
2

2-57

cophenet

Purpose

2cophenet

Cophenetic correlation coefficient.

Syntax

c = cophenet(Z,Y)

Description

c = cophenet(Z,Y) computes the cophenetic correlation coefficient which

compares the distance information in Z, generated by linkage, and the
distance information in Y, generated by pdist. Z is a matrix of size m-1 by 3,
with distance information in the third column. Y is a vector of size
m (m 1) 2 .

For example, given a group of objects {1,2,....m} with distances Y, the function
linkage produces a hierarchical cluster tree. The cophenet function measures
the distortion of this classification, indicating how readily the data fits into the
structure suggested by the classification.
The output value, c, is the cophenetic correlation coefficient. The magnitude of
this value should be very close to 1 for a high-quality solution. This measure
can be used to compare alternative cluster solutions obtained using different
algorithms.
The cophenetic correlation between Z(:,3) and Y is defined as
i < j ( Y ij y ) ( Z ij z )
c = -----------------------------------------------------------------------------2
i < j ( Y ij y ) 2 i < j ( Z ij z )
where:
Yij is the distance between objects i and j in Y.
Zij is the distance between objects i and j in Z(:,3).
y and z are the average of Y and Z(:,3), respectively.

Example

See Also

2-58

rand('seed',12);
X = [rand(10,3);rand(10,3)+1;rand(10,3)+2];
Y = pdist(X);
Z = linkage(Y,'centroid');
c = cophenet(Z,Y)
c =
0.6985
cluster, dendrogram, inconsistent, linkage, pdist, squareform

cordexch

Purpose
Syntax

2cordexch

D-optimal design of experiments coordinate exchange algorithm.

settings = cordexch(nfactors,nruns)
[settings,X] = cordexch(nfactors,nruns)
[settings,X] = cordexch(nfactors,nruns,'model')

Description

settings = cordexch(nfactors,nruns) generates the factor settings matrix,

settings, for a D-optimal design using a linear additive model with a constant
term. settings has nruns rows and nfactors columns.
[settings,X] = cordexch(nfactors,nruns) also generates the associated

design matrix, X.
[settings,X] = cordexch(nfactors,nruns,'model') produces a design for
fitting a specified regression model. The input, 'model', can be one of these
strings:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.

Example

The D-optimal design for two factors in nine run using a quadratic model is the
32 factorial as shown below:
settings = cordexch(2,9,'quadratic')
settings =
1
1
0
1
1
0
1
0
1

See Also

1
1
1
1
1
1
0
0
0

rowexch, daugment, dcovary, hadamard, fullfact, ff2n

2-59

corrcoef

Purpose

2corrcoef

Correlation coefficients.

Syntax

R = corrcoef(X)

Description

R = corrcoef(X) returns a matrix of correlation coefficients calculated from

an input matrix whose rows are observations and whose columns are variables.
The element (i,j) of the matrix R is related to the corresponding element of
the covariance matrix C = cov(X) by

C ( i, j ) )
rR ( i, j ) = ------------------------------------C ( i, i )C ( j, j )

See Also

cov, mean, std, var

corrcoef is a function in MATLAB.

2-60

cov

Purpose
Syntax

2cov

Covariance matrix.
C = cov(X)
C = cov(x,y)

Description

cov computes the covariance matrix. For a single vector, cov(x) returns a

scalar containing the variance. For matrices, where each row is an observation,
and each column a variable, cov(X) is the covariance matrix.
The variance function, var(X) is the same as diag(cov(X)).
The standard deviation function, std(X) is equivalent to
sqrt(diag(cov(X))).
cov(x,y), where x and y are column vectors of equal length, gives the same
result as cov([x y]).

Algorithm

The algorithm for cov is

[n,p] = size(X);
X = X ones(n,1) * mean(X);
Y = X'X/(n1);

See Also

corrcoef, mean, std, var

xcov, xcorr in the Signal Processing Toolbox
cov is a function in MATLAB.

2-61

crosstab

Purpose

2crosstab

Cross-tabulation of two vectors.

Syntax

table = crosstab(col1,col2)
[table,chi2,p] = crosstab(col1,col2)

Description

table = crosstab(col1,col2) takes two vectors of positive integers and

returns a matrix, table, of cross-tabulations. The ijth element of table
contains the count of all instances where col1 = i and col2 = j.
[table,chi2,p] = crosstab(col1,col2) also returns the chisquare statistic,
chi2, for testing the independence of the rows and columns table. The scalar,
p, is the significance level of the test. Values of p near zero cast doubt on the
assumption of independence of the rows and columns of table.

Example

We generate 2 columns of 50 discrete uniform random numbers. The first

column has numbers from one to three. The second has only ones and twos. The
two columns are independent so we would be surprised if p were near zero.
r1 = unidrnd(3,50,1);r2 = unidrnd(2,50,1);
[table,chi2,p] = crosstab(r1,r2)
table =
10
8
6

5
8
13

chi2 =
4.1723
p =
0.1242

The result, 0.1242, is not a surprise. A very small value of p would make us
suspect the randomness of the random number generator.

See Also

2-62

tabulate

daugment

Purpose
Syntax

2daugment

D-optimal augmentation of an experimental design.

settings = daugment(startdes,nruns)
[settings,X] = daugment(startdes,nruns,'model')

Description

settings = daugment(startdes,nruns) augments an initial experimental

design, startdes, with nruns new tests.
[settings,X] = daugment(startdes,nruns,'model') also supplies the
design matrix, X. The input, 'model', controls the order of the regression
model. By default, daugment assumes a linear additive model. Alternatively,
'model' can be any of these:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.
daugment uses the coordinate exchange algorithm.

Example

We add 5 runs to a 22 factorial design to allow us to fit a quadratic model.

startdes = [1 1; 1 1; 1 1; 1 1];
settings = daugment(startdes,5,'quadratic')
settings =
1
1
1
1
1
1
0
0
0

1
1
1
1
0
0
1
0
1

The result is a 32 factorial design.

See Also

cordexch, dcovary, rowexch

2-63

dcovary

Purpose
Syntax

2dcovary

D-optimal design with specified fixed covariates.

settings = dcovary(factors,covariates)
[settings,X] = dcovary(factors,covariates,'model')

Description

settings = dcovary(factors,covariates,'model') creates a D-optimal

design subject to the constraint of fixed covariates for each run. factors is

the number of experimental variables you want to control.

[settings,X] = dcovary(factors,covariates,'model') also creates the
associated design matrix, X. The input, 'model', controls the order of the
regression model. By default, dcovary assumes a linear additive model.
Alternatively, 'model' can be any of these:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.

Example

Suppose we want to block an eight run experiment into 4 blocks of size 2 to fit
a linear model on two factors.
covariates = dummyvar([1 1 2 2 3 3 4 4]);
settings = dcovary(2,covariates(:,1:3),'linear')
settings =
1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

1
1
0
0
0
0
0
0

0
0
1
1
0
0
0
0

0
0
0
0
1
1
0
0

The first two columns of the output matrix contain the settings for the two
factors. The last three columns are dummy variable codings for the four blocks.

See Also

2-64

daugment, cordexch

dendrogram

Purpose

2dendrogram

Plot dendrogram graphs.

Syntax

H = dendrogram(Z)
H = dendrogram(Z,p)
[H,T] = dendrogram(...)

Description

H = dendrogram(Z) generates a dendrogram plot of the hierarchical, binary

cluster tree, Z. Z is an m-1 by 3 matrix, generated by the linkage function,
where m is the number of objects in the original dataset.

A dendrogram consists of many upside-down, U-shaped lines connecting

objects in a hierarchical tree. Except for the Ward linkage (see linkage), the
height of each U represents the distance between the two objects being
connected. The output, H, is a vector of line handles.
H = dendrogram(Z,p) generates a dendrogram with only the top p nodes. By
default, dendrogram uses 30 as the value of p. When there are more than 30
initial nodes, a dendrogram may look crowded. To display every node, set p = 0.
[H,T] = dendrogram(...) generates a dendrogram, returning T, a vector of
size m that contains the cluster number for each object in the original dataset.
T provides access to the nodes of a cluster hierarchy that are not displayed in
the dendrogram because they fall below the cutoff value p. For example, to find
out which objects are contained in leaf node k of the dendrogram, use
find(T==k). Leaf nodes are the nodes at the bottom of the dendrogram that
have no other nodes below them.

When there are fewer than p objects in the original data, all objects are
displayed in the dendrogram. In this case, T is the identical map, i.e.,
T = (1:m)', where each node contains only itself.

2-65

dendrogram

Example

rand('seed',12);
X= rand(100,2);
Y= pdist(X,'citiblock');
Z= linkage(Y,'average');
[H, T] = dendrogram(Z);

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
14 17 13 22 12 8 23 20 19 1 21 15 5 2 3 16 27 4 18 24 28 6 10 7 30 26 9 25 11 29

find(T==20)
ans =
20
49
62
65
73
96

2-66

dendrogram

This output indicates that leaf node 20 in the dendrogram contains the original
data points 20, 49, 62, 65, 73, and 96.

See Also

cluster, clusterdata, cophenet, inconsistent, linkage, pdist, squareform

2-67

disttool

Purpose

2disttool

Interactive graph of cdf (or pdf) for many probability distributions.

Syntax

disttool

Description

The disttool command sets up a graphic user interface for exploring the
effects of changing parameters on the plot of a cdf or pdf. Clicking and dragging
a vertical line on the plot allows you to evaluate the function over its entire
domain interactively.
Evaluate the plotted function by typing a value in the x-axis edit box or
dragging the vertical reference line on the plot. For cdfs, you can evaluate the
inverse function by typing a value in the y-axis edit box or dragging the
horizontal reference line on the plot. The shape of the pointer changes from an
arrow to a crosshair when you are over the vertical or horizontal line to indicate
that the reference line is draggable.
To change the distribution function choose from the pop-up menu of functions
at the top left of the figure. To change from cdfs to pdfs, choose from the pop-up
menu at the top right of the figure.
To change the parameter settings move the sliders or type a value in the edit
box under the name of the parameter. To change the limits of a parameter, type
a value in the edit box at the top or bottom of the parameter slider.
When you are done, press the Close button.

See Also

2-68

randtool

dummyvar

Purpose

2dummyvar

Matrix of 0-1 dummy variables.

Syntax

D = dummyvar(group)

Description

D = dummyvar(group) generates a matrix, D, of 0-1 columns. D has one column

for each unique value in each column of the matrix group. Each column of
group contains positive integers that indicate the group membership of an
individual row.

Example

Suppose we are studying the effects of two machines and three operators on a
process. The first column of group would have the values one or two depending
on which machine was used. The second column of group would have the values
one, two, or three depending on which operator ran the machine.
group = [1 1;1 2;1 3;2 1;2 2;2 3];
D = dummyvar(group)
D =
1
1
1
0
0
0

See Also

0
0
0
1
1
1

1
0
0
1
0
0

0
1
0
0
1
0

0
0
1
0
0
1

pinv, regress

2-69

errorbar

Purpose
Syntax

2errorbar

Plot error bars along a curve.

errorbar(X,Y,L,U,symbol)
errorbar(X,Y,L)
errorbar(Y,L)

Description

errorbar(X,Y,L,U,symbol) plots X versus Y with error bars specified by L and

U. X, Y, L, and U must be the same length. If X, Y, L, and U are matrices, then each

column produces a separate line. The error bars are each drawn a distance of
U(i) above and L(i) below the points in (X,Y). symbol is a string that controls
the line type, plotting symbol, and color of the error bars.
errorbar(X,Y,L) plots X versus Y with symmetric error bars about Y.
errorbar(Y,L) plots Y with error bars [YL Y+L].

Example

lambda = (0.1:0.2:0.5);
r = poissrnd(lambda(ones(50,1),:));
[p,pci] = poissfit(r,0.001);
L = p pci(1,:)
U = pci(2,:) p
errorbar(1:3,p,L,U,'+')
L =
0.1200

0.1600

0.2600

0.2000

0.2200

0.3400

U =
0.8
0.6
0.4
0.2
0
0.5

See Also

2-70

1.5

2.5

errorbar is a function in MATLAB.

3.5

ewmaplot

Purpose
Syntax

2ewmaplot

Exponentially Weighted Moving Average (EWMA) chart for Statistical Process

Control (SPC).
ewmaplot(data)
ewmaplot(data,lambda)
ewmaplot(data,lambda,alpha)
ewmaplot(data,lambda,alpha,specs)
h = ewmaplot(...)

Description

ewmaplot(data) produces an EWMA chart of the grouped responses in data.

The rows of data contain replicate observations taken at a given time. The rows
should be in time order.
ewmaplot(data,lambda) produces an EWMA chart of the grouped responses in
data, and specifes how much the current prediction is influenced by past
observations. Higher values of lambda give more weight to past observations.
By default, lambda = 0.4; lambda must be between 0 and 1.
ewmaplot(data,lambda,alpha) produces an EWMA chart of the grouped
responses in data, and specifies the significance level of the upper and lower
plotted confidence limits. alpha is 0.01 by default. This means that roughly
99% of the plotted points should fall between the control limits.
ewmaplot(data,lambda,alpha,specs) produces an EWMA chart of the
grouped responses in data, and specifies a two element vector, specs, for the
lower and upper specification limits of the response. Note
h = ewmaplot(...) returns a vector of handles to the plotted lines.

Example

Consider a process with a slowly drifting mean over time. An EWMA chart is
preferable to an x-bar chart for monitoring this kind of process. This simulation
demonstrates an EWMA chart for a slow linear drift.
t = (1:30)';
r = normrnd(10+0.02*t(:,ones(4,1)),0.5);
ewmaplot(r,0.4,0.01,[9.3 10.7])

2-71

ewmaplot

Exponentially Weighted Moving Average (EWMA) Chart

11
UCL

10.8
USL

10.6

EWMA

10.4
10.2
10
9.8
LCL

9.6
9.4
LSL

9.2
0

10

15
20
Sample Number

25

30

Reference

Montgomery, D., Introduction to Statistical Quality Control, John Wiley &

Sons 1991. p. 299.

See Also

xbarplot, schart

2-72

expcdf

Purpose

2expcdf

Exponential cumulative distribution function (cdf).

Syntax

P = expcdf(X,MU)

Description

expcdf(X,MU) computes the exponential cdf with parameter settings MU at the

values in X. The arguments X and MU must be the same size except that a scalar
argument functions as a constant matrix of the same size of the other
argument.

The parameter MU must be positive.

The exponential cdf is:

p = F(x ) =

--1 ----- e dt = 1 e
0

The result, p, is the probability that a single observation from an exponential

distribution will fall in the interval [0 x].

Examples

The median of the exponential distribution is log(2). Demonstrate this fact.

mu = 10:10:60;
p = expcdf(log(2)*mu,mu)
p =
0.5000

0.5000

0.5000

0.5000

0.5000

0.5000

What is the probability that an exponential random variable will be less than
or equal to the mean, ?
mu = 1:6;
x = mu;
p = expcdf(x,mu)
p =
0.6321

0.6321

0.6321

0.6321

0.6321

0.6321

2-73

expfit

Purpose
Syntax

2expfit

Parameter estimates and confidence intervals for exponential data.

muhat = expfit(x)
[muhat,muci] = expfit(x)
[muhat,muci] = expfit(x,alpha)

Description

muhat = expfit(x) returns the estimate of the parameter, , of the

exponential distribution given the data, x.
[muhat,muci] = expfit(x) also returns the 95% confidence interval in
muci.
[muhat,muci] = expfit(x,alpha) gives 100(1alpha) percent confidence
intervals. For example, alpha = 0.01 yields 99% confidence intervals.

Example

We generate 100 independent samples of exponential data with = 3. muhat is

an estimate of true_mu and muci is a 99% confidence interval around
muhat. Notice that muci contains true_mu.
true_mu = 3;
[muhat,muci] = expfit(r,0.01)
muhat =
2.8835
muci =
2.1949
3.6803

See Also

2-74

betafit, binofit, gamfit, normfit, poissfit, unifit, weibfit

expinv

Purpose

2expinv

Inverse of the exponential cumulative distribution function (cdf).

Syntax

X = expinv(P,MU)

Description

expinv(P,MU) computes the inverse of the exponential cdf with parameter MU

for the probabilities in P. The arguments P and MU must be the same size except

that a scalar argument functions as a constant matrix of the size of the other
argument.
The parameter MU must be positive and P must lie on the interval [0 1].
The inverse of the exponential cdf is:
x = F ( p ) = ln ( 1 p )
The result, x, is the value such that the probability is p that an observation
from an exponential distribution with parameter will fall in the range [0 x].

Examples

Let the lifetime of light bulbs be exponentially distributed with mu equal to 700
hours. What is the median lifetime of a bulb?
expinv(0.50,700)
ans =
485.2030

So, suppose you buy a box of 700 hour light bulbs. If 700 hours is mean life of
the bulbs, then half them will burn out in less than 500 hours.

2-75

exppdf

Purpose

2exppdf

Exponential probability density function (pdf).

Syntax

Y = exppdf(X,MU)

Description

exppdf(X,MU) computes the exponential pdf with parameter settings MU at the

values in X. The arguments X and MU must be the same size except that a scalar
argument functions as a constant matrix of the same size of the other
argument.

The parameter MU must be positive.

The exponential pdf is:
x

1 --y = f ( x ) = --- e

The exponential pdf is the gamma pdf with its first parameter (a) equal to 1.
The exponential distribution is appropriate for modeling waiting times when
you think the probability of waiting an additional period of time is independent
of how long youve already waited. For example, the probability that a light
bulb will burn out in its next minute of use is relatively independent of how
many minutes it has already burned.

Examples

y = exppdf(5,1:5)
y =
0.0067

0.0410

0.0630

0.0716

0.0736

0.1226

0.0920

0.0736

y = exppdf(1:5,1:5)
y =
0.3679

2-76

0.1839

exprnd

Purpose

2exprnd

Random numbers from the exponential distribution.

Syntax

R = exprnd(MU)
R = exprnd(MU,m)
R = exprnd(MU,m,n)

Description

R = exprnd(MU) generates exponential random numbers with mean MU. The

size of R is the size of MU.
R = exprnd(MU,m) generates exponential random numbers with mean MU. m is
a 1-by-2 vector that contains the row and column dimensions of R.
R = exprnd(MU,m,n) generates exponential random numbers with mean MU.
The scalars m and n are the row and column dimensions of R.

Examples

n1 = exprnd(5:10)
n1 =
7.5943

18.3400

2.7113

3.0936

0.6078

9.5841

23.5530

23.4303

5.7190

3.9876

n2 = exprnd(5:10,[1 6])
n2 =
3.2752

1.1110

n3 = exprnd(5,2,3)
n3 =
24.3339
4.7932

13.5271
4.3675

1.8788
2.6468

2-77

expstat

Purpose

2expstat

Mean and variance for the exponential distribution.

Syntax

[M,V] = expstat(MU)

Description

For the exponential distribution:

The mean is .
The variance is 2.

Examples

[m,v] = expstat([1 10 100 1000])

m =
1

10

100

1000

100

10000

1000000

v =

2-78

fcdf

Purpose

2fcdf

F cumulative distribution function (cdf).

Syntax

P = fcdf(X,V1,V2)

Description

fcdf(X,V1,V2) computes the F cdf with parameters V1 and V2 at the values in

X. The arguments X, V1 and V2 must all be the same size except that scalar

arguments function as constant matrices of the common size of the other

arguments.
Parameters V1 and V2 must contain positive integers.
The F cdf is:
( 1 + 2 )
1 2
1
------------------------------------ ---2
2
t
1
2
- dt
-------------------------------- ------ ----------------------------------------= F ( x 1 , 2 ) =
1 + 2

0 1 2 2
1 ---------------2
--------

1 + ------ t
2 2

x

The result, p, is the probability that a single observation from an F distribution

with parameters 1 and 2 will fall in the interval [0 x].

Examples

This example illustrates an important and useful mathematical identity for the
F distribution.
nu1 = 1:5;
nu2 = 6:10;
x = 2:6;
F1 = fcdf(x,nu1,nu2)
F1 =
0.7930

0.8854

0.9481

0.9788

0.9919

0.9788

0.9919

F2 = 1 fcdf(1./x,nu2,nu1)
F2 =
0.7930

0.8854

0.9481

2-79

ff2n

Purpose

2ff2n

Two-level full-factorial designs.

Syntax

X = ff2n(n)

Description

X = ff2n(n) creates a two-level full-factorial design, X. n is the number of

columns of X. The number of rows is 2n.

Example

X = ff2n(3)
X =
0
0
0
0
1
1
1
1

0
0
1
1
0
0
1
1

0
1
0
1
0
1
0
1

X is the binary representation of the numbers from 0 to 2n1.

See Also

2-80

fullfact

finv

Purpose

2finv

Inverse of the F cumulative distribution function (cdf).

Syntax

X = finv(P,V1,V2)

Description

finv(P,V1,V2) computes the inverse of the F cdf with numerator degrees of

freedom,V1, and denominator degrees of freedom, V2, for the probabilities in
P. The arguments P, V1 and V2 must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

The parameters V1 and V2 must both be positive integers and P must lie on the
interval [0 1].
The F inverse function is defined in terms of the F cdf:
1

x = F ( p 1 , 2 ) = { x:F ( x 1 , 2 ) = p }
( 1 + 2 )
1 2
1
------------------------------------ ---2
2
t
1
- dt
where p = F ( x 1 , 2 ) =
-------------------------------- ------ 2 ---------------------------------------- 1 + 2

2
0 1 2
1 --------------- ------ -----1 + ------ t 2
2 2
2

Examples

Find a value that should exceed 95% of the samples from an F distribution with
5 degrees of freedom in the numerator and 10 degrees of freedom in the
denominator.
x = finv(0.95,5,10)
x =
3.3258

You would observe values greater than 3.3258 only 5% of the time by chance.

2-81

fpdf

Purpose

2fpdf

F probability density function (pdf).

Syntax

Y = fpdf(X,V1,V2)

Description

fpdf(X,V1,V2) computes the F pdf with parameters V1 and V2 at the values in

X. The arguments X, V1 and V2 must all be the same size except that scalar

arguments function as constant matrices of the common size of the other

arguments.
The parameters V1 and V2 must both be positive integers and X must lie on the
interval [0 ).
The probability density function for the F distribution is:
( 1 + 2 )
1 2
1
------------- ----------------------- ---2
2
x
1
y = f ( x 1 , 2 ) = -------------------------------- ------ 2 -----------------------------------------1 + 2
1
2 2
1 ---------------

2
--------

1 + ------ x
2 2
2

Examples

y = fpdf(1:6,2,2)
y =
0.2500

0.1111

0.0625

0.0400

0.0278

0.0204

z = fpdf(3,5:10,5:10)
z =
0.0689

2-82

0.0659

0.0620

0.0577

0.0532

0.0487

frnd

Purpose
Syntax

2frnd

Random numbers from the F distribution.

R = frnd(V1,V2)
R = frnd(V1,V2,m)
R = frnd(V1,V2,m,n)

Description

R = frnd(V1,V2) generates random numbers from the F distribution with

numerator degrees of freedom, V1, and denominator degrees of freedom, V2.
The size of R is the common size of V1 and V2 if both are matrices. If either
parameter is a scalar, the size of R is the size of the other parameter.
R = frnd(V1,V2,m) generates random numbers from the F distribution with
parameters V1 and V2. m is a 1-by-2 vector that contains the row and column
dimensions of R.
R = frnd(V1,V2,m,n) generates random numbers from the F distribution with
parameters V1 and V2. The scalars m and n are the row and column dimensions
of R.

Examples

n1 = frnd(1:6,1:6)
n1 =
0.0022

0.3121

3.0528

0.3189

0.2715

0.9539

n2 = frnd(2,2,[2 3])
n2 =
0.3186
0.2052

0.9727
148.5816

3.0268
0.2191

n3 = frnd([1 2 3;4 5 6],1,2,3)

n3 =
0.6233
2.5848

0.2322
0.2121

31.5458
4.4955

2-83

fstat

Purpose

2fstat

Mean and variance for the F distribution.

Syntax

[M,V] = fstat(V1,V2)

Description

For the F distribution:

The mean, for values of n2 greater than 2, is:
2
-----------2 2
The variance, for values of n greater than 4, is:
2

2 2 ( 1 + 2 2 )
------------------------------------------------2
1 ( 2 2 ) ( 2 4 )
The mean of the F distribution is undefined if 2 is less than 3. The variance is
undefined for 2 less than 5.

Examples

fstat returns NaN when the mean and variance are undefined.
[m,v] = fstat(1:5,1:5)
m =
NaN

NaN

3.0000

2.0000

1.6667

NaN

NaN

NaN

NaN

8.8889

v =

2-84

fsurfht

Purpose
Syntax

2fsurfht

Interactive contour plot of a function.

fsurfht('fun',xlims,ylims)
fsurfht('fun',xlims,ylims,p1,p2,p3,p4,p5)

Description

fsurfht('fun',xlims,ylims) is an interactive contour plot of the function

specified by the text variable fun. The x-axis limits are specified by xlims =
[xmin xmax] and the y-axis limits specified by ylims.
fsurfht('fun',xlims,ylims,p1,p2,p3,p4,p5) allows for five optional
parameters that you can supply to the function 'fun'. The first two arguments
of fun are the x-axis variable and y-axis variable, respectively.

There are vertical and horizontal reference lines on the plot whose intersection
defines the current x-value and y-value. You can drag these dotted white
reference lines and watch the calculated z-values (at the top of the plot) update
simultaneously. Alternatively, you can get a specific z-value by typing the
x-value and y-value into editable text fields on the x-axis and y-axis
respectively.

Example

Plot the Gaussian likelihood function for the gas.mat data.

load gas

Write the M-file, gauslike.m.

function z = gauslike(mu,sigma,p1)
n = length(p1);
z = ones(size(mu));
for i = 1:n
z = z .* (normpdf(p1(i),mu,sigma));
end

2-85

fsurfht

gauslike calls normpdf treating the data sample as fixed and the parameters
and as variables. Assume that the gas prices are normally distributed and
plot the likelihood surface of the sample.
fsurfht('gauslike',[112 118],[3 5],price1)

2e-25

4.8
4.6
4.4
4.2
1e-24

4
1.2e-24
3.8

6e-25

3.6
3.4
2e-25
3.2
3
112

8e-25
4e-25

113

114

115

116

117

118

The sample mean is the x-value at the maximum, but the sample standard
deviation is not the y-value at the maximum.
mumax = mean(price1)
mumax =
115.1500
sigmamax = std(price1)*sqrt(19/20)
sigmamax =
3.7719

2-86

fullfact

Purpose

2fullfact

Full-factorial experimental design.

Syntax

design = fullfact(levels)

Description

design = fullfact(levels) give the factor settings for a full factorial design.
Each element in the vector levels specifies the number of unique values in the
corresponding column of design.

For example, if the first element of levels is 3, then the first column of design
contains only integers from 1 to 3.

Example

If levels = [2 4], fullfact generates an eight run design with two levels in
the first column and four in the second column.
d = fullfact([2 4])
d =
1
2
1
2
1
2
1
2

See Also

1
1
2
2
3
3
4
4

ff2n, dcovary, daugment, cordexch

2-87

gamcdf

Purpose

2gamcdf

Gamma cumulative distribution function (cdf).

Syntax

P = gamcdf(X,A,B)

Description

gamcdf(X,A,B) computes the gamma cdf with parameters A and B at the values
in X. The arguments X, A, and B must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

Parameters A and B are positive.

The gamma cdf is:
1
p = F ( x a, b ) = -----------------a
b ( a)

0 t

a1

t
--b

dt

The result, p, is the probability that a single observation from a gamma

distribution with parameters a and b will fall in the interval [0 x].
gammainc is the gamma distribution with a single parameter, a, with b at its
default value of 1.

Examples

a = 1:6;
b = 5:10;
prob = gamcdf(a.b,a,b)
prob =
0.6321

0.5940

0.5768

0.5665

0.5595

0.5543

The mean of the gamma distribution is the product of the parameters, a*b. In
this example as the mean increases, it approaches the median (i.e., the
distribution gets more symmetric).

2-88

gamfit

Purpose
Syntax

2gamfit

Parameter estimates and confidence intervals for gamma distributed data.

phat = gamfit(x)
[phat,pci] = gamfit(x)
[phat,pci] = gamfit(x,alpha)

Description

phat = gamfit(x) returns the maximum likelihood estimates of the

parameters of the gamma distribution given the data in the vector, x.
[phat,pci] = gamfit(x) gives MLEs and 95% percent confidence intervals.
The first row of pci is the lower bound of the confidence intervals; the last row
is the upper bound.
[phat,pci] = gamfit(x,alpha) returns 100(1alpha) percent confidence
intervals. For example, alpha = 0.01 yields 99% confidence intervals.

Example

Note the 95% confidence intervals in the example bracket the true parameter
values, 2 and 4, respectively.
a = 2; b = 4;
r = gamrnd(a,b,100,1);
[p,ci] = gamfit(r)
p =
2.1990

3.7426

1.6840
2.7141

2.8298
4.6554

ci =

Reference

Hahn, G. J., and S.S. Shapiro, Statistical Models in Engineering, Wiley

Classics Library John Wiley & Sons, New York. 1994. p. 88.

See Also

betafit, binofit, expfit, normfit, poissfit, unifit, weibfit

2-89

gaminv

Purpose

2gaminv

Inverse of the gamma cumulative distribution function (cdf).

Syntax

X = gaminv(P,A,B)

Description

gaminv(P,A,B) computes the inverse of the gamma cdf with parameters A and
B for the probabilities in P. The arguments P, A and B must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The parameters A and B must both be positive and P must lie on the interval
[0 1].
The gamma inverse function in terms of the gamma cdf is:
1

x = F ( p a ,b ) = { x:F ( x a ,b ) = p }
1
where p = F ( x a, b ) = -----------------a
b ( a)

0 t

a1

t
--b

dt

Algorithm

There is no known analytic solution to the integral equation above. gaminv uses
an iterative approach (Newtons method) to converge to the solution.

Examples

This example shows the relationship between the gamma cdf and its inverse
function.
a = 1:5;
b = 6:10;
x = gaminv(gamcdf(1:5,a,b),a,b)
x =
1.0000

2-90

2.0000

3.0000

4.0000

5.0000

gamlike

Purpose
Syntax

2gamlike

Negative gamma log-likelihood function.

logL = gamlike(params,data)
[logL,info] = gamlike(params,data)

Description

logL = gamlike(params,data) returns the negative of the gamma

log-likelihood function for the parameters, params, given data. The length of
the vector, logL, is the length of the vector, data.
[logL,info] = gamlike(params,data) adds Fisher's information matrix,
info. The diagonal elements of info are the asymptotic variances of their

respective parameters.
gamlike is a utility function for maximum likelihood estimation of the gamma
distribution. Since gamlike returns the negative gamma log-likelihood
function, minimizing gamlike using fmins is the same as maximizing the

likelihood.

Example

Continuing the example for gamfit:

a = 2; b = 3;
r = gamrnd(a,b,100,1);
[logL,info] = gamlike([2.1990 2.8069],r)
logL =
267.5585

info =
0.0690
0.0790

See Also

0.0790
0.1220

betalike, gamfit, mle, weiblike

2-91

gampdf

Purpose

2gampdf

Gamma probability density function (pdf).

Syntax

Y = gampdf(X,A,B)

Description

gampdf(X,A,B) computes the gamma pdf with parameters A and B at the values
in X. The arguments X, A and B must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

The parameters A and B must both be positive and X must lie on the interval
[0 ).
The gamma pdf is:
x

--1
a1 b
y = f ( x a, b ) = ------------------x
e
a
b (a)

Gamma probability density function is useful in reliability models of lifetimes.

The gamma distribution is more flexible than the exponential in that the
probability of surviving an additional period may depend on age. Special cases
of the gamma function are the exponential and 2 functions.

Examples

The exponential distribution is a special case of the gamma distribution.

mu = 1:5;
y = gampdf(1,1,mu)
y =
0.3679

0.3033

0.2388

0.1947

0.1637

0.2388

0.1947

0.1637

y1 = exppdf(1,mu)
y1 =
0.3679

2-92

0.3033

gamrnd

Purpose
Syntax

2gamrnd

Random numbers from the gamma distribution.

R = gamrnd(A,B)
R = gamrnd(A,B,m)
R = gamrnd(A,B,m,n)

Description

R = gamrnd(A,B) generates gamma random numbers with parameters A and

B. The size of R is the common size of A and B if both are matrices. If either
parameter is a scalar, the size of R is the size of the other parameter.
R = gamrnd(A,B,m) generates gamma random numbers with parameters A and
B. m is a 1-by-2 vector that contains the row and column dimensions of R.
R = gamrnd(A,B,m,n) generates gamma random numbers with parameters A
and B. The scalars m and n are the row and column dimensions of R.

Examples

n1 = gamrnd(1:5,6:10)
n1 =
9.1132

12.8431

24.8025

38.5960

106.4164

33.6837

55.2014

46.8265

3.0982

15.6012

21.6739

n2 = gamrnd(5,10,[1 5])
n2 =
30.9486

33.5667

n3 = gamrnd(2:6,3,1,5)
n3 =
12.8715

11.3068

2-93

gamstat

Purpose

2gamstat

Mean and variance for the gamma distribution.

Syntax

[M,V] = gamstat(A,B)

Description

For the gamma distribution:

The mean is ab.
The variance is ab2.

Examples

[m,v] = gamstat(1:5,1:5)
m =
1

16

25

27

64

125

v =

[m,v] = gamstat(1:5,1./(1:5))
m =
1

v =
1.0000

2-94

0.5000

0.3333

0.2500

0.2000

geocdf

Purpose

2geocdf

Geometric cumulative distribution function (cdf).

Syntax

Y = geocdf(X,P)

Description

geocdf(X,P) computes the geometric cdf with probabilities, P, at the values in

X. The arguments X and P must be the same size except that a scalar argument

functions as a constant matrix of the same size as the other argument.

The parameter, P, is on the interval [0 1].
The geometric cdf is:
floorx

y = F( x p ) =

pq

i=0

where: q = 1 p
The result, y, is the probability of observing up to x trials before a success when
the probability of success in any given trial is p.

Examples

Suppose you toss a fair coin repeatedly. If the coin lands face up (heads), that
is a success. What is the probability of observing three or fewer tails before
getting a heads?
p = geocdf(3,0.5)
p =
0.9375

2-95

geoinv

Purpose

2geoinv

Inverse of the geometric cumulative distribution function (cdf).

Syntax

X = geoinv(Y,P)

Description

geoinv(Y,P) returns the smallest integer X such that the geometric cdf
evaluated at X is equal to or exceeds Y. You can think of Y as the probability of
observing X successes in a row in independent trials where P is the probability
of success in each trial.

The arguments P and Y must lie on the interval [0 1]. Each X is a positive
integer.

Examples

The probability of correctly guessing the result of 10 coin tosses in a row is less
than 0.001 (unless the coin is not fair.)
psychic = geoinv(0.999,0.5)
psychic =
9

The example below shows the inverse method for generating random numbers
from the geometric distribution.
rndgeo = geoinv(rand(2,5),0.5)
rndgeo =
0
0

2-96

1
1

3
0

1
2

0
0

geomean

Purpose

2geomean

Geometric mean of a sample.

Syntax

m = geomean(X)

Description

geomean calculates the geometric mean of a sample. For vectors, geomean(x) is

the geometric mean of the elements in x. For matrices, geomean(X) is a row
vector containing the geometric means of each column.

The geometric mean is:

n

m =

xi

1
--n

i=1

Examples

The sample average is greater than or equal to the geometric mean.

x = exprnd(1,10,6);
geometric = geomean(x)
geometric =
0.7466

0.6061

0.6038

0.2569

0.7539

0.3478

0.9741

0.5319

1.0088

0.8122

average = mean(x)
average =
1.3509

See Also

1.1583

mean, median, harmmean, trimmean

2-97

geopdf

Purpose

2geopdf

Geometric probability density function (pdf).

Syntax

Y = geopdf(X,P)

Description

geocdf(X,P) computes the geometric pdf with probabilities, P, at the values in

X. The arguments X and P must be the same size except that a scalar argument

functions as a constant matrix of the same size as the other argument.

The parameter, P, is on the interval [0 1].
The geometric pdf is:
x

y = f ( x p ) = pq I ( 0, 1, K ) ( x )
where: q = 1 p

Examples

Suppose you toss a fair coin repeatedly. If the coin lands face up (heads), that
is a success. What is the probability of observing exactly three tails before
getting a heads?
p = geopdf(3,0.5)
p =
0.0625

2-98

geornd

Purpose
Syntax

2geornd

Random numbers from the geometric distribution.

R = geornd(P)
R = geornd(P,m)
R = geornd(P,m,n)

Description

The geometric distribution is useful when you want to model the number of
failed trials in a row before a success where the probability of success in any
given trial is the constant P.
R = geornd(P) generates geometric random numbers with probability
parameter, P . The size of R is the size of P.
R = geornd(P,m) generates geometric random numbers with probability
parameter, P. m is a 1-by-2 vector that contains the row and column dimensions
of R.
R = geornd(P,m,n) generates geometric random numbers with probability
parameter, P. The scalars m and n are the row and column dimensions of R.

The parameter P must lie on the interval [0 1].

Examples

r1 = geornd(1 ./ 2.^(1:6))
r1 =
2

10

60

r2 = geornd(0.01,[1 5])
r2 =
65

18

334

291

63

r3 = geornd(0.5,1,6)
r3 =
0

2-99

geostat

Purpose

2geostat

Mean and variance for the geometric distribution.

Syntax

[M,V] = geostat(P)

Description

For the geometric distribution:

q
The mean is --- .
p
q
The variance is -----2- .
p
where q = 1 p.

Examples

[m,v] = geostat(1./(1:6))
m =
0

1.0000

2.0000

3.0000

4.0000

5.0000

2.0000

6.0000

12.0000

20.0000

30.0000

v =

2-100

gline

Purpose
Syntax

2gline

Interactively draw a line in a figure.

gline(fig)
h = gline(fig)
gline

Description

gline(fig) draws a line segment by clicking the mouse at the two end-points
of the line segment in the figure, fig. A rubber band line tracks the mouse
movement.
h = gline(fig) returns the handle to the line in h.
gline with no input arguments draws in the current figure.

See Also

refline, gname

2-101

gname

Purpose

2gname

Label plotted points with their case names or case number.

Syntax

gname('cases')
gname
h = gname('cases',line_handle)

Description

gname('cases') displays the graph window, puts up a cross-hair, and waits for
a mouse button or keyboard key to be pressed. Position the cross-hair with the
mouse and click once near each point that you want to label. When you are
done, press the Return or Enter key and the labels will appear at each point
that you clicked. 'cases' is a string matrix. Each row is the case name of a data
point.
gname with no arguments labels each case with its case number.
h = gname(cases,line_handle) returns a vector of handles to the text objects
on the plot. Use the scalar, line_handle, to identify the correct line if there is
more than one line object on the plot.

Example

2-102

Lets use the city ratings datasets to find out which cities are the best and worst
for education and the arts.

gname

load cities
education = ratings(:,6); arts = ratings(:,7);
plot(education,arts,'+')
gname(names)
x 104
6

New York, NY

5
4
3
2
1
0
1500

See Also

Pascagoula, MS

2000

2500

3000

3500

4000

gtext

2-103

grpstats

Purpose
Syntax

2grpstats

Summary statistics by group.

means = grpstats(X,group)
[means,sem,counts] = grpstats(X,group)
grpstats(x,group)
grpstats(x,group,alpha)

Description

means = grpstats(X,group) returns the means of each column of X by group.

X is a matrix of observations. group is a column of positive integers that
indicates the group membership of each row in X.
[means,sem,counts] = grpstats(x,group,alpha) supplies the standard
error of the mean in sem. counts is the same size as the other outputs. The i-th
row of counts contains the number of elements in the i-th group.
grpstats(x,group) displays a plot of the means versus index with 95%

confidence intervals about the mean value of for each value of index.
grpstats(x,group,alpha) plots 100(1 alpha)% confidence intervals around

each mean.

Example

We assign 100 observations to one of four groups. For each observation we

measure five quantities with true means from 1 to 5. grpstats allows us to
compute the means for each group.
group = unidrnd(4,100,1);
true_mean = 1:5;
true_mean = true_mean(ones(100,1),:);
x = normrnd(true_mean,1);
means = grpstats(x,group)
means =
0.7947
0.9377
1.0549
0.7107

See Also

2-104

2.0908
1.7600
2.0255
1.9264

tabulate, crosstab

2.8969
3.0285
2.8793
2.8232

3.6749
3.9484
4.0799
3.8815

4.6555
4.8169
5.3740
4.9689

harmmean

Purpose

2harmmean

Harmonic mean of a sample of data.

Syntax

m = harmmean(X)

Description

harmmean calculates the harmonic mean of a sample. For vectors,

harmmean(x) is the harmonic mean of the elements in x. For matrices,
harmmean(X) is a row vector containing the harmonic means of each column.

The harmonic mean is:

n
m = --------------n
1

---xi

i=1

Examples

The sample average is greater than or equal to the harmonic mean.

x = exprnd(1,10,6);
harmonic = harmmean(x)
harmonic =
0.3382

0.3200

0.3710

0.0540

0.4936

0.0907

0.9741

0.5319

1.0088

0.8122

average = mean(x)
average =
1.3509

See Also

1.1583

mean, median, geomean, trimmean

2-105

hist

Purpose
Syntax

2hist

Plot histograms.
hist(y)
hist(y,nb)
hist(y,x)
[n,x] = hist(y,...)

Description

hist calculates or plots histograms.

hist(y) draws a 10-bin histogram for the data in vector y. The bins are equally
spaced between the minimum and maximum values in y.
hist(y,nb) draws a histogram with nb bins.
hist(y,x) draws a histogram using the bins in the vector, x.
[n,x] = hist(y), [n,x] = hist(y,nb), and [n,x] = hist(y,x) do not draw
graphs, but return vectors n and x containing the frequency counts and the bin
locations such that bar(x,n) plots the histogram. This is useful in situations
where more control is needed over the appearance of a graph, for example, to
combine a histogram into a more elaborate plot statement.

Examples

Generate bell-curve histograms from Gaussian data.

x = 2.9:0.1:2.9;
y = normrnd(0,1,1000,1);
hist(y,x)
50
40
30
20
10
0
-3

See Also

2-106

-2

-1

hist is a function in MATLAB.

histfit

Purpose
Syntax

2histfit

Histogram with superimposed normal density.

histfit(data)
histfit(data,nbins)
h = histfit(data,nbins)

Description

histfit(data,nbins) plots a histogram of the values in the vector data using

nbins bars in the histogram. With one input argument, nbins is set to the
square root of the number of elements in data.
h = histfit(data,nbins) returns a vector of handles to the plotted lines. h(1)
is the handle to the histogram, h(2) is the handle to the density curve.

Example

r = normrnd(10,1,100,1);
histfit(r)
25
20
15
10
5
0
7

See Also

10

11

12

13

hist, normfit

2-107

hougen

Purpose

2hougen

Hougen-Watson model for reaction kinetics.

Syntax

yhat = hougen(beta,X)

Description

yhat = hougen(beta,x) gives the predicted values of the reaction rate, yhat,
as a function of the vector of parameters, beta, and the matrix of data, X. beta
must have 5 elements and X must have three columns.
hougen is a utility function for rsmdemo.

The model form is:

1 x 2 x3 5
y = ----------------------------------------------------------1 + 2 x1 + 3 x2 + 4x3

Reference

Bates, D., and D. Watts, Nonlinear Regression Analysis and Its Applications,
Wiley 1988. p. 271272.

See Also

rsmdemo

2-108

hygecdf

Purpose

2hygecdf

Hypergeometric cumulative distribution function (cdf).

Syntax

P = hygecdf(X,M,K,N)

Description

hygecdf(X,M,K,N) computes the hypergeometric cdf with parameters M, K, and

N at the values in X. The arguments X, M, K, and N must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The hypergeometric cdf is:
K M K
i N i
-----------------------------p = F ( x M, K, N ) =
M
N
i=0
x

The result, p, is the probability of drawing up to x items of a possible K in N

drawings without replacement from a group of M objects.

Examples

Suppose you have a lot of 100 floppy disks and you know that 20 of them are
defective. What is the probability of drawing zero to two defective floppies if
you select 10 at random?
p = hygecdf(2,100,20,10)
p =
0.6812

2-109

hygeinv

Purpose

2hygeinv

Inverse of the hypergeometric cumulative distribution function (cdf).

Syntax

X = hygeinv(P,M,K,N)

Description

hygeinv(P,M,K,N) returns the smallest integer X such that the hypergeometric

cdf evaluated at X equals or exceeds P. You can think of P as the probability of
observing X defective items in N drawings without replacement from a group of
M items where K are defective.

Examples

Suppose you are the Quality Assurance manager of a floppy disk

manufacturer. The production line turns out floppy disks in batches of 1,000.
You want to sample 50 disks from each batch to see if they have defects. You
want to accept 99% of the batches if there are no more than 10 defective disks
in the batch. What is the maximum number of defective disks should you allow
in your sample of 50?
x = hygeinv(0.99,1000,10,50)
x =
3

What is the median number of defective floppy disks in samples of 50 disks

from batches with 10 defective disks?
x = hygeinv(0.50,1000,10,50)
x =
0

2-110

hygepdf

Purpose

2hygepdf

Hypergeometric probability density function (pdf).

Syntax

Y = hygepdf(X,M,K,N)

Description

hygecdf(X,M,K,N) computes the hypergeometric pdf with parameters M, K, and

N at the values in X. The arguments X, M, K, and N must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The parameters M, K, and N must be positive integers. Also X must be less than
or equal to all the parameters and N must be less than or equal to M.
The hypergeometric pdf is:
K M K
x N x
y = f ( x M, K, N ) = ----------------------------- M
N
The result, y, is the probability of drawing exactly x items of a possible K in n
drawings without replacement from group of M objects.

Examples

Suppose you have a lot of 100 floppy disks and you know that 20 of them are
defective. What is the probability of drawing 0 through 5 defective floppy disks
if you select 10 at random?
p = hygepdf(0:5,100,20,10)
p =
0.0951

0.2679

0.3182

0.2092

0.0841

0.0215

2-111

hygernd

Purpose
Syntax

2hygernd

Random numbers from the hypergeometric distribution.

R = hygernd(M,K,N)
R = hygernd(M,K,N,mm)
R = hygernd(M,K,N,mm,nn)

Description

R = hygernd(M,K,N) generates hypergeometric random numbers with

parameters M,K and N. The size of R is the common size of M, K, and N if all are
matrices. If any parameter is a scalar, the size of R is the common size of the
nonscalar parameters.
R = hygernd(M,K,N,mm) generates hypergeometric random numbers with
parameters M, K, and N. mm is a 1-by-2 vector that contains the row and column
dimensions of R.
R = hygernd(M,K,N,mm,nn) generates hypergeometric random numbers with
parameters M, K, and N. The scalars mm and nn are the row and column
dimensions of R.

Examples

numbers = hygernd(1000,40,50)
numbers =
1

2-112

hygestat

Purpose

2hygestat

Mean and variance for the hypergeometric distribution.

Syntax

[MN,V] = hygestat(M,K,N)

Description

For the hypergeometric distribution:

K
The mean is N ----- .
M
K M KM N
The variance is N ----- ---------------- ---------------- .
M M M1

Examples

The hypergeometric distribution approaches the binomial where

p = K/M as M goes to infinity.
[m,v] = hygestat(10.^(1:4),10.^(0:3),9)
m =
0.9000

0.9000

0.9000

0.9000

0.0900

0.7445

0.8035

0.8094

v =

[m,v] = binostat(9,0.1)
m =
0.9000
v =
0.8100

2-113

icdf

Purpose

2icdf

Inverse of a specified cumulative distribution function (icdf).

Syntax

X = icdf('name',P,A1,A2,A3)

Description

icdf is a utility routine allowing you to access all the inverse cdfs in the
Statistics Toolbox using the name of the distribution as a parameter.
icdf('name',P,A1,A2,A3) returns a matrix of critical values, X. 'name' is a
string containing the name of the distribution. P is a matrix of probabilities,
and A, B, and C are matrices of distribution parameters. Depending on the
distribution some of the parameters may not be necessary.

The arguments P, A1, A2, and A3 must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.

Examples

x = icdf('Normal',0.1:0.2:0.9,0,1)
x =
1.2816

0.5244

0.5244

x = icdf('Poisson',0.1:0.2:0.9,1:5)
x =
1

2-114

1.2816

inconsistent

Purpose

2inconsistent

Calculate the inconsistency coefficient of a cluster tree.

Syntax

Y = inconsistent(Z)
Y = inconsistent(Z,d)

Description

Y = inconsistent(Z) computes the inconsistency coefficient for each link of

the hierarchical cluster tree, Z. Z is an m-1 by 3 matrix generated by the
linkage function. The inconsistency coefficient characterizes each link in a
cluster tree by comparing its length with the average length of other links at
the same level of the hierarchy. The higher the value of this coefficient, the less
similar the objects connected by the link.
Y = inconsistent(Z,d) computes the inconsistency coefficient for each link in
the hierarchical cluster tree, Z, to depth d. d is an integer denoting the number
of levels of the cluster tree that are included in the calculation. By default, d=2.

The output, Y, is an m-1 by 4 matrix formatted as follows.

Column

Description

Mean of the lengths of all the links included in the calculation.

Standard deviation of all the links included in the calculation.

Number of links included in the calculation.

Inconsistency coefficient.

For each link, k, the inconsistency coefficient is calculated as:

Y ( k, 4 ) = ( z ( k, 3 ) Y ( k, 1 ) ) Y ( k, 2 )
For leaf nodes, nodes that have no further nodes under them, the inconsistency
coefficient is set to 0.

2-115

inconsistent

Example

rand('seed',12);
X = rand(10,2);
Y = pdist(X);
Z = linkage(Y,'centroid');
W = inconsistent(Z,3)
W =
0.0423
0.1406
0.1163
0.2101
0.2054
0.1742
0.2336
0.3081
0.4610

See Also

2-116

0
0
0.1047
0
0.0886
0.1762
0.1317
0.2109
0.3728

1.0000
1.0000
2.0000
1.0000
3.0000
3.0000
4.0000
5.0000
4.0000

0
0
0.7071
0
0.6792
0.6568
0.6408
0.7989
0.8004

cluster, cophenet, clusterdata, dendrogram, linkage, pdist, squareform

iqr

Purpose

2iqr

Interquartile range (IQR) of a sample.

Syntax

y = iqr(X)

Description

iqr(X) computes the difference between the 75th and the 25th percentiles of
the sample in X. The IQR is a robust estimate of the spread of the data, since

changes in the upper and lower 25% of the data do not affect it.
If there are outliers in the data, then the IQR is more representative than the
standard deviation as an estimate of the spread of the body of the data. The
IQR is less efficient than the standard deviation as an estimate of the spread,
when the data is all from the normal distribution.
Multiply the IQR by 0.7413 to estimate (the second parameter of the normal
distribution.)

Examples

This Monte Carlo simulation shows the relative efficiency of the IQR to the
sample standard deviation for normal data.
x = normrnd(0,1,100,100);
s = std(x);
s_IQR = 0.7413 iqr(x);
efficiency = (norm(s 1)./norm(s_IQR 1)).^2
efficiency =
0.3297

See Also

std, mad, range

2-117

kurtosis

Purpose

2kurtosis

Sample kurtosis.

Syntax

k = kurtosis(X)

Description

k = kurtosis(X) returns the sample kurtosis of X. For vectors,

kurtosis(x) is the kurtosis of the elements in the vector, x. For matrices
kurtosis(X) returns the sample kurtosis for each column of X.

Kurtosis is a measure of how outlier-prone a distribution is. The kurtosis of the

normal distribution is 3. Distributions that are more outlier-prone than the
normal distribution have kurtosis greater than 3; distributions that are less
outlier-prone have kurtosis less than 3.
The kurtosis of a distribution is defined as
4

E(x )
k = -----------------------4

where E(x) is the expected value of x.

Note: Some definitions of kurtosis subtract 3 from the computed value, so that
the normal distribution has kurtosis of 0. The kurtosis function does not use
this convention.

Example

X = randn([5 4])
X =
1.1650
0.6268
0.0751
0.3516
0.6965

1.6961
0.0591
1.7971
0.2641
0.8717

1.4462
0.7012
1.2460
0.6390
0.5774

0.3600
0.1356
1.3493
1.2704
0.9846

1.6378

1.9589

k = kurtosis(X)
k =
2.1658

See Also

2-118

1.2967

mean, moment, skewness, std, var

leverage

Purpose
Syntax

2leverage

Leverage values for a regression.

h = leverage(DATA)
h = leverage(DATA,'model')

Description

h = leverage(DATA) finds the leverage of each row (point) in the matrix, DATA

for a linear additive regression model.

h = leverage(DATA,'model') finds the leverage on a regression, using a
specified model type. 'model' can be one of these strings:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.
Leverage is a measure of the influence of a given observation on a regression
due to its location in the space of the inputs.

Example

One rule of thumb is to compare the leverage to 2p/n where n is the number of
observations and p is the number of parameters in the model. For the Hald
dataset this value is 0.7692.
load hald
h = max(leverage(ingredients,'linear'))
h =
0.7004

Since 0.7004 < 0.7692, there are no high leverage points using this rule.

Algorithm

[Q,R] = qr(x2fx(DATA,'model'));
leverage = (sum(Q'.*Q'))'

Reference

Goodall, C. R. (1993). Computation using the QR decomposition. Handbook in

Statistics, Volume 9. Statistical Computing (C. R. Rao, ed.). Amsterdam, NL
Elsevier/North-Holland.

See Also

regstats

2-119

linkage

Purpose

2linkage

Create hierachical cluster tree.

Syntax

Z = linkage(Y)
Z = linkage(Y,method)

Description

Z = linkage(Y) creates a hierarchical cluster tree, using the Single Linkage

algorithm. The input matrix, Y, is the distance vector output by the pdist
function, a vector of length ( m 1 ) m 2 by 1, where m is the number of
objects in the original dataset.
Z = linkage(Y,method) computes a hierarchical cluster tree using the
algorithm specified by method. method can be any of the following character
strings that identify ways to create the cluster hierarchy. Their definitions are
explained in the section, Mathematical Definitions.
String

Meaning

'single'

Shortest distance (default)

'complete'

Largest distance

'average'

Average distance

'centroid'

Centroid distance

'ward'

Incremental sum of squares

The output, Z, is an m-1 by 3 matrix containing cluster tree information. The

leaf nodes in the cluster hierarchy are the objects in the original dataset,
numbered from 1 to m. They are the singleton clusters from which all higher
clusters are built. Each newly formed cluster, corresponding to row i in Z, is
assigned the index m+i, where m is the total number of initial leaves.
Columns 1 and 2, Z(i,1:2), contain the indices of the objects that were linked
in pairs to form a new cluster. This new cluster is assigned the index value m+i.
There are m-1 higher clusters that correspond to the interior nodes of the
hierarchical cluster tree.
Column 3, Z(i,3), contains the corresponding linkage distances between the
objects paired in the clusters at each row i.

2-120

linkage

For example, consider a case with 30 initial nodes. If the tenth cluster formed
by the linkage function combines object 5 and object 7 and their distance is 1.5,
then row 10 of Z will contain the values (5,7,1.5). This newly formed cluster will
have the index 10+30=40. If cluster 40 shows up in a later row, that means this
newly formed cluster is being combined again into some bigger cluster.
Mathematical Definitions. The method argument is a character string that
specifies the algorithm used to generate the hierachical cluster tree
information. These linkage algorithms are based on various measurements of
proximity between two groups of objects. If nr is the number of objects in cluster
r and ns is the number of objects in cluster s, and xri is the ith object in cluster
r, the definitions of these various measurements are as follows:

Single linkage, also called nearest neighbor, uses the smallest distance
between objects in the two groups.
d ( r, s ) = min ( dist ( x ri, x sj ) ), i ( i, , n r ), j ( 1, , n s )
Complete linkage, also called furthest neighbor, uses the largest distance
between objects in the two groups.
d ( r, s ) = max ( dist ( x ri, x sj ) ), i ( 1, , n r ), j ( 1, , n s )
Average linkage uses the average distance between all pairs of objects in
cluster r and cluster s.
1
d ( r, s ) = -----------nr ns

nr

ns

dist ( xri, xsj )

i=1j=1

Centroid linkage uses the distance between the centroids of the two
groups
d ( r, s ) = d ( x r, x s )
where:
1
x r = -----nr

nr

xri
i=1

2-121

linkage

and x s is defined similarly.

Ward linkage uses the incremental sum of squares; that is, the increase in
the total within-group sum of squares as a result of joining groups r and s. It
is given by
d ( r, s ) =

n r n s d rs ( n r + n s )

where d rs is the distance between cluster r and cluster s defined in the

Centroid linkage. The within-group sum of squares of a cluster is defined as
the sum of the squares of the distance between all objects in the cluster and
the centroid of the cluster.

Example

X = [3 1.7; 1 1; 2 3; 2 2.5; 1.2 1; 1.1 1.5; 3 1];

Y = pdist(x);
Z = linkage(y)
Z =
2.0000
3.0000
8.0000
1.0000
11.0000
12.0000

See Also

2-122

5.0000
4.0000
6.0000
7.0000
9.0000
10.0000

0.2000
0.5000
0.5099
0.7000
1.2806
1.3454

cluster, clusterdata, cophenet, dendrogram, inconsistent, pdist,

squareform

logncdf

Purpose

2logncdf

Lognormal cumulative distribution function.

Syntax

P = logncdf(X,MU,SIGMA)

Description

P = logncdf(X,MU,SIGMA) computes the lognormal cdf with mean MU and

standard deviation SIGMA at the values in X.

The size of P is the common size of X, MU and SIGMA. A scalar input functions as
a constant matrix of the same size as the other inputs.
The lognormal cdf is:
( ln ( t ) )
x -------------------------------2
2
2

1
p = F ( x , ) = -------------- 2

Example

0 e----------------------------- dt
t

x = (0:0.2:10);
y = logncdf(x,0,1);
plot(x,y);grid;xlabel('x');ylabel('p')
1
0.8

0.6
0.4
0.2
0
0

10

Reference

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 102105.

See Also

cdf, logninv, lognpdf, lognrnd, lognstat

2-123

logninv

Purpose

2logninv

Inverse of the lognormal cumulative distribution function (cdf).

Syntax

X = logninv(P,MU,SIGMA)

Description

X = logninv(P,MU,SIGMA) computes the inverse lognormal cdf with mean MU

and standard deviation SIGMA, at the probabilities in P.

The size of X is the common size of P, MU and SIGMA.

We define the lognormal inverse function in terms of the lognormal cdf.
1

x = F ( p , ) = { x:F ( x , ) = p }
where
( ln ( t ) )
x -------------------------------2
2
2

1
p = F ( x , ) = -------------- 2

Example

0 e----------------------------- dt
t

p = (0.005:0.01:0.995);
crit = logninv(p,1,0.5);
plot(p,crit)
xlabel('Probability');ylabel('Critical Value');grid

Critical Value

10
8
6
4
2
0
0

0.2

0.4
0.6
Probability

0.8

Reference

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 102105.

See Also

icdf, logncdf, lognpdf, lognrnd, lognstat

2-124

lognpdf

Purpose

2lognpdf

Lognormal probability density function (pdf).

Syntax

Y = lognpdf(X,MU,SIGMA)

Description

Y = logncdf(X,MU,SIGMA) computes the lognormal cdf with mean MU and

standard deviation SIGMA at the values in X.

The size of Y is the common size of X, MU and SIGMA. A scalar input functions as
a constant matrix of the same size as the other inputs.
The lognormal pdf is:
( ln ( x ) )
-------------------------------2
2
2

1
y = f ( x , ) = ------------------ e
x 2

Example

x = (0:0.02:10);
y = lognpdf(x,0,1);
plot(x,y);grid;xlabel('x');ylabel('p')
0.8

0.6
0.4
0.2
0
0

10

Reference

Mood, A. M., F.A. Graybill, and D.C. Boes, Introduction to the Theory of
Statistics, Third Edition, McGraw Hill 1974 p. 540541.

See Also

logncdf, logninv, lognrnd, lognstat

2-125

lognrnd

Purpose
Syntax

2lognrnd

Random matrices from the lognormal distribution.

R = lognrnd(MU,SIGMA)
R = lognrnd(MU,SIGMA,m)
R = lognrnd(MU,SIGMA,m,n)

Description

R = lognrnd(MU,SIGMA) generates lognormal random numbers with

parameters, MU and SIGMA. The size of R is the common size of MU and SIGMA if
both are matrices. If either parameter is a scalar, the size of R is the size of the
other parameter.
R = lognrnd(MU,SIGMA,m) generates lognormal random numbers with
parameters MU and SIGMA. m is a 1-by-2 vector that contains the row and column
dimensions of R.
R = lognrnd(MU,SIGMA,m,n) generates lognormal random numbers with
parameters MU and SIGMA. The scalars m and n are the row and column
dimensions of R.

Example

r = lognrnd(0,1,4,3)
r =
3.2058
1.8717
1.0780
1.4213

0.4983
5.4529
1.0608
6.0320

1.3022
2.3909
0.2355
0.4960

Reference

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 102105.

See Also

random, logncdf, logninv, lognpdf, lognstat

2-126

lognstat

Purpose

2lognstat

Mean and variance for the lognormal distribution.

Syntax

[M,V] = lognstat(MU,SIGMA)

Description

[M,V] = lognstat(MU,SIGMA) returns the mean and variance of the lognormal

distribution with parameters MU and SIGMA. The size of M and V is the common
size of MU and SIGMA if both are matrices. If either parameter is a scalar, the
size of M and V is the size of the other parameter.

For the lognormal distribution, the mean is:

+ ----
2
2

The variance is:

( 2 + 2 )
2

Example

( 2 + )
2

[m,v]= lognstat(0,1)
m =
1.6487
v =
7.0212

Reference

Mood, A. M., F.A. Graybill, and D.C. Boes, Introduction to the Theory of
Statistics, Third Edition, McGraw Hill 1974 p. 540541.

See Also

logncdf, logninv, lognrnd, lognrnd

2-127

lsline

Purpose
Syntax

2lsline

Least squares fit line(s).

lsline
h = lsline

Description

lsline superimposes the least squares line on each line object in the current
axes (except LineStyles '',' ','.').
h = lsline returns the handles to the line objects.

Example

y = [2 3.4 5.6 8 11 12.3 13.8 16 18.8 19.9]';

plot(y,'+');
lsline;
20
15
10
5
0
0

See Also

2-128

polyfit, polyval

10

mad

Purpose

2mad

Mean absolute deviation (MAD) of a sample of data.

Syntax

y = mad(X)

Description

mad(X) computes the average of the absolute differences between a set of data
and the sample mean of that data. For vectors, mad(x) returns the mean
absolute deviation of the elements of x. For matrices, mad(X) returns the MAD
of each column of X.

The MAD is less efficient than the standard deviation as an estimate of the
spread, when the data is all from the normal distribution.
Multiply the MAD by 1.3 to estimate (the second parameter of the normal
distribution).

Examples

This example shows a Monte Carlo simulation of the relative efficiency of the
MAD to the sample standard deviation for normal data.
x = normrnd(0,1,100,100);
s = std(x);
s_MAD = 1.3 mad(x);
efficiency = (norm(s 1)./norm(s_MAD 1)).^2
efficiency =
0.5972

See Also

std, range

2-129

mahal

Purpose

2mahal

Mahalanobis distance.

Syntax

d = mahal(Y,X)

Description

mahal(Y,X) computes the Mahalanobis distance of each point (row) of the

matrix, Y, from the sample in the matrix, X.

The number of columns of Y must equal the number of columns in X, but the
number of rows may differ. The number of rows in X must exceed the number
of columns.
The Mahalanobis distance is a multivariate measure of the separation of a data
set from a point in space. It is the criterion minimized in linear discriminant
analysis.

Example

The Mahalanobis distance of a matrix, r, when applied to itself is a way to find

outliers.
r = mvnrnd([0 0],[1 0.9;0.9 1],100);
r = [r;10 10];
d = mahal(r,r);
last6 = d(96:101)
last6 =
1.1036
2.2353
2.0219
0.3876
1.5571
52.7381

The last element is clearly an outlier.

See Also

2-130

classify

mean

Purpose

2mean

Average or mean value of vectors and matrices.

Syntax

m = mean(X)

Description

mean calculates the sample average.

n

1
x j = --n

xij
i=1

For vectors, mean(x) is the mean value of the elements in vector x. For
matrices, mean(X) is a row vector containing the mean value of each column.

Example

These commands generate five samples of 100 normal random numbers with
mean, zero, and standard deviation, one. The sample averages in xbar are
much less variable (0.00 0.10).
x = normrnd(0,1,100,5);
xbar = mean(x)
xbar =
0.0727

See Also

0.0264

0.0351

0.0424

0.0752

median, std, cov, corrcoef, var

mean is a function in the MATLAB Toolbox.

2-131

median

Purpose

2median

Median value of vectors and matrices.

Syntax

m = median(X)

Description

median(X) calculates the median value, which is the 50th percentile of a

sample. The median is a robust estimate of the center of a sample of data, since
outliers have little effect on it.

For vectors, median(x) is the median value of the elements in vector x. For
matrices, median(X) is a row vector containing the median value of each
column. Since median is implemented using sort, it can be costly for large
matrices.

Examples

xodd = 1:5;
modd = median(xodd)
modd =
3
meven = median(xeven)
meven =
2.5000

This example shows robustness of the median to outliers.

xoutlier = [x 10000];
moutlier = median(xoutlier)
moutlier =
3

See Also

mean, std, cov, corrcoef

median is a function in MATLAB.

2-132

mle

Purpose
Syntax

2mle

Maximum likelihood estimation.

phat = mle('dist',data)
[phat,pci] = mle('dist',data)
[phat,pci] = mle('dist',data,alpha)
[phat,pci] = mle('dist',data,alpha,p1)

Description

phat = mle('dist',data) returns the maximum likelihood estimates (MLEs)

for the distribution specified in 'dist' using the sample in the vector, data.
[phat,pci] = mle('dist',data) returns the MLEs and 95% percent

confidence intervals.
[phat,pci] = mle('dist',data,alpha) returns the MLEs and
100(1alpha) percent confidence intervals given the data and the specified
alpha.
[phat,pci] = mle('dist',data,alpha,p1) is used for the binomial

distribution only. p1 is the number of trials.

Example

rv = binornd(20,0.75)
rv =
16
[p,pci] = mle('binomial',rv,0.05,20)
p =
0.8000
pci =
0.5634
0.9427

See Also

betafit, binofit, expfit, gamfit, normfit, poissfit, weibfit

2-133

moment

Purpose

2moment

Central moment of all orders.

Syntax

m = moment(X,order)

Description

m = moment(X,order) returns the central moment of X specified by the positive

integer, order. For vectors, moment(X,order) returns the central moment of
the specified order for the elements of x. For matrices, moment(X,order)
returns central moment of the specified order for each column.

Note that the central first moment is zero, and the second central moment is
the variance computed using a divisor of n rather than n1, where n is the
length of the vector, x or the number of rows in the matrix, X.
The central moment of order k of a distribution is defined as:
mn = E ( x )

where E(x) is the expected value of x.

Example

X = randn([6 5])
X =
1.1650
0.6268
0.0751
0.3516
0.6965
1.6961

0.0591
1.7971
0.2641
0.8717
1.4462
0.7012

1.2460
0.6390
0.5774
0.3600
0.1356
1.3493

1.2704
0.9846
0.0449
0.7989
0.7652
0.8617

0.0562
0.5135
0.3967
0.7562
0.4005
1.3414

0.1253

0.1460

0.4486

m = moment(X,3)
m =
0.0282

See Also

2-134

0.0571

kurtosis, mean, skewness, std, var

mvnrnd

Purpose

2mvnrnd

Random matrices from the multivariate normal distribution.

Syntax

r = mvnrnd(mu,SIGMA,cases)

Description

r = mvnrnd(mu,SIGMA,cases) returns a matrix of random numbers chosen

from the multivariate normal distribution with mean vector, mu, and
covariance matrix, SIGMA. cases is the number of rows in r.
SIGMA is a symmetric positive definite matrix with size equal to the length of
mu.

Example

mu = [2 3];
sigma = [1 1.5; 1.5 3];
r = mvnrnd(mu,sigma,100);
plot(r(:,1),r(:,2),'+')
8
6
4
2
0
-2
-1

See Also

normrnd

2-135

nanmax

Purpose
Syntax

2nanmax

Maximum ignoring NaNs.

m = nanmax(a)
[m,ndx] = nanmax(a)
m = nanmax(a,b)

Description

m = nanmax(a) returns the maximum with NaNs treated as missing. For

vectors, nanmax(a) is the largest non-NaN element in a. For matrices,
nanmax(A) is a row vector containing the maximum non-NaN element from each
column.
[m,ndx] = nanmax(a) also returns the indices of the maximum values in vector
ndx.
m = nanmax(a,b) returns the larger of a or b, which must match in size.

Example

m = magic(3);
m([1 6 8]) = [NaN NaN NaN]
m =
NaN
3
4

1
5
NaN

6
NaN
2

[nmax,maxidx] = nanmax(m)
nmax =
4

maxidx =
3

See Also

2-136

nanmin, nanmean, nanmedian, nanstd, nansum

nanmean

Purpose

2nanmean

Mean ignoring NaNs

Syntax

y = nanmean(X)

Description

nanmean(X) the average treating NaNs as missing values.

For vectors, nanmean(x) is the mean of the non-NaN elements of x. For matrices,
nanmean(X) is a row vector containing the mean of the non-NaN elements in
each column.

Example

m = magic(3);
m([1 6 8]) = [NaN NaN NaN]
m =
NaN
3
4

1
5
NaN

6
NaN
2

nmean = nanmean(m)
nmean =
3.5000

See Also

3.0000

4.0000

nanmin, nanmax, nanmedian, nanstd, nansum

2-137

nanmedian

Purpose

2nanmedian

Median ignoring NaNs

Syntax

y = nanmedian(X)

Description

nanmedian(X) the median treating NaNs as missing values.

For vectors, nanmedian(x) is the median of the non-NaN elements of x. For

matrices, nanmedian(X) is a row vector containing the median of the non-NaN
elements in each column of X.

Example

m = magic(4);
m([1 6 9 11]) = [NaN NaN NaN NaN]
m =
NaN
5
9
4

2
NaN
7
14

NaN
10
NaN
15

13
8
12
1

nmedian = nanmedian(m)
nmedian =
5.0000

See Also

2-138

7.0000

12.5000

nanmin, nanmax, nanmean, nanstd, nansum

10.0000

nanmin

Purpose
Syntax

2nanmin

Minimum ignoring NaNs

m = nanmin(a)
[m,ndx] = nanmin(a)
m = nanmin(a,b)

Description

m = nanmin(a) returns the minimum with NaNs treated as missing. For vectors,
nanmin(a) is the smallest non-NaN element in a. For matrices, nanmin(A) is a
row vector containing the minimum non-NaN element from each column.
[m,ndx] = nanmin(a) also returns the indices of the minimum values in vector
ndx.
m = nanmin(a,b) returns the smaller of a or b, which must match in size.

Example

m = magic(3);
m([1 6 8]) = [NaN NaN NaN]
m =
NaN
3
4

1
5
NaN

6
NaN
2

[nmin,minidx] = nanmin(m)
nmin =
3

minidx =
2

See Also

nanmax, nanmean, nanmedian, nanstd, nansum

2-139

nanstd

Purpose

2nanstd

Standard deviation ignoring NaNs.

Syntax

y = nanstd(X)

Description

nanstd(X) the standard deviation treating NaNs as missing values.

For vectors, nanstd(x) is the standard deviation of the non-NaN elements of x.

For matrices, nanstd(X) is a row vector containing the standard deviations of
the non-NaN elements in each column of X.

Example

m = magic(3);
m([1 6 8]) = [NaN NaN NaN]
m =
NaN
3
4

1
5
NaN

6
NaN
2

nstd = nanstd(m)
nstd =
0.7071

See Also

2-140

2.8284

2.8284

nanmax, nanmin, nanmean, nanmedian, nansum

nansum

Purpose

2nansum

Sum ignoring NaNs.

Syntax

y = nansum(X)

Description

nansum(X) the sum treating NaNs as missing values.

For vectors, nansum(x) is the sum of the non-NaN elements of x. For matrices,
nansum(X) is a row vector containing the sum of the non-NaN elements in each
column of X.

Example

m = magic(3);
m([1 6 8]) = [NaN NaN NaN]
m =
NaN
3
4

1
5
NaN

6
NaN
2

nsum = nansum(m)
nsum =
7

See Also

nanmax, nanmin, nanmean, nanmedian, nanstd

2-141

nbincdf

Purpose

2nbincdf

Negative binomial cumulative distribution function.

Syntax

Y = nbincdf(X,R,P)

Description

Y = nbincdf(X,R,P) returns the negative binomial cumulative

distributionfunction with parameters R and P at the values in X.

The size of Y is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
The negative binomial cdf is:
x

y = F ( x r, p ) =

r + i 1 r i
p q I ( 0, 1, ) ( i )
i

i=0

The motivation for the negative binomial is performing successive trials each
having a constant probability, P, of success. What you want to find out is how
many extra trials you must do to observe a given number, R, of successes.

Example

x = (0:15);
p = nbincdf(x,3,0.5);
stairs(x,p)
1
0.8
0.6
0.4
0.2
0
0

See Also

2-142

10

nbininv, nbinpdf, nbinrnd, nbinstat

15

nbininv

Purpose

2nbininv

Inverse of the negative binomial cumulative distribution function (cdf).

Syntax

X = nbininv(Y,R,P)

Description

nbininv(Y,R,P) returns the inverse of the negative binomial cdf with

parameters R and P. Since the binomial distribution is discrete, nbininv
returns the least integer X such that the negative binomial cdf evaluated at X,
equals or exceeds Y.

The size of X is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
The negative binomial models consecutive trials each having a constant
probability, P, of success. The parameter, R, is the number of successes required
before stopping.

Example

How many times would you need to flip a fair coin to have a 99% probability of
having observed 10 heads?
flips = nbininv(0.99,10,0.5) + 10
flips =
33

Note that you have to flip at least 10 times to get 10 heads. That is why the
second term on the right side of the equals sign is a 10.

See Also

nbincdf, nbinpdf, nbinrnd, nbinstat

2-143

nbinpdf

Purpose

2nbinpdf

Negative binomial probability density function.

Syntax

Y = nbinpdf(X,R,P)

Description

nbinpdf(X,R,P) returns the negative binomial probability density function

with parameters R and P at the values in X.

Note that the density function is zero unless X is an integer.

The size of Y is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
The negative binomial pdf is:
r + x 1 r x
y = f ( x r, p ) =
p q I ( 0, 1, ) ( x )
x
The negative binomial models consecutive trials each having a constant
probability, P, of success. The parameter, R, is the number of successes required
before stopping.

Example

x = (0:10);
y = nbinpdf(x,3,0.5);
plot(x,y,'+')
set(gca,'Xlim',[0.5,10.5])
0.2
0.15
0.1
0.05
0
0

See Also

2-144

nbincdf, nbininv, nbinrnd, nbinstat, pdf

10

nbinrnd

Purpose
Syntax

2nbinrnd

Random matrices from a negative binomial distribution.

RND = nbinrnd(R,P)
RND = nbinrnd(R,P,m)
RND = nbinrnd(R,P,m,n)

Description

RND = nbinrnd(R,P) is a matrix of random numbers chosen from a negative

binomial distribution with parameters R and P. The size of RND is the common
size of R and P if both are matrices. If either parameter is a scalar, the size of
RND is the size of the other parameter.
RND = nbinrnd(R,P,m) generates random numbers with parameters R and P.
m is a 1-by-2 vector that contains the row and column dimensions of RND.
RND = nbinrnd(R,P,m,n) generates random numbers with parameters R and
P. The scalars m and n are the row and column dimensions of RND.

The negative binomial models consecutive trials each having a constant

probability, P, of success. The parameter, R, is the number of successes required
before stopping.

Example

Suppose you want to simulate a process that has a defect probability of 0.01.
How many units might Quality Assurance inspect before finding three
defective items?
r = nbinrnd(3,0.01,1,6) + 3
r =
496

See Also

142

420

396

851

178

nbincdf, nbininv, nbinpdf, nbinstat

2-145

nbinstat

Purpose

2nbinstat

Mean and variance of the negative binomial distribution.

Syntax

[M,V] = nbinstat(R,P)

Description

[M,V] = nbinstat(R,P) returns the mean and variance of the negative

binomial distibution with parameters R and P.

For the negative binomial distribution:

rq
The mean is -----p
rq
The variance is -----2p
where q = 1 p.

Example

p = 0.1:0.2:0.9;
r = 1:5;
[R,P] = meshgrid(r,p);
[M,V] = nbinstat(R,P)
M =
9.0000
2.3333
1.0000
0.4286
0.1111

18.0000
4.6667
2.0000
0.8571
0.2222

27.0000
7.0000
3.0000
1.2857
0.3333

36.0000
9.3333
4.0000
1.7143
0.4444

45.0000
11.6667
5.0000
2.1429
0.5556

90.0000
7.7778
2.0000
0.6122
0.1235

180.0000
15.5556
4.0000
1.2245
0.2469

270.0000
23.3333
6.0000
1.8367
0.3704

360.0000
31.1111
8.0000
2.4490
0.4938

450.0000
38.8889
10.0000
3.0612
0.6173

V =

See Also

2-146

nbincdf, nbininv, nbinpdf, nbinrnd

ncfcdf

Purpose

2ncfcdf

Noncentral F cumulative distribution function (cdf).

Syntax

P = ncfcdf(X,NU1,NU2,DELTA)

Description

P = ncfcdf(X,NU1,NU2,DELTA) returns the noncentral F cdf with numerator

degrees of freedom (df), NU1, denominator df, NU2, and positive noncentrality
parameter, DELTA, at the values in X.

The size of P is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
The noncentral F cdf is:
j

1
---
2
2 --2- 1 x 1
- e ------------------------- ------ + j, ------
F ( x 1, 2, ) =
-----------2
j!
2 + 1 x 2
j = 0

where I(x|a,b) is the incomplete beta function with parameters a and b.

Example

Compare the noncentral F cdf with = 10 to the F cdf with the same number of
numerator and denominator degrees of freedom (5 and 20 respectively).
x = (0.01:0.1:10.01)';
p1 = ncfcdf(x,5,20,10);
p = fcdf(x,5,20);
plot(x,p,' ',x,p1,'')
1
0.8
0.6
0.4
0.2
0
0

References

10

12

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate

Distributions-2, John Wiley and Sons, 1970. pp. 189200.

2-147

ncfinv

Purpose

2ncfinv

Inverse of the noncentral F cumulative distribution function (cdf).

Syntax

X = ncfinv(P,NU1,NU2,DELTA)

Description

X = ncfinv(P,NU1,NU2,DELTA) returns the inverse of the noncentral F cdf with

numerator degrees of freedom (df), NU1, denominator df, NU2, and positive
noncentrality parameter, DELTA, for the probabilities, P.

The size of X is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.

Example

One hypothesis test for comparing two sample variances is to take their ratio
and compare it to an F distribution. If the numerator and denominator degrees
of freedom are 5 and 20 respectively then you reject the hypothesis that the
first variance is equal to the second variance if their ratio is less than below:
critical = finv(0.95,5,20)
critical =
2.7109

Suppose the truth is that the first variance is twice as big as the second
variance. How likely is it that you would detect this difference?
prob = 1 ncfcdf(critical,5,20,2)
prob =
0.1297

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 102105.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 189200.

See Also

2-148

icdf, ncfcdf, ncfpdf, ncfrnd, ncfstat

ncfpdf

Purpose

2ncfpdf

Noncentral F probability density function.

Syntax

Y = ncfpdf(X,NU1,NU2,DELTA)

Description

Y = ncfpdf(X,NU1,NU2,DELTA) returns the noncentral F pdf with with

numerator degrees of freedom (df), NU1, denominator df, NU2, and positive
noncentrality parameter, DELTA, at the values in X.

The size of Y is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
The F distribution is a special case of the noncentral F where = 0. As
increases, the distribution flattens like the plot in the example.

Example

Compare the noncentral F pdf with = 10 to the F pdf with the same number
of numerator and denominator degrees of freedom (5 and 20 respectively).
x = (0.01:0.1:10.01)';
p1 = ncfpdf(x,5,20,10);
p = fpdf(x,5,20);
plot(x,p,' ',x,p1,'')
0.8
0.6
0.4
0.2
0
0

10

12

References

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate

Distributions-2, John Wiley and Sons, 1970. pp. 189200.

See Also

ncfcdf, ncfinv, ncfrnd, ncfstat

2-149

ncfrnd

Purpose
Syntax

2ncfrnd

Random matrices from the noncentral F distribution.

R = ncfrnd(NU1,NU2,DELTA)
R = ncfrnd(NU1,NU2,DELTA,m)
R = ncfrnd(NU1,NU2,DELTA,m,n)

Description

R = ncfrnd(NU1,NU2,DELTA) returns a matrix of random numbers chosen from

the noncentral F distribution with parameters NU1, NU2 and DELTA. The size of
R is the common size of NU1, NU2 and DELTA if all are matrices. If any parameter
is a scalar, the size of R is the size of the other parameters.
R = ncfrnd(NU1,NU2,DELTA,m) returns a matrix of random numbers with
parameters NU1, NU2 and DELTA. m is a 1-by-2 vector that contains the row and
column dimensions of R.
R = ncfrnd(NU1,NU2,DELTA,m,n) generates random numbers with
parameters NU1, NU2 and DELTA. The scalars m and n are the row and column
dimensions of R.

Example

Compute 6 random numbers from a noncentral F distribution with 10

numerator degrees of freedom, 100 denominator degrees of freedom and a
noncentrality parameter, , of 4.0. Compare this to the F distribution with the
same degrees of freedom.
r = ncfrnd(10,100,4,1,6)
r =
2.5995

0.8824

0.8220

1.4485

1.4415

1.4864

1.0967

0.9681

2.0096

0.6598

r1 = frnd(10,100,1,6)
r1 =
0.9826

0.5911

References

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate

Distributions-2, John Wiley and Sons, 1970. pp. 189200.

See Also

ncfcdf, ncfinv, ncfpdf, ncfstat

2-150

ncfstat

Purpose

2ncfstat

Mean and variance of the noncentral F distribution.

Syntax

[M,V] = ncfstat(NU1,NU2,DELTA)

Description

[M,V] = ncfstat(NU1,NU2,DELTA) returns the mean and variance of the

noncentral F pdf with NU1 and NU2 degrees of freedom and noncentrality
parameter, DELTA.

The mean is
2 ( + 1 )
------------------------- 1 ( 2 2 )
where 2 > 2.
The variance is
2

2 2 ( + 1 ) + ( 2 + 1 ) ( 2 2 )
2 ------ ------------------------------------------------------------------------2
1
( 2) ( 4)
2

where 2 > 4.

Example

[m,v]= ncfstat(10,100,4)
m =
1.4286
v =
3.9200

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 7374.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 189200.

See Also

ncfcdf, ncfinv, ncfpdf, ncfrnd

2-151

nctcdf

Purpose

2nctcdf

Noncentral T cumulative distribution function.

Syntax

P = nctcdf(X,NU,DELTA)

Description

P = nctcdf(X,NU,DELTA) returns the noncentral T cdf with NU degrees of

freedom and noncentrality parameter, DELTA, at the values in X.

The size of P is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.

Example

Compare the noncentral T cdf with DELTA = 1 to the T cdf with the same number
of degrees of freedom (10).
x = (5:0.1:5)';
p1 = nctcdf(x,10,1);
p = tcdf(x,10);
plot(x,p,' ',x,p1,'')
1
0.8
0.6
0.4
0.2
0
-5

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 147148.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 201219.

See Also

2-152

cdf, nctcdf, nctinv, nctpdf, nctrnd, nctstat

nctinv

Purpose

2nctinv

Inverse of the noncentral T cumulative distribution.

Syntax

X = nctinv(P,NU,DELTA)

Description

X = nctinv(P,NU,DELTA) returns the inverse of the noncentral T cdf with NU

degrees of freedom and noncentrality parameter, DELTA, for the probabilities, P.

The size of X is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.

Example

x = nctinv([.1 .2],10,1)
x =
0.2914

References

0.1618

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 147148.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 201219.

See Also

icdf, nctcdf, nctpdf, nctrnd, nctstat

2-153

nctpdf

Purpose

2nctpdf

Noncentral T probability density function (pdf).

Syntax

Y = nctpdf(X,V,DELTA)

Description

Y = nctpdf(X,V,DELTA) returns the noncentral T pdf with V degrees of freedom

and noncentrality parameter, DELTA, at the values in X.

The size of Y is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.

Example

Compare the noncentral T pdf with DELTA = 1 to the T pdf with the same
number of degrees of freedom (10).
x = (5:0.1:5)';
p1 = nctpdf(x,10,1);
p = tpdf(x,10);
plot(x,p,' ',x,p1,'')
0.4
0.3
0.2
0.1
0
-5

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 147148.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 201219.

See Also

2-154

nctcdf, nctinv, nctrnd, nctstat, pdf

nctrnd

Purpose
Syntax

2nctrnd

Random matrices from noncentral T distribution.

R = nctrnd(V,DELTA)
R = nctrnd(V,DELTA,m)
R = nctrnd(V,DELTA,m,n)

Description

R = nctrnd(V,DELTA) returns a matrix of random numbers chosen from the

noncentral T distribution with parameters V and DELTA. The size of R is the
common size of V and DELTA if both are matrices. If either parameter is a scalar,
the size of R is the size of the other parameter.
R = nctrnd(V,DELTA,m) returns a matrix of random numbers with parameters
V and DELTA. m is a 1-by-2 vector that contains the row and column dimensions
of R.
R = nctrnd(V,DELTA,m,n) generates random numbers with parameters V and
DELTA. The scalars m and n are the row and column dimensions of R.

Example

nctrnd(10,1,5,1)
ans =
1.6576
1.0617
1.4491
0.2930
3.6297

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 147148.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 201219.

See Also

nctcdf, nctinv, nctpdf, nctstat

2-155

nctstat

Purpose

2nctstat

Mean and variance for the noncentral t distribution.

Syntax

[M,V] = nctstat(NU,DELTA)

Description

[M,V] = nctstat(NU,DELTA) returns the mean and variance of the noncentral

t pdf with NU degrees of freedom and noncentrality parameter, DELTA.
12

( 2 )
( ( 1) 2)
The mean is ------------------------------------------------------------( 2)
where > 1.

2 2 (( 1) 2)
The variance is ----------------- ( 1 + ) --- --------------------------------( 2)
( 2)
2

where > 2.

Example

[m,v] = nctstat(10,1)
m =
1.0837
v =
1.3255

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 147148.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 201219.

See Also

2-156

nctcdf, nctinv, nctpdf, nctrnd

ncx2cdf

Purpose

2ncx2cdf

Noncentral chi-square cumulative distribution function (cdf).

Syntax

P = ncx2cdf(X,V,DELTA)

Description

ncx2cdf(X,V,DELTA) returns the noncentral chi-square cdf with V degrees of

freedom and positive noncentrality parameter, DELTA, at the values in X.

The size of P is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
Some texts refer to this distribution as the generalized Rayleigh,
Rayleigh-Rice, or Rice distribution.
The noncentral chi-square cdf is:
j
1
--- ---

2
2
2
- e Pr [
F ( x , ) =
x]
----------- + 2j
j!

j = 0

Example

x = (0:0.1:10)';
p1 = ncx2cdf(x,4,2);
p = chi2cdf(x,4);
plot(x,p,' ',x,p1,'')
1
0.8
0.6
0.4
0.2
0
0

10

References

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate

Distributions-2, John Wiley and Sons, 1970. pp. 130148.

See Also

cdf, ncx2inv, ncx2pdf, ncx2rnd, ncx2stat

2-157

ncx2inv

Purpose

2ncx2inv

Inverse of the noncentral chi-square cdf.

Syntax

X = ncx2inv(P,V,DELTA)

Description

X = ncx2inv(P,V,DELTA) returns the inverse of the noncentral chi-square cdf

with parameters V and DELTA, at the probabilities in P.

The size of X is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.

Algorithm
Example

ncx2inv uses Newton's method to converge to the solution.

ncx2inv([0.01 0.05 0.1],4,2)
ans =
0.4858

References

1.1498

1.7066

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 5052.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 130148.

See Also

2-158

ncx2cdf, ncx2pdf, ncx2rnd, ncx2stat

ncx2pdf

Purpose

2ncx2pdf

Noncentral chi-square probability density function (pdf).

Syntax

Y = ncx2pdf(X,V,DELTA)

Description

Y = ncx2pdf(X,V,DELTA) returns the noncentral chi-square pdf with v degrees

of freedom and positive noncentrality parameter, DELTA, at the values in X.

The size of Y is the common size of the input arguments. A scalar input
functions as a constant matrix of the same size as the other inputs.
Some texts refer to this distribution as the generalized Rayleigh,
Rayleigh-Rice, or Rice distribution.

Example

As the noncentrality parameter, , increases, the distribution flattens as in the

plot.
x = (0:0.1:10)';
p1 = ncx2pdf(x,4,2);
p = chi2pdf(x,4);
plot(x,p,' ',x,p1,'')
0.2
0.15
0.1
0.05
0
0

10

References

Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate

Distributions-2, John Wiley and Sons, 1970. pp. 130148.

See Also

ncx2cdf, ncx2inv, ncx2rnd, ncx2stat

2-159

ncx2rnd

Purpose
Syntax

2ncx2rnd

Random matrices from the noncentral chi-square distribution.

R = ncx2rnd(V,DELTA)
R = ncx2rnd(V,DELTA,m)
R = ncx2rnd(V,DELTA,m,n)

Description

R = ncx2rnd(V,DELTA) returns a matrix of random numbers chosen from the

non-central chisquare distribution with parameters V and DELTA. The size of R
is the common size of V and DELTA if both are matrices. If either parameter is a
scalar, the size of R is the size of the other parameter.
R = ncx2rnd(V,DELTA,m) returns a matrix of random numbers with
parameters V and DELTA. m is a 1-by-2 vector that contains the row and column
dimensions of R.
R = ncx2rnd(V,DELTA,m,n) generates random numbers with parameters V and
DELTA. The scalars m and n are the row and column dimensions of R.

Example

ncx2rnd(4,2,6,3)
ans =
6.8552
5.2631
9.1939
10.3100
2.1142
3.8852

References

5.9650
4.2640
6.7162
4.4828
1.9826
5.3999

11.2961
5.9495
3.8315
7.1653
4.6400
0.9282

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 5052.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 130148.

See Also

2-160

ncx2cdf, ncx2inv, ncx2pdf, ncx2stat

ncx2stat

Purpose

2ncx2stat

Mean and variance for the noncentral chi-square distribution.

Syntax

[M,V] = ncx2stat(NU,DELTA)

Description

[M,V] = ncx2stat(NU,DELTA) returns the mean and variance of the noncentral

chi-square pdf with NU degrees of freedom and noncentrality parameter, DELTA.

For the noncentral chi-square distribution:

The mean is + .
The variance is 2 ( + 2 ) .

Example

[m,v] = ncx2stat(4,2)
m =
6
v =
16

References

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, John Wiley and Sons, 1993. p. 5052.
Johnson, N., and S. Kotz, Distributions in Statistics: Continuous Univariate
Distributions-2, John Wiley and Sons, 1970. pp. 130148.

See Also

ncx2cdf, ncx2inv, ncx2pdf, ncx2rnd

2-161

nlinfit

Purpose
Syntax
Description

2nlinfit

Nonlinear least-squares data fitting by the Gauss-Newton method.

[beta,r,J] = nlinfit(X,y,'model',beta0)
beta = nlinfit(X,y,'model',beta0) returns the coefficients of the nonlinear

function described in 'model'.

'model' is a user-supplied function having the form: y = f ( , X ). It returns the

predicted values of y given initial parameter estimates, , and the independent

variable, X.
The matrix, X, has one column per independent variable. The response, y, is a
column vector with the same number of rows as X.
[beta,r,J] = nlinfit(X,y,'model',beta0) returns the fitted coefficients,
beta, the residuals, r, and the Jacobian, J, for use with nlintool to produce

error estimates on predictions.

Example

load reaction
betafit = nlinfit(reactants,rate,'hougen',beta)
betafit =
1.2526
0.0628
0.0400
0.1124
1.1914

See Also

2-162

nlintool

nlintool

Purpose
Syntax

2nlintool

Fits a nonlinear equation to data and displays an interactive graph.

nlintool(x,y,'model',beta0)
nlintool(x,y,'model',beta0,alpha)
nlintool(x,y,'model',beta0,alpha,'xname','yname')

Description

nlintool(x,y,'model',beta0) is a prediction plot that provides a nonlinear

curve fit to (x,y) data. It plots a 95% global confidence interval for predictions
as two red curves. beta0 is a vector containing initial guesses for the
parameters.
nlintool(x,y,'model',beta0,alpha) plots a 100(1 alpha) percent
confidence interval for predictions.
nlintool displays a vector of plots, one for each column of the matrix of
inputs, x. The response variable, y, is a column vector that matches the number
of rows in x.

The default value for alpha is 0.05, which produces 95% confidence intervals.
nlintool(x,y,'model',beta0,alpha,'xname','yname') labels the plot using
the string matrix, 'xname' for the X variables and the string 'yname' for the Y
variable.

You can drag the dotted white reference line and watch the predicted values
update simultaneously. Alternatively, you can get a specific prediction by
typing the value for X into an editable text field. Use the pop-up menu labeled
Export to move specified variables to the base workspace.

Example

See the section Nonlinear Regression Models in Chapter 1.

See Also

nlinfit, rstool

2-163

nlparci

Purpose

2nlparci

Confidence intervals on estimates of parameters in nonlinear models.

Syntax

ci = nlparci(beta,r,J)

Description

nlparci(beta,r,J) returns the 95% confidence interval ci on the nonlinear

least squares parameter estimates beta, given the residuals, r, and the
Jacobian matrix ,J, at the solution. The confidence interval calculation is valid
for systems where the number of rows of J exceeds the length of beta.
nlparci uses the outputs of nlinfit for its inputs.

Example

Continuing the example from nlinfit:

load reaction
[beta,resids,J] = nlinfit(reactants,rate,'hougen',beta);
ci = nlparci(beta,resids,J)
ci =
1.0798
0.0524
0.0437
0.0891
1.1719

See Also

2-164

3.3445
0.1689
0.1145
0.2941
3.7321

nlinfit, nlintool, nlpredci

nlpredci

Purpose
Syntax

2nlpredci

Confidence intervals on predictions of nonlinear models.

ypred = nlpredci('model',inputs,beta,r,J)
[ypred,delta] = nlpredci('model',inputs,beta,r,J)

Description

ypred = nlpredci('model',inputs,beta,r,J) returns the predicted

responses,ypred, given the fitted parameters, beta, residuals, r, and the
Jacobian matrix, J. inputs is a matrix of values of the independent variables

in the nonlinear function.

[ypred,delta] = nlpredci('model',inputs,beta,r,J) also returns 95%
confidence intervals, delta, on the nonlinear least squares predictions, pred.
The confidence interval calculation is valid for systems where the length of r
exceeds the length of beta and J is of full column rank.
nlpredci uses the outputs of nlinfit for its inputs.

Example

Continuing the example from nlinfit:

load reaction
[beta,resids,J]=nlinfit(reactants,rate,'hougen',beta);
ci = nlpredci('hougen',reactants,beta,resids,J)
ci =
8.2937
3.8584
4.7950
0.0725
2.5687
14.2227
2.4393
3.9360
12.9440
8.2670
0.1437
11.3484
3.3145

See Also

nlinfit, nlintool, nlparci

2-165

normcdf

Purpose

2normcdf

Normal cumulative distribution function (cdf).

Syntax

P = normcdf(X,MU,SIGMA)

Description

normcdf(X,MU,SIGMA) computes the normal cdf with parameters MU and SIGMA

at the values in X. The arguments X, MU and SIGMA must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The parameter SIGMA must be positive.
The normal cdf is:
1
p = F ( x , ) = -------------- 2

( t )
--------------------2
2
2

dt

The result, p, is the probability that a single observation from a normal

distribution with parameters and will fall in the interval ( x].
The standard normal distribution has = 0 and = 1.

Examples

What is the probability that an observation from a standard normal

distribution will fall on the interval [1 1]?
p = normcdf([1 1]);
p(2) p(1)
ans =
0.6827

More generally, about 68% of the observations from a normal distribution fall
within one standard deviation,, of the mean, .

2-166

normfit

Purpose
Syntax

2normfit

Parameter estimates and confidence intervals for normal data.

[muhat,sigmahat,muci,sigmaci] = normfit(X)
[muhat,sigmahat,muci,sigmaci] = normfit(X,alpha)

Description

[muhat,sigmahat,muci,sigmaci] = normfit(X) returns estimates, muhat and

sigmahat, of the parameters, and , of the normal distribution given the
matrix of data, X. muci and sigmaci are 95% confidence intervals. muci and
sigmaci have two rows and as many columns as the data matrix, X. The top row

is the lower bound of the confidence interval and the bottom row is the upper
bound.
[muhat,sigmahat,muci,sigmaci] = normfit(X,alpha) gives estimates and
100(1alpha) percent confidence intervals. For example, alpha = 0.01 gives
99% confidence intervals.

Example

In this example the data is a two-column random normal matrix. Both columns
have = 10 and = 2. Note that the confidence intervals below contain the
true values.
r = normrnd(10,2,100,2);
[mu,sigma,muci,sigmaci] = normfit(r)

See Also

mu =
10.1455

10.0527

sigma =
1.9072

2.1256

muci =
9.7652
10.5258

9.6288
10.4766

sigmaci =
1.6745
2.2155

1.8663
2.4693

betafit, binofit, expfit, gamfit, poissfit, unifit, weibfit

2-167

norminv

Purpose

2norminv

Inverse of the normal cumulative distribution function (cdf).

Syntax

X = norminv(P,MU,SIGMA)

Description

norminv(P,MU,SIGMA) computes the inverse of the normal cdf with parameters

MU and SIGMA at the values in P. The arguments P, MU, and SIGMA must all be

the same size except that scalar arguments function as constant matrices of the
common size of the other arguments.
The parameter SIGMA must be positive and P must lie on [0 1].
We define the normal inverse function in terms of the normal cdf.
1

x = F ( p , ) = { x:F ( x , ) = p }
1
where p = F ( x , ) = -------------- 2

( t )
--------------------2
2
2

dt

The result, x, is the solution of the integral equation above with the parameters
and where you supply the desired probability, p.

Examples

Find an interval that contains 95% of the values from a standard normal
distribution.
x = norminv([0.025 0.975],0,1)
x =
1.9600

1.9600

Note the interval x is not the only such interval, but it is the shortest.
xl = norminv([0.01 0.96],0,1)
xl =
2.3263

1.7507

The interval xl also contains 95% of the probability, but it is longer than x.

2-168

normpdf

Purpose

2normpdf

Normal probability density function (pdf).

Syntax

Y = normpdf(X,MU,SIGMA)

Description

normpdf(X,MU,SIGMA) computes the normal pdf with parameters mu and SIGMA

at the values in X. The arguments X, MU and SIGMA must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
The parameter SIGMA must be positive.
The normal pdf is:
( x )
---------------------2
2
2

1
y = f ( x , ) = --------------- e
2

The likelihood function is the pdf viewed as a function of the parameters.

Maximum likelihood estimators (MLEs) are the values of the parameters that
maximize the likelihood function for a fixed value of x.
The standard normal distribution has = 0 and = 1.
If x is standard normal, then x + is also normal with mean and standard
deviation . Conversely, if y is normal with mean and standard deviation ,
then x = (y )/ is standard normal.

Examples

mu = [0:0.1:2];
[y i] = max(normpdf(1.5,mu,1));
MLE = mu(i)
MLE =
1.5000

2-169

normplot

Purpose
Syntax

2normplot

Normal probability plot for graphical normality testing.

normplot(X)
h = normplot(X)

Description

normplot(X) displays a normal probability plot of the data in X. For matrix X,

normplot displays a line for each column of X.

The plot has the sample data displayed with the plot symbol '+'. Superimposed
on the plot is a line joining the first and third quartiles of each column of x. (A
robust linear fit of the sample order statistics.) This line is extrapolated out to
the ends of the sample to help evaluate the linearity of the data.
If the data does come from a normal distribution, the plot will appear linear.
Other probability density functions will introduce curvature in the plot.
h = normplot(X) returns a handle to the plotted lines.

Examples

Generate a normal sample and a normal probability plot of the data.

x = normrnd(0,1,50,1);
h = normplot(x);
Normal Probability Plot
0.99
0.98

Probability

0.95
0.90
0.75
0.50
0.25
0.10
0.05
0.02
0.01
-2.5

-2

-1.5

-1

-0.5
0
Data

0.5

1.5

The plot is linear, indicating that you can model the sample by a normal
distribution.

2-170

normrnd

Purpose
Syntax

2normrnd

Random numbers from the normal distribution.

R = normrnd(MU,SIGMA)
R = normrnd(MU,SIGMA,m)
R = normrnd(MU,SIGMA,m,n)

Description

R = normrnd(MU,SIGMA) generates normal random numbers with mean, MU,

and standard deviation, SIGMA . The size of R is the common size of MU and
SIGMA if both are matrices. If either parameter is a scalar, the size of R is the
size of the other parameter.
R = normrnd(MU,SIGMA,m) generates normal random numbers with
parameters MU and SIGMA. m is a 1-by-2 vector that contains the row and column
dimensions of R.
R = normrnd(MU,SIGMA,m,n) generates normal random numbers with
parameters MU and SIGMA. The scalars m and n are the row and column
dimensions of R.

Examples

n1 = normrnd(1:6,1./(1:6))
n1 =
2.1650

2.3134

3.0250

4.0879

4.8607

0.2641

0.8717

-1.4462

6.2827

n2 = normrnd(0,1,[1 5])
n2 =
0.0591

1.7971

n3 = normrnd([1 2 3;4 5 6],0.1,2,3)

n3 =
0.9299
4.1246

1.9361
5.0577

2.9640
5.9864

2-171

normspec

Purpose
Syntax

2normspec

Plot normal density between specification limits.

p = normspec(specs,mu,sigma)
[p,h] = normspec(specs,mu,sigma)

Description

p = normspec(specs,mu,sigma) plots the normal density between a lower and

upper limit defined by the two elements of the vector, specs. mu and sigma are

the parameters of the plotted normal distribution.

[p,h] = normspec(specs,mu,sigma) returns the probability, p, of a sample
falling between the lower and upper limits. h is a handle to the line objects.

If specs(1) is Inf, there is no lower limit, and similarly if specs(2) = Inf,

there is no upper limit.

Example

Suppose a cereal manufacturer produces 10 ounce boxes of corn flakes.

Variability in the process of filling each box with flakes causes a 1.25 ounce
standard deviation in the true weight of the cereal in each box. The average box
of cereal has 11.5 ounces of flakes. What percentage of boxes will have less than
10 ounces?
normspec([10 Inf],11.5,1.25)

Probability Between Limits is 0.8849

0.4

Density

0.3
0.2
0.1
0

See Also

2-172

10
12
Critical Value

capaplot, disttool, histfit, normpdf

14

16

normstat

Purpose

2normstat

Mean and variance for the normal distribution.

Syntax

[M,V] = normstat(MU,SIGMA)

Description

For the normal distribution:

The mean is .
The variance is 2.

Examples

n = 1:5;
[m,v] = normstat(n'n,n'*n)
[m,v] = normstat(n'*n,n'*n)
m =
1
2
3
4
5

2
4
6
8
10

3
6
9
12
15

4
8
12
16
20

5
10
15
20
25

1
4
9
16
25

4
16
36
64
100

9
36
81
144
225

16
64
144
256
400

25
100
225
400
625

v =

2-173

pareto

Purpose
Syntax

2pareto

Pareto charts for Statistical Process Control.

pareto(y)
pareto(y,'names')
h = pareto(...)

Description

pareto(y,names) displays a Pareto chart where the values in the vector y are
drawn as bars in descending order. Each bar is labeled with the associated
value in the string matrix names. pareto(y) labels each bar with the index of
the corresponding element in y.

The line above the bars shows the cumulative percentage.

pareto(y,'names') labels each bar with the row of the string matrix, 'names',
that corresponds to the plotted element of y.
h = pareto(...) returns a combination of patch and line handles.

Example

Create a Pareto chart from data measuring the number of manufactured parts
rejected for various types of defects.
defects = ['pits ';'cracks';'holes ';'dents '];
quantity = [5 3 19 25];
pareto(quantity,defects)
60

40

20

0
dents

See Also

2-174

holes

pits

cracks

bar, capaplot, ewmaplot, hist, histfit, schart, xbarplot

pcacov

Purpose
Syntax

2pcacov

Principal Components Analysis (PCA) using the covariance matrix.

pc = pcacov(X)
[pc,latent,explained] = pcacov(X)

Description

Example

[pc,latent,explained] = pcacov(X) takes the covariance matrix X and

returns the principal components in pc, the eigenvalues of the covariance
matrix of X in latent, and the percentage of the total variance in the
observations explained by each eigenvector in explained.
load hald
covx = cov(ingredients);
[pc,variances,explained] = pcacov(covx)
pc =
0.0678
0.6785
0.0290
0.7309

0.6460
0.0200
0.7553
0.1085

0.5673
0.5440
0.4036
0.4684

0.5062
0.4933
0.5156
0.4844

variances =
517.7969
67.4964
12.4054
0.2372
explained =
86.5974
11.2882
2.0747
0.0397

References

Jackson, J. E., A User's Guide to Principal Components, John Wiley and Sons,
Inc. 1991. pp. 125.

See Also

barttest, pcares, princomp

2-175

pcares

Purpose

2pcares

Residuals from a Principal Components Analysis.

Syntax

residuals = pcares(X,ndim)

Description

pcares(X,ndim) returns the residuals obtained by retaining ndim principal

components of X. Note that ndim is a scalar and must be less than the number
of columns in X. Use the data matrix, not the covariance matrix, with this
function.

Example

This example shows the drop in the residuals from the first row of the Hald
data as the number of component dimensions increase from one to three.
load hald
r1 = pcares(ingredients,1);
r2 = pcares(ingredients,2);
r3 = pcares(ingredients,3);
r11 = r1(1,:)
r11 =
2.0350

2.8304

6.8378

3.0879

2.6930

1.6482

2.3425

0.1957

0.2045

0.1921

r21 = r2(1,:)
r21 =
2.4037
r31 = r3(1,:)
r31 =
0.2008

Reference

Jackson, J. E., A User's Guide to Principal Components, John Wiley and Sons,
Inc. 1991. pp. 125.

See Also

barttest, pcacov, princomp

2-176

pdf

Purpose

2pdf

Probability density function (pdf) for a specified distribution.

Syntax

Y = pdf('name',X,A1,A2,A3)

Description

pdf('name',X,A1,A2,A3) returns a matrix of densities. 'name' is a string

containing the name of the distribution. X is a matrix of values, and A1, A2, and
A3 are matrices of distribution parameters. Depending on the distribution,
some of the parameters may not be necessary.

The arguments X, A1, A2, and A3 must all be the same size except that scalar
arguments function as constant matrices of the common size of the other
arguments.
pdf is a utility routine allowing access to all the pdfs in the Statistics Toolbox
using the name of the distribution as a parameter.

Examples

p = pdf('Normal',2:2,0,1)
p =
0.0540

0.2420

0.3989

0.2420

0.0540

0.1954

0.1755

p = pdf('Poisson',0:4,1:5)
p =
0.3679

0.2707

0.2240

2-177

pdist

Purpose

2pdist

Pairwise distance between observations.

Syntax

Y = pdist(X)
Y = pdist(X,metric)
Y = pdist(X,minkowski,p)

Description

Y = pdist(X) computes the Euclidean distance between pairs of objects in the

data matrix X. X is an m by n matrix, treated as m vectors of size n. For a
dataset made up of m objects, there are ( m 1 ) m 2 pairs.

The output, Y, is a vector of length ( m 1 ) m 2 , containing the distance

information. The distances are arranged in the order (1,2), (1,3),..., (1,m),
(2,3),..., (2,m), ..., ...,(m-1, m). Y is also commonly known as a similarity matrix
or dissimilarity matrix.
To save space and computation time, Y is formatted as a vector. However, you
can convert this vector into a square matrix using the squareform function so
that element (i,j) in the matrix corresponds to the distance between objects i
and j in the original dataset.
Y = pdist(X,'metric') computes the distance between objects in the data
matrix, X, using the method specified by metric. metriccan be any of the
following character strings that identify ways to compute the distance.
String

Meaning

Euclid

Euclidean distance (default)

SEuclid

Standardized Euclidean distance

Mahal

Mahalanobis distance

CityBlock

City Block metric

Minkowski

Minkowski metric

Y = pdist(X,minkowski, p) computes the distance between objects in the

data matrix, X, using the Minkowski metric. p is the exponent used in the
Minkowski computation which, by default, is 2.

2-178

pdist

Mathematical Definitions of Methods . Given an m-by-n data matrix X, which is

treated as m (1-by-n) row vectors x1, x2,..., xm, the various distances between
the vector xr and xs are defined as follows:
Euclidean distance:
2

d rs = ( x r x s ) ( x r x s )'
Standardized Euclidean distance:
2

d rs = ( x r x s )D ( x r x s )'
2

where D is the diagonal matrix with diagonal elements given by v j , which

denotes the variance of the variable Xj over the m objects.
Mahalanobis distance:
2

d rs = ( x r x s )'V 1 ( x r x s )
where V is the sample covariance matrix.
City Block metric:
n

d rs =

x rj x sj

j=1

Minkowski metric:
d rs

p 1 p
=
x rj x sj
j = 1

Notice that when p = 1 , it is the City Block case, and when p = 2 , it is the
Euclidean case.

2-179

pdist
Examples

X = [1 2; 1 3; 2 2; 3 1]
X =
1
2
1
3
2
2
3
1
Y = pdist(X,'mahal')
Y =
2.3452

2.0000

2.3452

1.2247

2.4495

1.2247

1.0000

2.2361

1.4142

2.8284

1.4142

squareform(Y)
ans =
0
1.0000
1.0000
0
1.0000
1.4142
2.2361
2.8284

1.0000
1.4142
0
1.4142

2.2361
2.8284
1.4142
0

Y = pdist(X)
Y =
1.0000

See Also

2-180

cluster, clusterdata, cophenet, dendrogram, inconsistent, linkage,

squareform

perms

Purpose

2perms

All permutations.

Syntax

P = perms(v)

Description

P = perms(v), where v is a row vector of length n, creates a matrix whose rows

consist of all possible permutations of the n elements of v. The matrix, P,
contains n! rows and n columns.
perms is only practical when n is less than 8 or 9.

Example

perms([2 4 6])
ans =
6
4
6
2
4
2

4
6
2
6
2
4

2
2
4
4
6
6

2-181

poisscdf

Purpose

2poisscdf

Poisson cumulative distribution function (cdf).

Syntax

P = poisscdf(X,LAMBDA)

Description

poisscdf(X,LAMBDA) computes the Poisson cdf with parameter settings

LAMBDA at the values in X. The arguments X and LAMBDA must be the same size

except that a scalar argument functions as a constant matrix of the same size
of the other argument. The parameter, LAMBDA, is positive.
The Poisson cdf is:
floor ( x )

p = F(x ) = e

----i!

i=0

Examples

For example, consider a Quality Assurance department that performs random

tests of individual hard disks. Their policy is to shut down the manufacturing
process if an inspector finds more than four bad sectors on a disk. What is the
probability of shutting down the process if the mean number of bad sectors ()
is two?
probability = 1 poisscdf(4,2)
probability =
0.0527

About 5% of the time, a normally functioning manufacturing process will

produce more than four flaws on a hard disk.
Suppose the average number of flaws () increases to four. What is the
probability of finding fewer than five flaws on a hard drive?
probability = poisscdf(4,4)
probability =
0.6288

This means that this faulty manufacturing process continues to operate after
this first inspection almost 63% of the time.

2-182

poissfit

Purpose
Syntax

2poissfit

Parameter estimates and confidence intervals for Poisson data.

lambdahat = poissfit(X)
[lambdahat,lambdaci] = poissfit(X)
[lambdahat,lambdaci] = poissfit(X,alpha)

Description

poissfit(X) returns the maximum likelihood estimate (MLE) of the

parameter of the Poisson distribution, , given the data X.
[lambdahat,lambdaci] = poissfit(X) also gives 95% confidence intervals in
lamdaci.
[lambdahat,lambdaci] = poissfit(X,alpha) gives 100(1alpha) percent
confidence intervals. For example alpha = 0.001 yields 99.9% confidence
intervals.

The sample average is the MLE of .

n

1
= --n

xi
i=1

Example

r = poissrnd(5,10,2);
[l,lci] = poissfit(r)
l =
7.4000

6.3000

lci =
5.8000
9.1000

See Also

4.8000
7.9000

betafit, binofit, expfit, gamfit, poissfit, unifit, weibfit

2-183

poissinv

Purpose

2poissinv

Inverse of the Poisson cumulative distribution function (cdf).

Syntax

X = poissinv(P,LAMBDA)

Description

poissinv(P,LAMBDA) returns the smallest value, X, such that the Poisson cdf
evaluated at X equals or exceeds P.

Examples

If the average number of defects () is two, what is the 95th percentile of the
number of defects?
poissinv(0.95,2)
ans =
5

What is the median number of defects?

median_defects = poissinv(0.50,2)
median_defects =
2

2-184

poisspdf

Purpose

2poisspdf

Poisson probability density function (pdf).

Syntax

Y = poisspdf(X,LAMBDA)

Description

poisspdf(X,LAMBDA) computes the Poisson pdf with parameter settings

LAMBDA at the values in X. The arguments X and LAMBDA must be the same size

except that a scalar argument functions as a constant matrix of the same size
of the other argument.
The parameter, , must be positive.
The Poisson pdf is:
x

y = f ( x ) = -----e I ( 0, 1, ) ( x )
x!
x can be any non-negative integer. The density function is zero unless x is an
integer.

Examples

A computer hard disk manufacturer has observed that flaws occur randomly in
the manufacturing process at the average rate of two flaws in a 4 Gb hard disk
and has found this rate to be acceptable. What is the probability that a disk will
be manufactured with no defects?
In this problem, = 2 and x = 0.
p = poisspdf(0,2)
p =
0.1353

2-185

poissrnd

Purpose
Syntax

2poissrnd

Random numbers from the Poisson distribution.

R = poissrnd(LAMBDA)
R = poissrnd(LAMBDA,m)
R = poissrnd(LAMBDA,m,n)

Description

R = poissrnd(LAMBDA) generates Poisson random numbers with mean LAMBDA.

The size of R is the size of LAMBDA.
R = poissrnd(LAMBDA,m) generates Poisson random numbers with mean
LAMBDA. m is a 1-by-2 vector that contains the row and column dimensions of R.
R = poissrnd(LAMBDA,m,n) generates Poisson random numbers with mean
LAMBDA. The scalars m and n are the row and column dimensions of R.

Examples

Generate a random sample of 10 pseudo-observations from a Poisson

distribution with = 2:
lambda = 2;
random_sample1 = poissrnd(lambda,1,10)
random_sample1 =
1

random_sample2 = poissrnd(lambda,[1 10])

random_sample2 =
1

random_sample3 = poissrnd(lambda(ones(1,10)))
random_sample3 =
3

2-186

poisstat

Purpose
Syntax

2poisstat

Mean and variance for the Poisson distribution.

M = poisstat(LAMBDA)
[M,V] = poisstat(LAMBDA)

Description

M = poisstat(LAMBDA) returns the mean of the Poisson distribution with

parameter, LAMBDA. M and LAMBDA match each other in size.
[M,V] = poisstat(LAMBDA) also returns the variance of the Poisson

distribution.
For the Poisson distribution:
the mean is .
the variance is .

Examples

Find the mean and variance for the Poisson distribution with = 2:
[m,v] = poisstat([1 2; 3 4])
m =
1
3

2
4

1
3

2
4

v =

2-187

polyconf

Purpose
Syntax

2polyconf

Polynomial evaluation and confidence interval estimation.

[Y,DELTA] = polyconf(p,X,S)
[Y,DELTA] = polyconf(p,X,S,alpha)

Description

[Y,DELTA] = polyconf(p,X,S) uses the optional output, S, generated by

polyfit to give 95% confidence intervals Y +/ DELTA. This assumes the errors
in the data input to polyfit are independent normal with constant variance.
[Y,DELTA] = polyconf(p,X,S,alpha) gives 100(1alpha)% confidence
intervals. For example, alpha = 0.1 yields 90% intervals.

If p is a vector whose elements are the coefficients of a polynomial in

descending powers, such as those output from polyfit, then polyconf(p,X) is
the value of the polynomial evaluated at X. If X is a matrix or vector, the
polynomial is evaluated at each of the elements.

Examples

This example gives predictions and 90% confidence intervals for computing
time for LU factorizations of square matrices with 100 to 200 columns.
n =
for
A =
tic
B =

[100 100:20:200];
i = n
rand(i,i);
lu(A);
t(ceil((i80)/20)) = toc;

end
[p,S] = polyfit(n(2:7),t,3);
[time,delta_t] = polyconf(p,n(2:7),S,0.1)
time =
0.0829

0.1476

0.2277

0.3375

0.4912

0.7032

0.0057

0.0055

0.0055

0.0057

0.0064

delta_t =
0.0064

2-188

polyfit

Purpose

2polyfit

Polynomial curve fitting.

Syntax

[p,S] = polyfit(x,y,n)

Description

p = polyfit(x,y,n) finds the coefficients of a polynomial p(x) of degree n that

fits the data, p(x(i)) to y(i), in a least-squares sense. The result p is a row
vector of length n+1 containing the polynomial coefficients in descending
powers.
n

p ( x ) = p1 x + p2 x

n1

+ p n x + p n + 1

[p,S] = polyfit(x,y,n) returns polynomial coefficients p, and matrix, S for

use with polyval to produce error estimates on predictions. If the errors in the
data, y, are independent normal with constant variance, polyval will produce
error bounds which contain at least 50% of the predictions.

You may omit S if you are not going to pass it to polyval or polyconf for
calculating error estimates.

Example

[p,S] = polyfit(1:10,[1:10] + normrnd(0,1,1,10),1)

p =
1.0300

0.4561

19.6214
0
8.0000
2.3180

2.8031
1.4639
0
0

S =

See Also

polyval, polytool, polyconf

polyfit is a function in MATLAB.

2-189

polytool

Purpose
Syntax

2polytool

Interactive plot for prediction of fitted polynomials.

polytool(x,y)
polytool(x,y,n)
polytool(x,y,n,alpha)

Description

polytool(x,y) fits a line to the column vectors, x and y, and displays an

interactive plot of the result. This plot is graphic user interface for exploring
the effects of changing the polynomial degree of the fit. The plot shows the
fitted curve and 95% global confidence intervals on a new predicted value for
the curve. Text with current predicted value of y and its uncertainty appears
left of the y-axis.
polytool(x,y,n) initially fits a polynomial of order, n.
polytool(x,y,n,alpha) plots 100(1alpha)% confidence intervals on the

predicted values.
polytool fits by least-squares using the regression model,
2

y i = 0 + 1 x i + 2 xi + + n x i + i
2

i N ( 0, )

Cov ( i, j ) = 0

i, j

Evaluate the function by typing a value in the x-axis edit box or dragging the
vertical reference line on the plot. The shape of the pointer changes from an
arrow to a cross hair when you are over the vertical line to indicate that the line
is draggable. The predicted value of y will update as you drag the reference line.
The argument, n, controls the degree of the polynomial fit. To change the
degree of the polynomial, choose from the pop-up menu at the top of the figure.
When you are done, press the Close button.

2-190

polyval

Purpose
Syntax

2polyval

Polynomial evaluation.
Y = polyval(p,X)
[Y,DELTA] = polyval(p,X,S)

Description

Y = polyval(p,X) returns the predicted value of a polynomial given its

coefficients, p, at the values in X.
[Y,DELTA] = polyval(p,X,S) uses the optional output, S, generated by
polyfit to generate error estimates, Y +/ DELTA. If the errors in the data input
to polyfit are independent normal with constant variance, Y +/ DELTA

contains at least 50% of the predictions.

If p is a vector whose elements are the coefficients of a polynomial in
descending powers, then polyval(p,X) is the value of the polynomial
evaluated at X. If X is a matrix or vector, the polynomial is evaluated at each of
the elements.

Examples

Simulate the function y = x, adding normal random errors with a standard

deviation of 0.1. Then use polyfit to estimate the polynomial coefficients. Note
that tredicted Y values are within DELTA of the integer, X, in every case.
[p,S] = polyfit(1:10,(1:10) + normrnd(0,0.1,1,10),1);
X = magic(3);
[Y,D] = polyval(p,X,S)
Y =
8.0696
3.0546
4.0576

1.0486
5.0606
9.0726

6.0636
7.0666
2.0516

0.0889
0.0889
0.0870

0.0951
0.0861
0.0916

0.0861
0.0870
0.0916

D =

See Also

polyfit, polytool, polyconf

polyval is a function in MATLAB.

2-191

prctile

Purpose

2prctile

Percentiles of a sample.

Syntax

Y = prctile(X,p)

Description

Y = prctile(X,p) calculates a value that is greater than p percent of the

values in X. The values of p must lie in the interval [0 100].

For vectors, prctile(X,p) is the pth percentile of the elements in X. For

instance, if p = 50 then Y is the median of X.
For matrix X and scalar p, prctile(X,p) is a row vector containing the pth
percentile of each column. If p is a vector, the ith row of Y is p(i) of X.

Examples

x = (1:5)'*(1:5)
x =
1
2
3
4
5

2
4
6
8
10

3
6
9
12
15

4
8
12
16
20

5
10
15
20
25

y = prctile(x,[25 50 75])
y =
1.7500
3.0000
4.2500

2-192

3.5000
6.0000
8.5000

5.2500
9.0000
12.7500

7.0000
12.0000
17.0000

8.7500
15.0000
21.2500

princomp

Purpose
Syntax

2princomp

Principal Components Analysis (PCA).

PC = princomp(X)
[PC,SCORE,latent,tsquare] = princomp(X)

Description

[PC,SCORE,latent,tsquare] = princomp(X) takes a data matrix X and

returns the principal components in PC, the so-called Z-scores in SCORE, the
eigenvalues of the covariance matrix of X in latent, and Hotelling's T2 statistic
for each data point in tsquare.

The Z-scores are the data formed by transforming the original data into the
space of the principal components. The values of the vector, latent, are the
variance of the columns of SCORE. Hotelling's T2 is a measure of the
multivariate distance of each observation from the center of the data set.

Example

Compute principal components for the ingredients data in the Hald dataset,
and the variance accounted for by each component.
load hald;
[pc,score,latent,tsquare] = princomp(ingredients);
pc,latent
pc =
0.0678
0.6785
0.0290
0.7309

0.6460
0.0200
0.7553
0.1085

0.5673
0.5440
0.4036
0.4684

0.5062
0.4933
0.5156
0.4844

latent =
517.7969
67.4964
12.4054
0.2372

Reference

Jackson, J. E., A User's Guide to Principal Components, John Wiley and Sons,
Inc. 1991. pp. 125.

See Also

barttest, pcacov, pcares

2-193

qqplot

Purpose
Syntax

2qqplot

Quantile-quantile plot of two samples.

qqplot(X,Y)
qqplot(X,Y,pvec)
h = qqplot(...)

Description

qqplot(X,Y) displays a quantile-quantile plot of two samples. If the samples

do come from the same distribution, the plot will be linear.

For matrix X and Y, qqplot displays a separate line for each pair of columns.
The plotted quantiles are the quantiles of the smaller dataset.
The plot has the sample data displayed with the plot symbol '+'. Superimposed
on the plot is a line joining the first and third quartiles of each distribution (this
is a robust linear fit of the order statistics of the two samples). This line is
extrapolated out to the ends of the sample to help evaluate the linearity of the
data.
Use qqplot(X,Y,pvec) to specify the quantiles in the vector pvec.
h = qqplot(X,Y,pvec) returns handles to the lines in h.

Examples

Generate two normal samples with different means and standard deviations.
Then make a quantile-quantile plot of the two samples.
x = normrnd(0,1,100,1);
y = normrnd(0.5,2,50,1);
qqplot(x,y);
10

Y Quantiles

5
0
-5
-10
-3

-2

-1

0
X Quantiles

2-194

random

Purpose

2random

Random numbers from a specified distribution.

Syntax

y = random('name',A1,A2,A3,m,n)

Description

random is a utility routine allowing you to access all the random number

generators in the Statistics Toolbox using the name of the distribution as a

parameter.
y = random('name',A1,A2,A3,m,n) returns a matrix of random numbers.
'name' is a string containing the name of the distribution. A1, A2, and A3 are

matrices of distribution parameters. Depending on the distribution some of the

parameters may not be necessary.
The arguments containing distribution parameters must all be the same size
except that scalar arguments function as constant matrices of the common size
of the other arguments.
The last two parameters, d and e, are the size of the matrix, y. If the
distribution parameters are matrices, then these parameters are optional, but
they must match the size of the other matrix arguments (see second example).

Examples

rn = random('Normal',0,1,2,4)
rn =
1.1650
0.6268

0.0751
0.3516

-0.6965
1.6961

0.0591
1.7971

rp = random('Poisson',1:6,1,6)
rp =
0

2-195

randtool

Purpose
Syntax

2randtool

Interactive random number generation using histograms for display.

randtool
r = randtool('output')

Description

The randtool command sets up a graphic user interface for exploring the
effects of changing parameters and sample size on the histogram of random
samples from the supported probability distributions.
The M-file calls itself recursively using the action and flag parameters. For
general use call randtool without parameters.
To output the current set of random numbers, press the Output button. The
results are stored in the variable ans. Alternatively, the command
r = randtool('output') places the sample of random numbers in the vector,
r.

To sample repetitively from the same distribution, press the Resample button.
To change the distribution function, choose from the pop-up menu of functions
at the top of the figure.
To change the parameter settings, move the sliders or type a value in the edit
box under the name of the parameter. To change the limits of a parameter, type
a value in the edit box at the top or bottom of the parameter slider.
To change the sample size, type a number in the Sample Size edit box.
When you are done, press the Close button.
For an extensive discussion, see The disttool Demo on page 1-125.

See Also

2-196

disttool

range

Purpose

2range

Sample range.

Syntax

y = range(X)

Description

range(X) returns the difference between the maximum and the minimum of a
sample. For vectors, range(x) is the range of the elements. For matrices,
range(X) is a row vector containing the range of each column of X.

The range is an easily calculated estimate of the spread of a sample. Outliers

have an undue influence on this statistic, which makes it an unreliable
estimator.

Example

The range of a large sample of standard normal random numbers is

approximately six. This is the motivation for the process capability indices Cp
and Cpk in statistical quality control applications.
rv = normrnd(0,1,1000,5);
near6 = range(rv)
near6 =
6.1451

See Also

6.4986

6.2909

5.8894

7.0002

std, iqr, mad

2-197

ranksum

Purpose
Syntax

2ranksum

Wilcoxon rank sum test that two populations are identical.

p = ranksum(x,y,alpha)
[p,h] = ranksum(x,y,alpha)

Description

p = ranksum(x,y,alpha) returns the significance probability that the

populations generating two independent samples, x and y, are identical. x and
y are vectors but can have different lengths; if they are unequal in length, x
must be smaller than y. alpha is the desired level of significance and must be

a scalar between zero and one.

[p,h] = ranksum(x,y,alpha) also returns the result of the hypothesis test, h.
h is zero if the populations of x and y are not significantly different. h is one if

the two populations are significantly different.

p is the probability of observing a result equally or more extreme than the one
using the data (x and y) if the null hypothesis is true. If p is near zero, this casts

doubt on this hypothesis.

Example

This example tests the hypothesis of equality of means for two samples
generated with poissrnd.
x = poissrnd(5,10,1);
y = poissrnd(2,20,1);
[p,h] = ranksum(x,y,0.05)
p =
0.0028
h =
1

See Also

2-198

signrank, signtest, ttest2

raylcdf

Purpose

2raylcdf

Rayleigh cumulative distribution function (cdf).

Syntax

P = raylcdf(X,B)

Description

P = raylcdf(X,B) returns the Rayleigh cumulative distribution function with

parameter B at the values in X.

The size of P is the common size of X and B. A scalar input functions as a

constant matrix of the same size as the other input.
The Rayleigh cdf is:
2

y = F( x b ) =

Example

-e
0 ----2
b

t
------- 2b 2

dt

x = 0:0.1:3;
p = raylcdf(x,1);
plot(x,p)
1
0.8
0.6
0.4
0.2
0
0

0.5

1.5

2.5

Reference

Evans, M., N. Hastings, and B. Peacock, Statistical Distributions, Second

Edition, Wiley 1993. pp. 134136.

See Also

cdf, raylinv, raylpdf, raylrnd, raylstat

2-199

raylinv

Purpose

2raylinv

Inverse of the Rayleigh cumulative distribution function.

Syntax

X = raylinv(P,B)

Description

X = raylinv(P,B) returns the inverse of the Rayleigh cumulative distribution

function with parameter B at the probabilities in P.

The size of X is the common size of P and B. A scalar input functions as a

constant matrix of the same size as the other input.

Example

x = raylinv(0.9,1)
x =
2.1460

See Also

2-200

icdf, raylcdf, raylpdf, raylrnd, raylstat

raylpdf

Purpose

2raylpdf

Rayleigh probability density function.

Syntax

Y = raylpdf(X,B)

Description

Y = raylpdf(X,B) returns the Rayleigh probability density function with

parameter B at the values in X.

The size of Y is the common size of X and B. A scalar input functions as a

constant matrix of the same size as the other input.
The Rayleigh pdf is:
2

x
--------

x 2b2
y = f ( x b ) = -----2- e
b

Example

x = 0:0.1:3;
p = raylpdf(x,1);
plot(x,p)
0.8
0.6
0.4
0.2
0
0

See Also

0.5

1.5

2.5

raylcdf, raylinv, raylrnd, raylstat

2-201

raylrnd

Purpose
Syntax

2raylrnd

Random matrices from the Rayleigh distribution.

R = raylrnd(B)
R = raylrnd(B,m)
R = raylrnd(B,m,n)

Description

R = raylrnd(B) returns a matrix of random numbers chosen from the Rayleigh

distribution with parameter B. The size of R is the size of B.
R = raylrnd(B,m) returns a matrix of random numbers chosen from the
Rayleigh distribution with parameter B. m is a 1-by-2 vector that contains the
row and column dimensions of R.
R = raylrnd(B,m,n) returns a matrix of random numbers chosen from the
Rayleigh distribution with parameter B. The scalars m and n are the row and
column dimensions of R.

Example

r = raylrnd(1:5)
r =
1.7986

See Also

2-202

0.8795

3.3473

8.9159

random, raylcdf, raylinv, raylpdf, raylstat

3.5182

raylstat

Purpose
Syntax

2raylstat

Mean and variance for the Rayleigh distribution.

M = raylstat(B)
[M,V] = raylstat(B)

Description

[M,V] = raylstat(B) returns the mean and variance of the Rayleigh

distribution with parameter B.

For the Rayleigh distribution:

1
--2

The mean is b --- .

2
4 2
The variance is ------------ b .
2

Example

[mn,v] = raylstat(1)
mn =
1.2533
v =
0.4292

See Also

raylcdf, raylinv, raylpdf, raylrnd

2-203

rcoplot

Purpose

2rcoplot

Residual case order plot.

Syntax

rcoplot(r,rint)

Description

rcoplot(r,rint) displays an errorbar plot of the confidence intervals on the

residuals from a regression. The residuals appear in the plot in case order. r
and rint are outputs from the regress function.

Example

X = [ones(10,1) (1:10)'];
y = X [10;1] + normrnd(0,0.1,10,1);
[b,bint,r,rint] = regress(y,X,0.05);
rcoplot(r,rint);

Residuals

0.2
0.1
0
-0.1
-0.2
0

4
6
Case Number

10

The figure shows a plot of the residuals with error bars showing 95% confidence
intervals on the residuals. All the error bars pass through the zero line,
indicating that there are no outliers in the data.

See Also

2-204

regress

refcurve

Purpose

2refcurve

Add a polynomial curve to the current plot.

Syntax

h = refcurve(p)

Description

refcurve adds a graph of the polynomial, p, to the current axes. The function
for a polynomial of degree n is:

y = p1xn + p2x(n-1) + ... + pnx + pn+1

Note that p1 goes with the highest order term.
h = refcurve(p) returns the handle to the curve.

Example

Plot data for the height of a rocket against time, and add a reference curve
showing the theoretical height (assuming no air friction). The initial velocity of
the rocket is 100 m/sec.
h = [85 162 230 289 339 381 413 437 452 458 456 440 400 356];
plot(h,'+')
refcurve([4.9 100 0])
500
400
300
200
100
0
0

See Also

10

12

14

polyfit, polyval, refline

2-205

refline

Purpose
Syntax

2refline

Add a reference line to the current axes.

refline(slope,intercept)
refline(slope)
h = refline(slope,intercept)
refline

Description

refline(slope,intercept) adds a reference line with the given slope and

intercept to the current axes.
refline(slope), where slope is a two-element vector, adds the line

y = SLOPE(2) + SLOPE(1)x
to the figure.
h = refline(slope,intercept) returns the handle to the line.
refline with no input arguments superimposes the least squares line on each
line object in the current figure (except LineStyles '',' ','.'). This
behavior is equivalent to lsline.

Example

y = [3.2 2.6 3.1 3.4 2.4 2.9 3.0 3.3 3.2 2.1 2.6]';
plot(y,'+')
refline(0,3)
3.5

2.5

2
0

See Also

2-206

lsline, polyfit, polyval, refcurve

10

12

regress

Purpose
Syntax

2regress

Multiple linear regression.

b = regress(y,X)
[b,bint,r,rint,stats] = regress(y,X)
[b,bint,r,rint,stats] = regress(y,X,alpha)

Description

b = regress(y,X) returns the least squares fit of y on X.

regress solves the linear model

y = X +
2

N ( 0, I )
for , where:
y is an nx1 vector of observations,
X is an nxp matrix of regressors,
is a px1 vector of parameters, and
is an nx1 vector of random disturbances.
[b,bint,r,rint,stats] = regress(y,X) returns an estimate of in b, a 95%
confidence interval for , in the p-by-2 vector bint. The residuals are in r and
a 95% confidence interval for each residual, is in the n-by-2 vector rint. The
vector, stats, contains the R2 statistic along with the F and p values for the
regression.
[b,bint,r,rint,stats] = regress(y,X,alpha) gives 100(1-alpha)%
confidence intervals for bint and rint. For example, alpha = 0.2 gives 80%

confidence intervals.

Examples

Suppose the true model is:

y = 10 + x +
N ( 0, 0.01I )
where I is the identity matrix.

2-207

regress

X = [ones(10,1) (1:10)']
X =
1
1
1
2
1
3
1
4
1
5
1
6
1
7
1
8
1
9
1
10
y = X [10;1] + normrnd(0,0.1,10,1)
y =
11.1165
12.0627
13.0075
14.0352
14.9303
16.1696
17.0059
18.1797
19.0264
20.0872
[b,bint] = regress(y,X,0.05)
b =
10.0456
1.0030
bint =
9.9165
0.9822

10.1747
1.0238

Compare b to [10 1]'. Note that bint includes the true model values.

Reference

2-208

Chatterjee, S. and A. S. Hadi. Influential Observations, High Leverage Points,

and Outliers in Linear Regression. Statistical Science, 1986. pp. 379416.

regstats

Purpose
Syntax

2regstats

Regression diagnostics graphical user interface.

regstats(responses,DATA)
regstats(responses,DATA,'model')

Description

regstats(responses,DATA) generates regression diagnostics for a linear

additive model with a constant term. The dependent variable is the vector,
responses. Values of the independent variables are in the matrix, DATA.
The function creates a figure with a group of checkboxes that save diagnostic
statistics to the base workspace using variable names you can specify.
regstats(responses,data,'model') controls the order of the regression
model. 'model' can be one of these strings:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.
The literature suggests many diagnostic statistics for evaluating multiple
linear regression. regstats provides these diagnostics:
Q from QR decomposition.
R from QR decomposition.
Regression coefficients.
Covariance of regression coefficients.
Fitted values of the response data.
Residuals.
Mean squared error.
Leverage.
Hat matrix.
Delete-1 variance.
Delete-1 coefficients.
Standardized residuals.
Studentized residuals.
Change in regression coefficients.

2-209

regstats

Change in fitted values.

Scaled change in fitted values.
Change in covariance.
Cook's distance.
For more detail press the Help button in the regstats window. This displays
a hypertext help that gives formulae and interpretations for each of these
regression diagnostics.

Algorithm

The usual regression model is: y = X +

where:
y is an n by 1 vector of responses.
X is an n by p matrix of predictors.
is an p by 1 vector of parameters.
is an n by 1 vector of random disturbances.
Let X = Q*R where Q and R come from a QR Decomposition of X. Q is orthogonal
and R is triangular. Both of these matrices are useful for calculating many
regression diagnostics (Goodall 1993).
The standard textbook equation for the least squares estimator of is:
1

= b = ( X'X ) X'y
However, this definition has poor numeric properties. Particularly dubious is
1
the computation of ( X'X ) , which is both expensive and imprecise.
Numerically stable MATLAB code for is: b = R\(Q'*y);

Reference

Goodall, C. R. (1993). Computation using the QR decomposition. Handbook in

Statistics, Volume 9. Statistical Computing (C. R. Rao, ed.). Amsterdam, NL
Elsevier/North-Holland.

See Also

leverage, stepwise, regress

2-210

ridge

Purpose

2ridge

Parameter estimates for ridge regression.

Syntax

b = ridge(y,X,k)

Description

b = ridge(y,X,k) returns the ridge regression coefficients, b.

Given the linear model y = X +

where:
X is an n by p matrix.
y is the n by 1 vector of observations.
k is a scalar constant (the ridge parameter).
1

The ridge estimator of is: b = ( X'X + kI ) X'y .

When k = 0, b is the least squares estimator. For increasing k, the bias of b
increases, but the variance of b falls. For poorly conditioned X, the drop in the
variance more than compensates for the bias.
This example shows how the coefficients change as the value of k increases,
using data from the hald dataset.
load hald;
b = zeros(4,100);
kvec = 0.01:0.01:1;
count = 0;
for k = 0.01:0.01:1
count = count + 1;
b(:,count) = ridge(heat,ingredients,k);
end
plot(kvec',b'),xlabel('k'),ylabel('b','FontName','Symbol')
10
5

Example

0
-5
-10
0

0.2

0.4

0.6

0.8

2-211

ridge

See Also

2-212

regress, stepwise

rowexch

Purpose
Syntax

2rowexch

D-optimal design of experiments row exchange algorithm.

settings = rowexch(nfactors,nruns)
[settings,X] = rowexch(nfactors,nruns)
[settings,X] = rowexch(nfactors,nruns,'model')

Description

settings = rowexch(nfactors,nruns) generates the factor settings matrix,

settings, for a D-Optimal design using a linear additive model with a constant
term. settings has nruns rows and nfactors columns.
[settings,X] = rowexch(nfactors,nruns) also generates the associated

design matrix, X.
[settings,X] = rowexch(nfactors,nruns,'model') produces a design for
fitting a specified regression model. The input, 'model', can be one of these
strings:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.

Example

This example illustrates that the D-optimal design for three factors in eight
runs, using an interactions model, is a two level full-factorial design.
s = rowexch(3,8,'interaction')
s =
1
1
1
1
1
1
1
1

See Also

1
1
1
1
1
1
1
1

1
1
1
1
1
1
1
1

cordexch, daugment, dcovary, fullfact, ff2n, hadamard

2-213

rsmdemo

Purpose

2rsmdemo

Demo of design of experiments and surface fitting.

Syntax

rsmdemo

Description

rsmdemo creates a GUI that simulates a chemical reaction. To start, you have
a budget of 13 test reactions. Try to find out how changes in each reactant affect
the reaction rate. Determine the reactant settings that maximize the reaction
rate. Estimate the run-to-run variability of the reaction. Now run a designed
experiment using the model pop-up. Compare your previous results with the
output from response surface modeling or nonlinear modeling of the reaction.
The GUI has the following elements:

A Run button to perform one reactor run at the current settings.

An Export button to export the X and y data to the base workspace.
Three sliders with associated data entry boxes to control the partial
pressures of the chemical reactants: Hydrogen, n-Pentane, and Isopentane.
A text box to report the reaction rate.
A text box to keep track of the number of test reactions you have left.

Example

See The rsmdemo Demo on page 1-131.

See Also

rstool, nlintool, cordexch

2-214

rstool

Purpose
Syntax

2rstool

Interactive fitting and visualization of a response surface.

rstool(x,y)
rstool(x,y,'model')
rstool(x,y,'model',alpha,'xname','yname')

Description

rstool(x,y) displays an interactive prediction plot with 95% global confidence

intervales. This plot results from a multiple regression of (X,y) data using a
linear additive model.
rstool(x,y,'model') allows control over the initial regression model. 'model'

can be one of the following strings:

'interaction' includes constant, linear, and cross product terms.
'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.
rstool(x,y,'model',alpha) plots 100(1 alpha)% global confidence interval
for predictions as two red curves. For example, alpha = 0.01 gives 99%
confidence intervals.
rstool displays a vector of plots, one for each column of the matrix of inputs,
x. The response variable, y, is a column vector that matches the number of rows
in x.
rstool(x,y,'model',alpha,'xname','yname') labels the graph using the
string matrix 'xname' for the labels to the x-axes and the string, 'yname', to
label the y-axis common to all the plots.

Drag the dotted white reference line and watch the predicted values update
simultaneously. Alternatively, you can get a specific prediction by typing the
value of x into an editable text field. Use the pop-up menu labeled Model to
interactively change the model. Use the pop-up menu labeled Export to move
specified variables to the base workspace.

Example

See Quadratic Response Surface Models on page 1-73.

See Also

nlintool

2-215

schart

Purpose
Syntax

2schart

Chart of standard deviation for Statistical Process Control.

schart(DATA,conf)
schart(DATA,conf,specs)
schart(DATA,conf,specs)
[outliers,h] = schart(DATA,conf,specs)

Description

schart(data) displays an S chart of the grouped responses in DATA. The rows

of DATA contain replicate observations taken at a given time. The rows must be

in time order. The upper and lower control limits are a 99% confidence interval
on a new observation from the process. So, roughly 99% of the plotted points
should fall between the control limits.
schart(DATA,conf) allows control of the the confidence level of the upper and
lower plotted confidence limits. For example, conf = 0.95 plots 95% confidence
intervals.
schart(DATA,conf,specs) plots the specification limits in the two element

vector, specs.
[outliers,h] = schart(data,conf,specs) returns outliers, a vector of
indices to the rows where the mean of DATA is out of control, and h, a vector of
handles to the plotted lines.

Example

2-216

This example plots an S chart of measurements on newly machined parts,

taken at one hour intervals for 36 hours. Each row of the runout matrix
contains the measurements for 4 parts chosen at random. The values indicate,

schart

in thousandths of an inch, the amount the part radius differs from the target
radius.
load parts
schart(runout)
S Chart
0.45
UCL

0.4

Standard Deviation

0.35
0.3
0.25
0.2
0.15
0.1
0.05
0 LCL
0

10

15
20
25
Sample Number

30

35

40

Reference

Montgomery, D., Introduction to Statistical Quality Control, John Wiley and

Sons 1991. p. 235.

See Also

capaplot, ewmaplot, histfit, xbarplot

2-217

signrank

Purpose
Syntax

2signrank

Wilcoxon signed rank test of equality of medians.

p = signrank(x,y,alpha)
[p,h] = signrank(x,y,alpha)

Description

p = signrank(x,y,alpha) returns the significance probability that the

medians of two matched samples, x and y, are equal. x and y must be vectors
of equal length. alpha is the desired level of significance, and must be a scalar

between zero and one.

[p,h] = signrank(x,y,alpha) also returns the result of the hypothesis test,
h. h is zero if the difference in medians of x and y is not significantly different
from zero. h is one if the two medians are significantly different.
p is the probability of observing a result equally or more extreme than the one
using the data (x and y) if the null hypothesis is true. p is calculated using the
rank values for the differences between corresponding elements in x and y. If p

is near zero, this casts doubt on this hypothesis.

Example

This example tests the hypothesis of equality of means for two samples
generated with normrnd. The samples have the same theoretical mean but
different standard deviations.
x = normrnd(0,1,20,1);
y = normrnd(0,2,20,1);
[p,h] = signrank(x,y,0.05)
p =
0.2568
h =
0

See Also

2-218

ranksum, signtest, ttest

signtest

Purpose
Syntax

2signtest

Sign test for paired samples.

p = signtest(x,y,alpha)
[p,h] = signtest(x,y,alpha)

Description

p = signtest(x,y,alpha) returns the significance probability that the

medians of two matched samples, x and y, are equal. x and y must be vectors
of equal length. y may also be a scalar; in this case, signtest computes the
probability that the median of x is different from the constant, y. alpha is the

desired level of significance and must be a scalar between zero and one.
[p,h] = signtest(x,y,alpha) also returns the result of the hypothesis test,
h. h is zero if the difference in medians of x and y is not significantly different
from zero. h is one if the two medians are significantly different.
p is the probability of observing a result equally or more extreme than the one
using the data (x and y) if the null hypothesis is true. p is calculated using the
signs (plus or minus) of the differences between corresponding elements in x
and y. If p is near zero, this casts doubt on this hypothesis.

Example

This example tests the hypothesis of equality of means for two samples
generated with normrnd. The samples have the same theoretical mean but
different standard deviations.
x = normrnd(0,1,20,1);
y = normrnd(0,2,20,1);
[p,h] = signtest(x,y,0.05)
p =
0.8238
h =
0

See Also

ranksum, signrank, ttest

2-219

skewness

Purpose

2skewness

Sample skewness.

Syntax

y = skewness(X)

Description

skewness(X) returns the sample skewness of X. For vectors, skewness(x) is the

skewness of the elements of x. For matrices, skewness(X) is a row vector
containing the sample skewness of each column.

Skewness is a measure of the asymmetry of the data around the sample mean.
If skewness is negative, the data are spread out more to the left of the mean
than to the right. If skewness is positive, the data are spread out more to the
right. The skewness of the normal distribution (or any perfectly symmetric
distribution) is zero.
The skewness of a distribution is defined as:
3

E(x )
y = -----------------------3

where E(x) is the expected value of x.

Example

X = randn([5 4])
X =
1.1650
0.6268
0.0751
0.3516
0.6965

1.6961
0.0591
1.7971
0.2641
0.8717

1.4462
0.7012
1.2460
0.6390
0.5774

0.3600
0.1356
1.3493
1.2704
0.9846

0.2735

0.4641

y = skewness(X)
y =
0.2933

See Also

2-220

0.0482

kurtosis, mean, moment, std, var

squareform

2squareform

Purpose

Reformat the output of pdist into a square matrix.

Syntax

S = squareform(Y)

Description

S = squareform(Y) reformats the distance information returned by pdist from

a vector into a square matrix. In this format, S(i,j) denotes the distance
between the i and j observations in the original data.

See Also

See pdist.

2-221

std

Purpose

2std

Standard deviation of a sample.

Syntax

y = std(X)

Description

std(X) computes the sample standard deviation of the data in X. For vectors,
std(x) is the standard deviation of the elements in x. For matrices, std(X) is
a row vector containing the standard deviation of each column of X.
std(X) normalizes by n1 where n is the sequence length. For normally
distributed data, the square of the standard deviation is the minimum variance
unbiased estimator of 2 (the second parameter).

The standard deviation is

1

--21
2

s = ------------( xi x )
n 1

i=1

1
where the sample average is x = --n

Examples

xi .

In each column, the expected value of y is one.

x = normrnd(0,1,100,6);
y = std(x)
y =
0.9536

1.0628

y = std(1:2:1)
y =
1.4142

See Also

cov, var
std is a function in MATLAB.

2-222

1.0860

0.9927

0.9605

1.0254

stepwise

Purpose
Syntax

2stepwise

Interactive environment for stepwise regression.

stepwise(X,y)
stepwise(X,y,inmodel)
stepwise(X,y,inmodel,alpha)

Description

stepwise(X,y) fits a regression model of y on the columns of X. It displays

three figure windows for interactively controlling the stepwise addition and
removal of model terms.
stepwise(X,y,inmodel) allows control of the terms in the original regression
model. The values of vector, inmodel, are the indices of the columns of the
matrix, X, to include in the initial model.
stepwise(X,y,inmodel,alpha) allows control of the length confidence
intervals on the fitted coefficients. alpha is the significance for testing each
term in the model. By default, alpha = 1 (1 0.025)(1/p) where p is the number
of columns in X. This translates to plotted 95% simultaneous confidence
intervals (Bonferroni) for all the coefficients.

The least squares coefficient is plotted with a green filled circle. A coefficient is
not significantly different from zero if its confidence interval crosses the white
zero line. Significant model terms are plotted using solid lines. Terms not
significantly different from zero are plotted with dotted lines.
Click on the confidence interval lines to toggle the state of the model
coefficients. If the confidence interval line is green the term is in the model. If
the the confidence interval line is red the term is not in the model.
Use the pop-up menu, Export, to move variables to the base workspace.

Example

See Stepwise Regression on page 1-75.

Reference

Draper, N. and H. Smith, Applied Regression Analysis, Second Edition, John

Wiley and Sons, Inc. 1981 pp. 307312.

See Also

regstats, regress, rstool

2-223

surfht

Purpose
Syntax

2surfht

Interactive contour plot.

surfht(Z)
surfht(x,y,Z)

Description

surfht(Z) is an interactive contour plot of the matrix Z treating the values in

Z as height above the plane. The x-values are the column indices of Z while the
y-values are the row indices of Z.
surfht(x,y,Z), where x and y are vectors specify the x and y-axes on the
contour plot. The length of x must match the number of columns in Z, and the
length of y must match the number of rows in Z.

There are vertical and horizontal reference lines on the plot whose intersection
defines the current x-value and y-value. You can drag these dotted white
reference lines and watch the interpolated z-value (at the top of the plot)
update simultaneously. Alternatively, you can get a specific interpolated
z-value by typing the x-value and y-value into editable text fields on the x-axis
and y-axis respectively.

2-224

tabulate

Purpose
Syntax

2tabulate

Frequency table.
table = tabulate(x)
tabulate(x)

Description

table = tabulate(x) takes a vector of positive integers, x, and returns a

matrix, table.

The first column of table contains the values of x. The second contains the
number of instances of this value. The last column contains the percentage of
each value.
tabulate with no output arguments displays a formatted table in the
command window.

Example

tabulate([1 2 4 4 3 4])
Value
1
2
3
4

See Also

Count
1
1
1
3

Percent
16.67%
16.67%
16.67%
50.00%

pareto

2-225

tblread

Purpose
Syntax

2tblread

Read tabular data from the file system.

[data,varnames,casenames] = tblread
[data,varnames,casenames] = tblread('filename')
[data,varnames,casenames] = tblread('filename','delimiter')

Description

[data,varnames,casenames] = tblread displays the File Open dialog box for

interactive selection of the tabular data file. The file format has variable names
in the first row, case names in the first column and data starting in the (2,2)
position.
[data,varnames,casenames] = tblread(filename) allows command line
specification of the name of a file in the current directory, or the complete
pathname of any file.
[data,varnames,casenames] = tblread(filename,'delimiter') allows
specification of the field 'delimiter' in the file. Accepted values are 'tab',
'space', or 'comma'.
tblread returns the data read in three values.

2-226

Return
Value

Description

data

Numeric matrix with a value for each variable-case pair.

varnames

String matrix containing the variable names in the first

row.

casenames

String matrix containing the names of each case in the first

column.

tblread

Example

[data,varnames,casenames] = tblread('sat.dat')
data =
470
520

530
480

varnames =
Male
Female
casenames =
Verbal
Quantitative

See Also

caseread, tblwrite

2-227

tblwrite

Purpose
Syntax

2tblwrite

Writes tabular data to the file system.

tblwrite(data,'varnames','casenames')
tblwrite(data,'varnames','casenames','filename')

Description

tblwrite(data,'varnames','casenames') displays the File Open dialog box

for interactive specification of the tabular data output file. The file format has
variable names in the first row, case names in the first column and data
starting in the (2,2) position.
'varnames' is a string matrix containing the variable names. 'casenames' is
a string matrix containing the names of each case in the first column. data is
a numeric matrix with a value for each variable-case pair.
tblwrite(data,'varnames','casenames','filename') allows command line
specification of a file in the current directory, or the complete pathname of any
file in the string, 'filename'.

Example

Continuing the example from tblread:

tblwrite(data,varnames,casenames,'sattest.dat')
type sattest.dat

Verbal
Quantitative

See Also

2-228

casewrite, tblread

Male
470
520

Female
530
480

tcdf

Purpose

2tcdf

Students t cumulative distribution function (cdf).

Syntax

P = tcdf(X,V)

Description

tcdf(X,V) computes Students t cdf with V degrees of freedom at the values in

X. The arguments X and V must be the same size except that a scalar argument

functions as a constant matrix of the same size of the other argument.

The parameter, V, is a positive integer.
The t cdf is:
+1
------------
2 1
1
--------------------- ---------- ----------------------------- dt
p = F(x ) =
+1

2 -----------2
---
t
2
1 + ---

The result, p, is the probability that a single observation from the t

distribution with degrees of freedom will fall in the interval ( x].

Examples

Suppose 10 samples of Guinness beer have a mean alcohol content of 5.5% by

volume and the standard deviation of these samples is 0.5%. What is the
probability that the true alcohol content of Guinness beer is less than 5%?
t = (5.0 5.5) / 0.5;
probability = tcdf(t,10 1)
probability =
0.1717

2-229

tinv

Purpose

2tinv

Inverse of the Students t cumulative distribution function (cdf).

Syntax

X = tinv(P,V)

Description

tinv(P,V) computes the inverse of Students t cdf with parameter V for the
probabilities in P. The arguments P and V must be the same size except that a
scalar argument functions as a constant matrix of the size of the other
argument.

The degrees of freedom, V, must be a positive integer and P must lie in the
interval [0 1].
The t inverse function in terms of the t cdf is
1

x = F ( p ) = { x:F ( x ) = p }
where
+1
------------
2 1
1
--------------------- ---------- ----------------------------- dt
p = F( x ) =
+1

-----------

2
--t 2
2
1 + ---

The result, x, is the solution of the integral equation of the t cdf with parameter
where you supply the desired probability p.

Examples

What is the 99th percentile of the t distribution for one to six degrees of
freedom?
percentile = tinv(0.99,1:6)
percentile =
31.8205

2-230

6.9646

4.5407

3.7469

3.3649

3.1427

tpdf

Purpose

2tpdf

Students t probability density function (pdf).

Syntax

Y = tpdf(X,V)

Description

tpdf(X,V) computes Students t pdf with parameter V at the values in X. The

arguments X and V must be the same size except that a scalar argument
functions as a constant matrix of the same size of the other argument.

The degrees of freedom, V, must be a positive integer.

Students t pdf is:
+1
------------
2 1
1
y = f ( x ) = --------------------- ---------- -----------------------------+1

2 ----------- ---
2
2
1 + x-----

Examples

The mode of the t distribution is at x = 0. This example shows that the value of
the function at the mode is an increasing function of the degrees of freedom.
tpdf(0,1:6)
ans =
0.3183

0.3536

0.3676

0.3750

0.3796

0.3827

The t distribution converges to the standard normal distribution as the degrees

of freedom approaches infinity. How good is the approximation for v = 30?
difference = tpdf(2.5:2.5,30) normpdf(2.5:2.5)
difference =
0.0035

0.0006

0.0042

0.0042

0.0006

0.0035

2-231

trimmean

Purpose

2trimmean

Mean of a sample of data excluding extreme values.

Syntax

m = trimmean(X,percent)

Description

trimmean(X,percent) calculates the mean of a sample X excluding the highest

and lowest percent/2 of the observations. The trimmed mean is a robust
estimate of the location of a sample. If there are outliers in the data, the
trimmed mean is a more representative estimate of the center of the body of the
data. If the data is all from the same probability distribution, then the trimmed
mean is less efficient than the sample average as an estimator of the location
of the data.

Examples

This example shows a Monte Carlo simulation of the relative efficiency of the
10% trimmed mean to the sample average for normal data.
x = normrnd(0,1,100,100);
m = mean(x);
trim = trimmean(x,10);
sm = std(m);
strim = std(trim);
efficiency = (sm/strim).^2
efficiency =
0.9702

See Also

2-232

mean, median, geomean, harmmean

trnd

Purpose
Syntax

2trnd

Random numbers from Students t distribution.

R = trnd(V)
R = trnd(V,m)
R = trnd(V,m,n)

Description

R = trnd(V) generates random numbers from Students t distribution with V

degrees of freedom. The size of R is the size of V.
R = trnd(V,m) generates random numbers from Students t distribution with
V degrees of freedom. m is a 1-by-2 vector that contains the row and column
dimensions of R.
R = trnd(V,m,n) generates random numbers from Students t distribution
with V degrees of freedom. The scalars m and n are the row and column
dimensions of R.

Examples

noisy = trnd(ones(1,6))
noisy =
19.7250

0.3488

0.2843

0.4034

0.4816

2.4190

0.9038

0.0754

0.9820

1.0115

0.6627
0.8646

0.1905
0.8060

1.5585
0.5216

0.0433
0.0891

numbers = trnd(1:6,[1 6])

numbers =
1.9500

0.9611

numbers = trnd(3,2,6)
numbers =
0.3177
0.2536

0.0812
0.5502

2-233

tstat

Purpose

2tstat

Mean and variance for the Students t distribution.

Syntax

[M,V] = tstat(NU)

Description

For the Students t distribution with parameter, :

The mean is zero for values of greater than 1. If is one, the mean does not
exist.

The variance, for values of greater than 2, is ------------ .

2

Examples

The mean and variance for 1 to 30 degrees of freedom.

[m,v] = tstat(reshape(1:30,6,5))
m =
NaN
0
0
0
0
0

0
0
0
0
0
0

0
0
0
0
0
0

0
0
0
0
0
0

0
0
0
0
0
0

v =
NaN
NaN
3.0000
2.0000
1.6667
1.5000

1.4000
1.3333
1.2857
1.2500
1.2222
1.2000

1.1818
1.1667
1.1538
1.1429
1.1333
1.1250

1.1176
1.1111
1.1053
1.1000
1.0952
1.0909

1.0870
1.0833
1.0800
1.0769
1.0741
1.0714

Note that the variance does not exist for one and two degrees of freedom.

2-234

ttest

Purpose
Syntax

2ttest

Hypothesis testing for a single sample mean.

h = ttest(x,m)
h = ttest(x,m,alpha)
[h,sig,ci] = ttest(x,m,alpha,tail)

Description

ttest(x,m) performs a t-test at significance level 0.05 to determine whether a

sample from a normal distribution (in x) could have mean m when the standard
deviation is unknown.
h = ttest(x,m,alpha) gives control of the significance level, alpha. For
example if alpha = 0.01, and the result, h, is 1 you can reject the null hypothesis
at the significance level 0.01. If h =0, you cannot reject the null hypothesis at
the alpha level of significance.
[h,sig,ci] = ttest(x,m,alpha,tail) allows specification of one or
two-tailed tests. tail is a flag that specifies one of three alternative
hypotheses:

tail = 0 (default) specifies the alternative, x .

tail = 1 specifies the alternative, x > .
tail = 1 specifies the alternative, x < .
sig is the p-value associated with the T-statistic.

x
T = -----------s
sig is the probability that the observed value of T could be as large or larger by

chance under the null hypothesis that the mean of x is equal to .

ci is a 1alpha confidence interval for the true mean.

Example

This example generates 100 normal random numbers with theoretical mean
zero and standard deviation one. The observed mean and standard deviation
are different from their theoretical values, of course. We test the hypothesis
that there is no true difference.

2-235

ttest

Normal random number generator test.

x = normrnd(0,1,1,100);
[h,sig,ci] = ttest(x,0)
h =
0
sig =
0.4474
ci =
0.1165

0.2620

The result, h = 0, means that we cannot reject the null hypothesis. The
significance level is 0.4474, which means that by chance we would have
observed values of T more extreme than the one in this example in 45 of 100
similar experiments. A 95% confidence interval on the mean is [0.1165
0.2620], which includes the theoretical (and hypothesized) mean of zero.

2-236

ttest2

Purpose
Syntax

2ttest2

Hypothesis testing for the difference in means of two samples.

[h,significance,ci] = ttest2(x,y)
[h,significance,ci] = ttest2(x,y,alpha)
[h,significance,ci] = ttest2(x,y,alpha,tail)

Description

h = ttest2(x,y) performs a t-test to determine whether two samples from a

normal distribution (in x and y) could have the same mean when the standard
deviations are unknown but assumed equal.
h, the result, is 1 if you can reject the null hypothesis at the 0.05 significance
level alpha and 0 otherwise.
significance is the p-value associated with the T-statistic.

xy
T = -----------s
significance is the probability that the observed value of T could be as large
or larger by chance under the null hypothesis that the mean of x is equal to the
mean of y.
ci is a 95% confidence interval for the true difference in means.
[h,significance,ci] = ttest2(x,y,alpha) gives control of the significance
level, alpha. For example if alpha = 0.01, and the result, h, is 1, you can reject
the null hypothesis at the significance level 0.01. ci in this case is a
100(1alpha)% confidence interval for the true difference in means.
ttest2(x,y,alpha,tail) allows specification of one or two-tailed tests. tail

is a flag that specifies one of three alternative hypotheses:

tail = 0 (default) specifies the alternative, x y .
tail = 1 specifies the alternative, x > y .
tail = 1 specifies the alternative, x < y .

Examples

This example generates 100 normal random numbers with theoretical mean
zero and standard deviation one. We then generate 100 more normal random
numbers with theoretical mean one half and standard deviation one. The
observed means and standard deviations are different from their theoretical
values, of course. We test the hypothesis that there is no true difference
between the two means. Notice that the true difference is only one half of the

2-237

ttest2

standard deviation of the individual observations, so we are trying to detect a

signal that is only one half the size of the inherent noise in the process.
x = normrnd(0,1,100,1);
y = normrnd(0.5,1,100,1);
[h,significance,ci] = ttest2(x,y)
h =
1
significance =
0.0017
ci =
0.7352

0.1720

The result, h = 1, means that we can reject the null hypothesis. The
significance is 0.0017, which means that by chance we would have
observed values of t more extreme than the one in this example in only 17
of 10,000 similar experiments! A 95% confidence interval on the mean is
[0.7352 0.1720], which includes the theoretical (and hypothesized) difference
of 0.5.

2-238

unidcdf

Purpose

2unidcdf

Discrete uniform cumulative distribution (cdf) function.

Syntax

P = unidcdf(X,N)

Description

unidcdf(X,N) computes the discrete uniform cdf with parameter settings N at

the values in X. The arguments X and N must be the same size except that a
scalar argument functions as a constant matrix of the same size of the other
argument.

The maximum observable value, N, is a positive integer.

The discrete uniform cdf is:
floor ( x )
p = F ( x N ) = ---------------------- I ( 1, , N ) ( x )
N
The result, p, is the probability that a single observation from the discrete
uniform distribution with maximum, N, will be a positive integer less than or
equal to x. The values, x, do not need to be integers.

Examples

What is the probability of drawing a number 20 or less from a hat with the
numbers from 1 to 50 inside?
probability = unidcdf(20,50)
probability =
0.4000

2-239

unidinv

Purpose

2unidinv

Inverse of the discrete uniform cumulative distribution function.

Syntax

X = unidinv(P,N)

Description

unidinv(P,N) returns the smallest integer X such that the discrete uniform cdf
evaluated at X is equal to or exceeds P. You can think of P as the probability of
drawing a number as large as X out of a hat with the numbers 1 through N
inside.

The argument P must lie on the interval [0 1] and N must be a positive integer.
Each element of X is a positive integer.

Examples

x = unidinv(0.7,20)
x =
14
y = unidinv(0.7 + eps,20)
y =
15

A small change in the first parameter produces a large jump in output. The cdf
and its inverse are both step functions. The example shows what happens at a
step.

2-240

unidpdf

Purpose

2unidpdf

Discrete uniform probability density function (pdf).

Syntax

Y = unidpdf(X,N)

Description

unidpdf(X,N) computes the discrete uniform pdf with parameter settings, N, at

the values in X. The arguments X and N must be the same size except that a
scalar argument functions as a constant matrix of the same size of the other
argument.

The parameter N must be a positive integer.

The discrete uniform pdf is:
1
y = f ( x N ) = ----I ( 1, , N ) ( x )
N
You can think of y as the probability of observing any one number between 1
and n.

Examples

For fixed n, the uniform discrete pdf is a constant.

y = unidpdf(1:6,10)
y =
0.1000

0.1000

0.1000

0.1000

0.1000

0.1000

0.1429

0.1250

0.1111

Now fix x , and vary n.

likelihood = unidpdf(5,4:9)
likelihood =
0

0.2000

0.1667

2-241

unidrnd

Purpose
Syntax

2unidrnd

Random numbers from the discrete uniform distribution.

R = unidrnd(N)
R = unidrnd(N,mm)
R = unidrnd(N,mm,nn)

Description

The discrete uniform distribution arises from experiments equivalent to

drawing a number from one to N out of a hat.
R = unidrnd(N) generates discrete uniform random numbers with maximum,
N. The size of R is the size of N.
R = unidrnd(N,mm) generates discrete uniform random numbers with
maximum, N. mm is a 1-by-2 vector that contains the row and column dimensions
of R.
R = unidrnd(N,mm,nn) generates discrete uniform random numbers with
maximum, N. The scalars mm and nn are the row and column dimensions of R.

The parameter, N, must have positive integer elements.

Examples

In the Massachusetts lottery a player chooses a four digit number. Generate

random numbers for Monday through Saturday.
numbers = unidrnd(10000,1,6) 1
numbers =
2189

2-242

470

6788

6792

9346

unidstat

Purpose

2unidstat

Mean and variance for the discrete uniform distribution.

Syntax

[M,V] = unidstat(N)

Description

For the discrete uniform distribution:

N+1
The mean is -------------- .
2
2

N 1
The variance is ----------------- .
12

Examples

[m,v] = unidstat(1:6)
m =
1.0000

1.5000

2.0000

2.5000

3.0000

3.5000

0.2500

0.6667

1.2500

2.0000

2.9167

v =

2-243

unifcdf

Purpose

2unifcdf

Continuous uniform cumulative distribution function (cdf).

Syntax

P = unifcdf(X,A,B)

Description

unifcdf(X,A,B) computes the uniform cdf with parameters A and B at the

values in X. The arguments X, A and B must all be the same size except that
scalar arguments function as constant matrices of the common size of the other
arguments.
A and B are the minimum and maximum values respectively.

The uniform cdf is:

xa
p = F ( x a, b ) = ------------I [ a, b ] ( x )
ba
The standard uniform distribution has A = 0 and B = 1.

Examples

What is the probability that an observation from a standard uniform

distribution will be less than 0.75?
probability = unifcdf(0.75)
probability =
0.7500

What is the probability that an observation from a uniform distribution with

a = 1 and b = 1 will be less than 0.75?
probability = unifcdf(0.75,1,1)
probability =
0.8750

2-244

unifinv

Purpose

2unifinv

Inverse continuous uniform cumulative distribution function (cdf).

Syntax

X = unifinv(P,A,B)

Description

unifinv(P,A,B) computes the inverse of the uniform cdf with parameters A

and B at the values in X. The arguments X, A, and B must all be the same size

except that scalar arguments function as constant matrices of the common size
of the other arguments.
A and B are the minimum and maximum values respectively.

The inverse of the uniform cdf is:

1

x = F ( p a, b ) = a + p ( a b )I [ 0, 1 ] ( p )
The standard uniform distribution has A = 0 and B = 1.

Examples

What is the median of the standard uniform distribution?

median_value = unifinv(0.5)
median_value =
0.5000

What is the 99th percentile of the uniform distribution between 1 and 1?

percentile = unifinv(0.99,1,1)
percentile =
0.9800

2-245

unifit

Purpose
Syntax

2unifit

Parameter estimates for uniformly distributed data.

[ahat,bhat] = unifit(X)
[ahat,bhat,ACI,BCI] = unifit(X)
[ahat,bhat,ACI,BCI] = unifit(X,alpha)

Description

[ahat,bhat] = unifit(X) returns the maximum likelihood estimates (MLEs)

of the parameters of the uniform distribution given the data in X.
[ahat,bhat,ACI,BCI] = unifit(X) also returns 95% confidence intervals, ACI
and BCI, which are matrices with two rows. The first row contains the lower
bound of the interval for each column of the matrix, X. The second row contains

the upper bound of the interval.

[ahat,bhat,ACI,BCI] = unifit(X,alpha) allows control of the confidence
level alpha. For example, if alpha is 0.01 then ACI and BCI are 99% confidence
intervals.

Example

r = unifrnd(10,12,100,2);
[ahat,bhat,aci,bci] = unifit(r)
ahat =
10.0154

10.0060

bhat =
11.9989

11.9743

aci =
9.9551
10.0154

9.9461
10.0060

bci =
11.9989
12.0592

See Also

2-246

11.9743
12.0341

betafit, binofit, expfit, gamfit, normfit, poissfit, weibfit

unifpdf

Purpose

2unifpdf

Continuous uniform probability density function (pdf).

Syntax

Y = unifpdf(X,A,B)

Description

unifpdf(X,A,B) computes the continuous uniform pdf with parameters A and

B at the values in X. The arguments X, A, and B must all be the same size except

that scalar arguments function as constant matrices of the common size of the
other arguments.
The parameter B must be greater than A.
The continuous uniform distribution pdf is:
1
y = f ( x a, b ) = ------------I [ a, b ] ( x )
ba
The standard uniform distribution has A = 0 and B = 1.

Examples

For fixed a and b, the uniform pdf is constant.

x = 0.1:0.1:0.6;
y = unifpdf(x)
y =
1

What if x is not between a and b?

y = unifpdf(1,0,1)
y =
0

2-247

unifrnd

Purpose
Syntax

2unifrnd

Random numbers from the continuous uniform distribution.

R = unifrnd(A,B)
R = unifrnd(A,B,m)
R = unifrnd(A,B,m,n)

Description

R = unifrnd(A,B) generates uniform random numbers with parameters A and

B. The size of R is the common size of A and B if both are matrices. If either
parameter is a scalar, the size of R is the size of the other parameter.
R = unifrnd(A,B,m) generates uniform random numbers with parameters A
and B. m is a 1-by-2 vector that contains the row and column dimensions of R.
R = unifrnd(A,B,m,n) generates uniform random numbers with parameters
A and B. The scalars m and n are the row and column dimensions of R.

Examples

random = unifrnd(0,1:6)
random =
0.2190

0.0941

2.0366

2.7172

4.6735

2.3010

0.2138

2.6485

4.0269

random = unifrnd(0,1:6,[1 6])

random =
0.5194

1.6619

0.1037

random = unifrnd(0,1,2,3)
random =
0.0077
0.3834

2-248

0.0668
0.4175

0.6868
0.5890

unifstat

Purpose

2unifstat

Mean and variance for the continuous uniform distribution.

Syntax

[M,V] = unifstat(A,B)

Description

For the continuous uniform distribution:

a+b
The mean is ------------- .
2
2

(b a)
The variance is -------------------- .
12

Examples

a = 1:6;
b = 2.a;
[m,v] = unifstat(a,b)
m =
1.5000

3.0000

4.5000

6.0000

7.5000

9.0000

0.0833

0.3333

0.7500

1.3333

2.0833

3.0000

v =

2-249

var

Purpose

2var

Variance of a sample.

Syntax

y = var(X)
y = var(X,1)
y = var(X,w)

Description

var(X) computes the variance of the data in X. For vectors, var(x) is the
variance of the elements in x. For matrices, var(X) is a row vector containing
the variance of each column of X.
var(x) normalizes by n1 where n is the sequence length. For normally
distributed data, this makes var(x) the minimum variance unbiased estimator

MVUE of 2(the second parameter) .

var(x,1) normalizes by n and yields the second moment of the sample data

about its mean (moment of inertia).

var(X,w) computes the variance using the vector of weights, w. The number of
elements in w must equal the number of rows in the matrix, X. For vector x, w
and x must match in length. Each element of w must be positive.
var supports both common definitions of variance. Let SS be the sum of
the squared deviations of the elements of a vector x, from their mean. Then,
var(x) = SS/(n-1) the MVUE, and var(x,1) = SS/n the maximum likelihood

estimator (MLE) of 2.

2-250

var

Examples

x = [1 1];
w = [1 3];
v1 = var(x)
v1 =
2
v2 = var(x,1)
v2 =
1
v3 = var(x,w)
v3 =
0.7500

See Also

cov, std

2-251

weibcdf

Purpose

2weibcdf

Weibull cumulative distribution function (cdf).

Syntax

P = weibcdf(X,A,B)

Description

weibcdf(X,A,B) computes the Weibull cdf with parameters A and B at the

values in X. The arguments X, A, and B must all be the same size except that
scalar arguments function as constant matrices of the common size of the other
arguments.

Parameters A and B are positive.

The Weibull cdf is:
x

p = F ( x a, b ) =

Examples

0 abtb 1 eat dt
b

= 1e

ax

I ( 0, ) ( x )

What is the probability that a value from a Weibull distribution with

parameters a = 0.15 and b = 0.24 is less than 500?
probability = weibcdf(500,0.15,0.24)
probability =
0.4865

How sensitive is this result to small changes in the parameters?

[A,B] = meshgrid(0.1:0.05:0.2,0.2:0.05:0.3);
probability = weibcdf(500,A,B)
probability =
0.2929
0.3768
0.4754

2-252

0.4054
0.5080
0.6201

0.5000
0.6116
0.7248

weibfit

Purpose
Syntax

2weibfit

Parameter estimates and confidence intervals for Weibull data.

phat = weibfit(x)
[phat,pci] = weibfit(x)
[phat,pci] = weibfit(x,alpha)

Description

phat = weibfit(x) returns the maximum likelihood estimates, phat, of the

parameters of the Weibull distribution given the data in the vector, x. phat is
a two-element row vector. phat(1) estimates the Weibull parameter, a, and
phat(2) estimates b in the pdf:

y = f ( x a, b ) = abx

b 1 ax

I ( 0, ) ( x )

[phat,pci] = weibfit(x) also returns 95% confidence intervals in a matrix,

pci, with 2 rows. The first row contains the lower bound of the confidence
interval. The second row contains the upper bound. The columns of pci
correspond to the columns of phat.
[phat,pci] = weibfit(x,alpha) allows control over the confidence interval

returned (100(1alpha)%).

Example

r = weibrnd(0.5,0.8,100,1);
[phat,pci] = weibfit(r)
phat =
0.4746

0.7832

pci =
0.3851
0.5641

See Also

0.6367
0.9298

betafit, binofit, expfit, gamfit, normfit, poissfit, unifit

2-253

weibinv

Purpose

2weibinv

Inverse of the Weibull cumulative distribution function.

Syntax

X = weibinv(P,A,B)

Description

weibinv(P,A,B) computes the inverse of the Weibull cdf with parameters A

and B for the probabilities in P. The arguments P, A and B must all be the same

size except that scalar arguments function as constant matrices of the common
size of the other arguments.
The parameters A and B must be positive.
The inverse of the Weibull cdf is:
1
---

b
1
1
1
x = F ( p a, b ) = --- ln ------------ I [ 0, 1 ] ( p )

1p
a

Examples

A batch of light bulbs have lifetimes (in hours) distributed Weibull with
parameters a = 0.15 and b = 0.24. What is the median lifetime of the bulbs?
life = weibinv(0.5,0.15,0.24)
life =
588.4721

What is the 90th percentile?

life = weibinv(0.9,0.15,0.24)
life =
8.7536e+04

2-254

weiblike

Purpose
Syntax

2weiblike

Weibull negative log-likelihood function.

logL = weiblike(params,data)
[logL,info] = weiblike(params,data)

Description

logL = weiblike(params,data) returns the Weibull log-likelihood with

parameters params(1) = a and params(2) = b given the data, xi.
[logL,info] = weiblike(params,data) adds Fisher's information matrix,
info. The diagonal elements of INFO are the asymptotic variances of their

respective parameters.
The Weibull negative log-likelihood is:
n

log L = log

f ( a, b x i )

i=1

log f ( a, b xi )
i=1

weiblike is a utility function for maximum likelihood estimation.

Example

Continuing the example for weibfit:

r = weibrnd(0.5,0.8,100,1);
[logL,info] = weiblike([0.4746 0.7832],r)
logL =
203.8216
info =
0.0021
0.0022

0.0022
0.0056

Reference

Patel, J. K., C. H. Kapadia, and D. B. Owen, Handbook of Statistical

Distributions, Marcel-Dekker, 1976.

See Also

betalike, gamlike, mle, weibfit

2-255

weibpdf

Purpose

2weibpdf

Weibull probability density function (pdf).

Syntax

Y = weibpdf(X,A,B)

Description

weibpdf(X,A,B) computes the Weibull pdf with parameters A and B at the

values in X. The arguments X, A and B must all be the same size except that
scalar arguments function as constant matrices of the common size of the other
arguments.

Parameters A and B are positive.

The Weibull pdf is:
y = f ( x a, b ) = abx

b 1 ax

I ( 0, ) ( x )

Some references refer to the Weibull distribution with a single parameter. This
corresponds to weibpdf with A =1.

Examples

The exponential distribution is a special case of the Weibull distribution.

lambda = 1:6;
y = weibpdf(0.1:0.1:0.6,lambda,1)
y =
0.9048

1.3406

1.2197

0.8076

0.4104

0.1639

0.4104

0.1639

y1 = exppdf(0.1:0.1:0.6,1./lambda)
y1 =
0.9048

Reference

2-256

1.3406

1.2197

0.8076

Devroye, L., Non-Uniform Random Variate Generation. Springer-Verlag. New

York, 1986.

weibplot

Purpose
Syntax

2weibplot

Weibull probability plot.

weibplot(X)
h = weibplot(X)

Description

weibplot(X) displays a Weibull probability plot of the data in X. If X is a

matrix, weibplot displays a plot for each column.
h = weibplot(X) returns handles to the plotted lines.

The purpose of a Weibull probability plot is to graphically assess whether the

data in X could come from a Weibull distribution. If the data are Weibull the
plot will be linear. Other distribution types may introduce curvature in the
plot.

Example

r = weibrnd(1.2,1.5,50,1);
weibplot(r)
Weibull Probability Plot
0.99
0.96
0.90
0.75
Probability

0.50
0.25
0.10
0.05
0.02
0.01
10-1

100
Data

See Also

normplot

2-257

weibrnd

Purpose
Syntax

2weibrnd

Random numbers from the Weibull distribution.

R = weibrnd(A,B)
R = weibrnd(A,B,m)
R = weibrnd(A,B,m,n)

Description

R = weibrnd(A,B) generates Weibull random numbers with parameters A and

B. The size of R is the common size of A and B if both are matrices. If either
parameter is a scalar, the size of R is the size of the other parameter.
R = weibrnd(A,B,m) generates Weibull random numbers with parameters A
and B. m is a 1-by-2 vector that contains the row and column dimensions of R.
R = weibrnd(A,B,m,n) generates Weibull random numbers with parameters
A and B. The scalars m and n are the row and column dimensions of R.

Devroye refers to the Weibull distribution with a single parameter; this is

weibrnd with A = 1.

Examples

n1 = weibrnd(0.5:0.5:2,0.5:0.5:2)
n1 =
0.0093

1.5189

0.8308

0.7541

n2 = weibrnd(1/2,1/2,[1 6])
n2 =
29.7822

Reference

2-258

0.9359

2.1477

12.6402

0.0050

0.0121

Devroye, L., Non-Uniform Random Variate Generation. Springer-Verlag.

New York, 1986.

weibstat

Purpose

2weibstat

Mean and variance for the Weibull distribution.

Syntax

[M,V] = weibstat(A,B)

Description

For the Weibull distribution:

The mean is:

1
--b

(1 + b )

The variance is:

Examples

2
--b

( 1 + 2b ) ( 1 + b )

[m,v] = weibstat(1:4,1:4)
m =
1.0000

0.6267

0.6192

0.6409

1.0000

0.1073

0.0506

0.0323

v =

weibstat(0.5,0.7)
ans =
3.4073

2-259

x2fx

Purpose
Syntax

2x2fx

Transform a factor settings matrix to a design matrix.

D = x2fx(X)
D = x2fx(X,'model')

Description

D = x2fx(X) transforms a matrix of system inputs, X, to a design matrix for a

linear additive model with a constant term.

D = x2fx(X,'model') allows control of the order of the regression
model.'model' can be one of these strings:

'interaction' includes constant, linear, and cross product terms.

'quadratic' interactions plus squared terms.
'purequadratic' includes constant, linear and squared terms.
Alternatively, the argument, model, can be a matrix of terms. In this case each
row of model represents one term. The value in a column is the exponent to
raise the same column in X for that term. This allows for models with
polynomial terms of arbitrary order.
x2fx is a utility function for rstool, regstats and cordexch.

Example

x = [1 2 3;4 5 6]'; model = 'quadratic';

D = x2fx(x,model)
D =
1
1
1

1
2
3

4
5
6

4
10
18

1
4
9

16
25
36

Let x1 be the first column of x and x2 be the second. Then, the first column of D
is for the constant term. The second column is x1 . The 3rd column is x2. The 4th
is x1x2. The fifth is x12 and the last is x22.

See Also

2-260

rstool, cordexch, rowexch, regstats

xbarplot

Purpose
Syntax

2xbarplot

X-bar chart for Statistical Process Control.

xbarplot(DATA)
xbarplot(DATA,conf)
xbarplot(DATA,conf,specs)
[outlier,h] = xbarplot(...)

Description

xbarplot(DATA) displays an x-bar chart of the grouped responses in DATA. The

rows of DATA contain replicate observations taken at a given time. The rows

must be in time order. The upper and lower control limits are a 99% confidence
interval on a new observation from the process. So, roughly 99% of the plotted
points should fall between the control limits.
xbarplot(DATA,conf) allows control of the the confidence level of the upper
and lower plotted confidence limits. For example, conf = 0.95 plots 95%
confidence intervals.
xbarplot(DATA,conf,specs) plots the specification limits in the two element

vector, specs.
[outlier,h] = xbarplot(DATA,conf,specs) returns outlier, a vector of
indices to the rows where the mean of DATA is out of control, and h, a vector of
handles to the plotted lines.

Example

Plot an x-bar chart of measurements on newly machined parts, taken at one

hour intervals for 36 hours. Each row of the runout matrix contains the
measurements for four parts chosen at random. The values indicate, in

2-261

xbarplot

thousandths of an inch, the amount the part radius differs from the target
radius.
load parts
xbarplot(runout,0.999,[0.5 0.5])
Xbar Chart
0.5

USL

0.4
0.3
21

Measurements

0.2

25
UCL

0.1
0
-0.1
-0.2
-0.3

LCL

-0.4
-0.5

LSL

See Also

2-262

10

15

20
Samples

capaplot, histfit, ewmaplot, schart

25

30

35

40

zscore

2zscore

Purpose

Standardized Z score.

Syntax

Z = zscore(D)

Description

Z = zscore(D) returns the deviation of each column of D from its mean,

normalized by its standard deviation. This is known as the Z score of D.

For column vector V, Z score is Z = (V-mean(V))./std(V)

2-263

ztest

Purpose
Syntax

2ztest

Hypothesis testing for the mean of one sample with known variance.
h = ztest(x,m,sigma)
h = ztest(x,m,sigma,alpha)
[h,sig,ci] = ztest(x,m,sigma,alpha,tail)

Description

ztest(x,m,sigma) performs a Z test at significance level 0.05 to determine

whether a sample from a normal distribution (in x) could have mean m and
standard deviation, sigma.
h = ztest(x,m,sigma,alpha) gives control of the significance level, alpha. For
example if alpha = 0.01, and the result, h, is 1 you can reject the null hypothesis
at the significance level 0.01. If h = 0, you cannot reject the null hypothesis at
the alpha level of significance.
[h,sig,ci] = ztest(x,m,sigma,alpha,tail) allows specification of one or
two-tailed tests. tail is a flag that specifies one of three alternative
hypotheses:

tail = 0 (default) specifies the alternative, x .

tail = 1 specifies the alternative, x > .
tail = 1 specifies the alternative, x < .
x

sig is the probability that the observed value of Z could be as large or larger by
chance under the null hypothesis that the mean of x is equal to .
sig is the p-value associated with the Z statistic. z = ------------

ci is a 1alpha confidence interval for the true mean.

Example

2-264

This example generates 100 normal random numbers with theoretical mean
zero and standard deviation one. The observed mean and standard deviation

ztest

are different from their theoretical values, of course. We test the hypothesis
that there is no true difference.
x = normrnd(0,1,100,1);
m = mean(x)
m =
0.0727
[h,sig,ci] = ztest(x,0,1)
h =
0
sig =
0.4669
ci =
0.1232

0.2687

The result, h = 0, means that we cannot reject the null hypothesis. The
significance level is 0.4669, which means that by chance we would have
observed values of Z more extreme than the one in this example in 47 of 100
similar experiments. A 95% confidence interval on the mean is [0.1232
0.2687], which includes the theoretical (and hypothesized) mean of zero.

2-265

ztest

2-266

Index
A
absolute deviation 1-44
additive 1-67
alternative hypothesis 1-85
analysis of variance 1-24
ANOVA 1-65
anova1 2-12, 2-16
anova2 2-12, 2-20
average linkage 2-121

B
bacteria counts 1-65
barttest 2-13
baseball odds 2-31, 2-33
Bernoulli random variables 2-35
beta distribution 1-12, 1-13
betacdf 2-3, 2-24
betafit 2-3, 2-25
betainv 2-5, 2-26
betalike 2-3, 2-27
betapdf 2-4, 2-28
betarnd 2-6, 2-29
betastat 2-8, 2-30
binocdf 2-3, 2-31
binofit 2-3, 2-32
binoinv 2-5, 2-33
binomial distribution 1-12, 1-15
binopdf 2-4, 2-34
binornd 2-6, 2-35
binostat 2-8, 2-36
bootstrap 2-37

bootstrap sampling 1-47

box plots 1-103
boxplot 2-10, 2-39

C
capability studies 1-113
capable 2-11, 2-41
capaplot 2-11
caseread 2-14, 2-44
casewrite 2-14, 2-45
cdf 1-6, 1-7
cdf 2-3, 2-46
census 2-14
Central Limit Theorem 1-31
centroid linkage 2-121
Chatterjee and Hadi example 1-72
chi2cdf 2-3, 2-47
chi2inv 2-5, 2-48
chi2pdf 2-4, 2-49
chi2rnd 2-6, 2-50
chi2stat 2-8, 2-51
chi-square distribution 1-12, 1-17
circuit boards 2-34
cities 2-14
City Block metric
in cluster analysis 2-179
classify 2-52
cluster 2-11, 2-53

cluster analysis 1-50

computing inconsistency coefficient 1-57,
2-115
creating clusters from data 2-55
creating clusters from linkage output 1-61,
2-53
creating the cluster tree 1-53, 2-120
determining proximity 1-51, 2-178
evaluating cluster formation 1-56, 2-58
formatting distance information 1-53, 2-221
overview 1-50
plotting the cluster tree 1-55, 2-65

I-1

Index

clusterdata 2-11, 2-55

coin 2-95
combnk 2-57

complete linkage 2-121

confidence intervals
hypothesis tests 1-86
nonlinear regression 1-82
control charts 1-110
EWMA charts 1-112
S charts 1-111
Xbar charts 1-110
cophenet 2-11, 2-58
using 1-56
cophenetic correlation coefficient 2-58
defined 1-56
cordexch 2-13, 2-59

descriptive 2-2
descriptive statistics 1-42
Design of Experiments 1-115
D-optimal designs 1-118
fractional factorial designs 1-117
full factorial designs 1-116
discrete uniform distribution 1-12, 1-20
discrim 2-14
dissimilarity matrix
creating 1-51
distributions 1-2, 1-5
disttool 2-14, 2-68
DOE. See Design of Experiments
D-optimal designs 1-118
dummyvar 2-69

corrcoef 2-60
cov 2-61

Cp index 1-114, 2-41

Cpk index 1-114, 2-41

erf 1-31
error function 1-31
errorbar 2-10, 2-70
estimate 1-128
Euclidean distance
in cluster analysis 2-179
EWMA charts 1-112
ewmaplot 2-11, 2-71
expcdf 2-3, 2-73
expfit 2-3, 2-74
expinv 2-5, 2-75
exponential distribution 1-12, 1-21
exppdf 2-4, 2-76
exprnd 2-6, 2-77
expstat 2-8, 2-78
extrapolated 2-194

crosstab 2-62

cumulative distribution function (cdf) 1-6

D
data 2-2
daugment 2-13, 2-63
dcovary 2-13, 2-64

demos 1-125, 2-2

design of experiments 1-131
polynomial curve fitting 1-126
probability distributions 1-125
random number generation 1-130
dendrogram 2-11, 2-65
using 1-55
depth
in cluster analysis 1-59

I-2

Index

gname 2-10, 2-102

F distribution 1-12, 1-23

F statistic 1-72
fcdf 2-3, 2-79
ff2n 2-13, 2-80
file i/o 2-2
finv 2-5, 2-81
floppy disks 2-109
fpdf 2-4, 2-82
fractional factorial designs 1-117
frnd 2-6, 2-83
fstat 2-8, 2-84
fsurfht 2-10, 2-85
full factorial designs 1-116
fullfact 2-13, 2-87
furthest neighbor linkage 2-121

grpstats 2-104

G
gamcdf 2-3, 2-88
gamfit 2-3, 2-89
gaminv 2-5, 2-90
gamlike 2-3, 2-91

gamma distribution 1-12, 1-25

gampdf 2-4, 2-92
gamrnd 2-6, 2-93
gamstat 2-8, 2-94
gas 2-14
Gaussian 2-106
geocdf 2-3, 2-95
geoinv 2-5, 2-96
geomean 2-9, 2-97
geometric distribution 1-12, 1-27
geopdf 2-4, 2-98
geornd 2-7, 2-99
geostat 2-8, 2-100
gline 2-10, 2-101

Guinness beer 1-36, 2-229

H
hadamard 2-13
hald 2-14
harmmean 2-9, 2-105

hat matrix 1-70

hist 2-106
histfit 2-11, 2-107

histogram 1-130
hogg 2-14
Hotellings T squared 1-102
hougen 2-108

Hougen-Watson model 1-79

hygecdf 2-3, 2-109
hygeinv 2-6, 2-110
hygepdf 2-4, 2-111
hygernd 2-7, 2-112
hygestat 2-8, 2-113
hypergeometric distribution 1-12, 1-28
hypotheses 1-24, 2-2
hypothesis tests 1-85

I
icdf 2-114

incomplete beta function 1-13

incomplete gamma function 1-25
inconsistency coefficient 1-58
inconsistent 2-11, 2-115
using 1-58
inspector 2-182
integral equation 2-26
interaction 1-67

I-3

Index

interpolated 2-224
interquartile range (iqr) 1-44
inverse cdf 1-6, 1-7
iqr 2-9, 2-117

K
kurtosis 2-9, 2-118

L
lawdata 2-14

least-squares 2-189
leverage 2-119

light bulbs, life of 2-75

likelihood function 2-28
linear 2-2
linear models 1-65
linkage 2-11, 2-120
using 1-53
logncdf 2-4, 2-123
logninv 2-6, 2-124
lognormal distribution 1-13, 1-29
lognpdf 2-5, 2-125
lognrnd 2-7, 2-126
lognstat 2-8, 2-127
lottery 2-242
lsline 2-10, 2-128
LU factorizations 2-188

M
mad 2-9, 2-129
mahal 2-130

Mahalanobis distance 2-130

in cluster analysis 2-179
mean 1-6, 1-11

I-4

mean 2-9, 2-131

Mean Squares (MS) 2-16

measures of central tendency 1-42
measures of dispersion 1-43
median 2-9, 2-132
mileage 2-14
Minkowski metric
in cluster analysis 2-179
mle 2-3, 2-133
models
linear 1-65
nonlinear 1-79
moment 2-9, 2-134
Monte Carlo simulation 2-117
moore 2-15
multiple linear regression 1-69
multivariate statistics 1-91
mvnrnd 2-135

N
nanmax 2-9, 2-136
nanmean 2-9, 2-137
nanmedian 2-9, 2-138
nanmin 2-9, 2-139

NaNs 1-45
nanstd 2-9, 2-140
nansum 2-9, 2-141
nbincdf 2-4, 2-142
nbininv 2-6, 2-143
nbinpdf 2-5, 2-144
nbinrnd 2-7, 2-145
nbinstat 2-8, 2-146
ncfcdf 2-4, 2-147
ncfinv 2-6, 2-148
ncfpdf 2-5, 2-149
ncfrnd 2-7, 2-150

Index

ncfstat 2-8, 2-151

nctcdf 2-4, 2-152

null 1-85
null hypothesis 1-85

nctinv 2-6, 2-153

nctpdf 2-5, 2-154
nctrnd 2-7, 2-155

nctstat 2-8, 2-156

one-way analysis of variance (ANOVA) 1-65

outliers 1-42

ncx2cdf 2-4, 2-157

ncx2inv 2-6, 2-158
ncx2pdf 2-5, 2-159
ncx2rnd 2-7, 2-160
ncx2stat 2-8, 2-161

nearest neighbor linkage 2-121

negative binomial distribution 1-13, 1-30
Newtons method 2-90
nlinfit 2-12, 2-162
nlintool 2-12, 2-163
nlparci 2-12, 2-164
nlpredci 2-12, 2-165
noncentral chi-square distribution 1-12
noncentral F distribution 1-12, 1-24
noncentral t distribution 1-13, 1-37
nonlinear 2-2
nonlinear regression models 1-79
normal distribution 1-13, 1-31
normal probability plots 1-103, 1-104
normalizing a dataset 1-51
using zscore 2-263
normcdf 2-4, 2-166
normdemo 2-11, 2-172
normfit 2-3, 2-167
norminv 2-6, 2-168
normlike 2-3
normpdf 2-5, 2-169
normplot 2-10, 2-170
normrnd 2-7, 2-171
normstat 2-8, 2-173
notches 2-39

P
pareto 2-10, 2-174
parts 2-15

Pascal, Blaise 1-15

PCA. See Principal Components Analysis
pcacov 2-13, 2-175
pcares 2-13, 2-176
pdf 1-6
pdf 2-177
pdist 2-11, 2-178

using 1-51
percentiles 1-46
perms 2-181
plots 1-46, 2-2
poisscdf 2-4, 2-182
poissfit 2-3, 2-183
poissinv 2-6, 2-184
Poisson distribution 1-13, 1-33
poisspdf 2-5, 2-185
poissrnd 2-7, 2-186
poisstat 2-8, 2-187
polyconf 2-12, 2-188
polydata 2-15
polyfit 2-12, 2-189
polynomial 1-126
polytool 1-125, 2-14, 2-190
polyval 2-12, 2-191
popcorn 2-21

I-5

Index

popcorn 2-15
prctile 2-9, 2-192

Principal Components Analysis 1-91

component scores 1-95
component variances 1-99
Hotellings T squared 1-102
Scree plot 1-101
princomp 2-13, 2-193
probability 2-2
probability density function (pdf) 1-6
probability distributions 1-5
p-value 1-69, 1-86

Q
qqplot 2-10, 2-194

QR decomposition 1-70
quality assurance 2-34
quantile-quantile plots 1-103, 1-106

R
random 2-195

random number generator 1-6

random numbers 1-9
randtool 1-125, 2-14, 2-68, 2-196
range 2-9, 2-197
ranksum 2-13, 2-198
raylcdf 2-4, 2-199
Rayleigh distribution 1-13
raylinv 2-6, 2-200
raylpdf 2-5, 2-201
raylrnd 2-7, 2-202
raylstat 2-8, 2-203
rcoplot 2-10, 2-204
reaction 2-15
refcurve 2-10, 2-205

I-6

reference lines 1-125

references 1-134
refline 2-10, 2-206
regress 2-12, 2-207
regression 1-24
nonlinear 1-79
stepwise 1-75
regstats 2-209

relative efficiency 2-117

residuals 1-73
Response Surface Methodology (RSM) 1-73
ridge 2-12, 2-211
robust 1-42
robust linear fit 2-194
rowexch 2-13, 2-213
rsmdemo 1-125, 2-14, 2-214
R-square 1-72
rstool 2-12, 2-215

S
S charts 1-111
sat 2-15
schart 2-11, 2-216
Scree plot 1-101
segmentation analysis 1-50
significance level 1-85
signrank 2-13, 2-218
signtest 2-13, 2-219
similarity matrix
creating 1-51
simulation 2-117
single linkage 2-121
skewness 1-103
skewness 2-9, 2-220
SPC. See Statistical Process Control
squareform 2-11, 2-221

Index

standard normal 2-169

Standardized Euclidean distance
in cluster analysis 2-179
statdemo 2-14, 2-221
statistical plots 1-103
Statistical Process Control
capability studies 1-113
control charts 1-110
statistical references 1-134
statistically significant 2-16
std 2-9, 2-221
stepwise 2-12, 2-223
stepwise regression 1-75
Sum of Squares (SS) 2-16
surfht 2-10, 2-224
symmetric 2-88

unidcdf 2-4, 2-239

unidinv 2-6, 2-240
unidpdf 2-5, 2-241
unidrnd 2-7, 2-242
unidstat 2-8, 2-243
unifcdf 2-4, 2-244
unifinv 2-6, 2-245
unifit 2-3, 2-246

uniform distribution 1-13, 1-38

unifpdf 2-5, 2-247
unifrnd 2-7, 2-248
unifstat 2-8, 2-249

V
var 2-9, 2-250

variance 1-6, 1-11

T
t distribution 1-13, 1-36

tabulate 2-225

ward linkage 2-122

weibcdf 2-4, 2-252

taxonomy analysis 1-50

tblread 2-14, 2-226
tblwrite 2-14, 2-228
tcdf 2-4, 2-229
tinv 2-6, 2-230
tpdf 2-5, 2-231
trimmean 2-9, 2-232
trnd 2-7, 2-233
tstat 2-8, 2-234
ttest 2-13, 2-235
ttest2 2-13, 2-237
two-way ANOVA 1-67

U
unbiased 2-222, 2-250

weibfit 2-253
weibinv 2-6, 2-254
weiblike 2-255
weibpdf 2-5, 2-256
weibplot 2-10, 2-257
weibrnd 2-7, 2-258
weibstat 2-8, 2-259

Weibull distribution 1-13, 1-39

Weibull probability plots 1-108
Weibull, Waloddi 1-39
whiskers 1-103, 2-39

X
x2fx 2-260

I-7

Index

Xbar charts 1-110

xbarplot 2-11, 2-261

Z
zscore 2-263
ztest 2-13, 2-264

I-8