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wtest

PURPOSE ^

WTEST calculates the Wald statistics

SYNOPSIS ^

function [h, sig,R,zz,z0,z2] = wtest(X,alpha);

DESCRIPTION ^

 WTEST calculates the Wald statistics

 Checks whether the sample mean is likely to be zero.
   [H,SIG] = WTEST(X,ALPHA) performs a Wald-test to determine
   if a sample could have zero mean 
   ALPHA = 0.05 by default.

   The Null hypothesis is: 'mean is equal to M'.
   The alternative is 'mean is not M'.

   ALPHA is desired significance level.
   SIG is the probability of observing the given result by chance
   given that the null hypothesis is true. Small values of SIG cast
   doubt on the validity of the null hypothesis.
   H=0 => 'Do not reject null hypothesis at significance level of alpha.'
   H=1 => 'Reject null hypothesis at significance level of alpha.'

 see also: SUMSKIPNAN, COVM, SUMSQ, SEM,

 Reference(s):
  [1] http://davidmlane.com/hyperstat/A103735.html
  [2] http://www.animatedsoftware.com/statglos/sgsderro.htm
  [3] http://faculty.vassar.edu/lowry/dist2.html
  [4] http://www.cmh.edu/stats/ask/stderr.htm

CROSS-REFERENCE INFORMATION ^

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