-----Original Message----- From: boost-users-bounces@lists.boost.org [mailto:boost-users-bounces@lists.boost.org] On Behalf Of Paul Johnson Sent: Tuesday, June 14, 2011 1:39 PM To: boost-users@lists.boost.org Subject: [Boost-users] [math/distributions] Problem using inv-chi**2 and quantiles
I'm trying to duplicate Excel's CHIINV to calculate confidence limits for an observed number of events. I think I'm nearly there, largely as a result of trial and error, but the boost results still significantly differ from the Excel results, so I've presumably messed up somewhere. Any advice will be *greatly* appreciated.
The Excel formulas I'm using are:
lo limit = CHIINV((1+$C$3)/2, 2*B6)/2 hi limit = CHIINV((1-$C$3)/2, 2*(B6+1))/2
where $C$3 is the confidence level required (95%), and B6 is the number of events observed. In Excel, 'CHIINV' is documented as:
CHIINV(probability,degrees_freedom) Probability is a probability associated with the chi-squared distribution. Degrees_freedom is the number of degrees of freedom.
For 17 events, for example, Excel is producing limits of [9.90, 27.22].
I've attached my complete boost test program below, which I hope does the same thing, but there was a large amount of guesswork here. This program produces results of [10.67, 25.98] for 17 events.
Can anyone tell me what I'm doing wrong?
Well, using EXCEL for a start ;-) No - seriously, I can't see at a glance why they differ, and since this distribution has been added recently, a mistake as always possible. I'll look more closely as soon as I can, but it won't be today (but at least you know you are on my TODO list, and can mail me privately). Paul PS As a very quick idea - Is the /2 in (1+$C$3)/2 the cause of the difference? --- Paul A. Bristow, Prizet Farmhouse, Kendal LA8 8AB UK +44 1539 561830 07714330204 pbristow@hetp.u-net.com