(maxima.info)Functions and Variables for stats


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83.3 Functions and Variables for stats
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 -- Option variable: stats_numer
     Default value: 'true'

     If 'stats_numer' is 'true', inference statistical functions return
     their results in floating point numbers.  If it is 'false', results
     are given in symbolic and rational format.

 -- Function: test_mean
          test_mean (<x>)
          test_mean (<x>, <options> ...)

     This is the mean <t>-test.  Argument <x> is a list or a column
     matrix containing a one dimensional sample.  It also performs an
     asymptotic test based on the Central Limit Theorem if option
     ''asymptotic' is 'true'.

     Options:

        * ''mean', default '0', is the mean value to be checked.

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''dev', default ''unknown', this is the value of the standard
          deviation when it is known; valid values are: ''unknown' or a
          positive expression.

        * ''conflevel', default '95/100', confidence level for the
          confidence interval; it must be an expression which takes a
          value in (0,1).

        * ''asymptotic', default 'false', indicates whether it performs
          an exact <t>-test or an asymptotic one based on the Central
          Limit Theorem; valid values are 'true' and 'false'.

     The output of function 'test_mean' is an 'inference_result' Maxima
     object showing the following results:

       1. ''mean_estimate': the sample mean.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': confidence interval for the population mean.

       4. ''method': inference procedure.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameter(s).

       8. ''p_value': p-value of the test.

     Examples:

     Performs an exact <t>-test with unknown variance.  The null
     hypothesis is H_0: mean=50 against the one sided alternative H_1:
     mean<50; according to the results, the p-value is too great, there
     are no evidence for rejecting H_0.

          (%i1) load("stats")$
          (%i2) data: [78,64,35,45,45,75,43,74,42,42]$
          (%i3) test_mean(data,'conflevel=0.9,'alternative='less,'mean=50);
                    |                 MEAN TEST
                    |
                    |            mean_estimate = 54.3
                    |
                    |              conf_level = 0.9
                    |
                    | conf_interval = [minf, 61.51314273502712]
                    |
          (%o3)     |  method = Exact t-test. Unknown variance.
                    |
                    | hypotheses = H0: mean = 50 , H1: mean < 50
                    |
                    |       statistic = .8244705235071678
                    |
                    |       distribution = [student_t, 9]
                    |
                    |        p_value = .7845100411786889

     This time Maxima performs an asymptotic test, based on the Central
     Limit Theorem.  The null hypothesis is H_0: equal(mean, 50) against
     the two sided alternative H_1: not equal(mean, 50); according to
     the results, the p-value is very small, H_0 should be rejected in
     favor of the alternative H_1.  Note that, as indicated by the
     'Method' component, this procedure should be applied to large
     samples.

          (%i1) load("stats")$
          (%i2) test_mean([36,118,52,87,35,256,56,178,57,57,89,34,25,98,35,
                        98,41,45,198,54,79,63,35,45,44,75,42,75,45,45,
                        45,51,123,54,151],
                        'asymptotic=true,'mean=50);
                    |                       MEAN TEST
                    |
                    |           mean_estimate = 74.88571428571429
                    |
                    |                   conf_level = 0.95
                    |
                    | conf_interval = [57.72848600856194, 92.04294256286663]
                    |
          (%o2)     |    method = Large sample z-test. Unknown variance.
                    |
                    |       hypotheses = H0: mean = 50 , H1: mean # 50
                    |
                    |             statistic = 2.842831192874313
                    |
                    |             distribution = [normal, 0, 1]
                    |
                    |             p_value = .004471474652002261

 -- Function: test_means_difference
          test_means_difference (<x1>, <x2>)
          test_means_difference (<x1>, <x2>, <options> ...)

     This is the difference of means <t>-test for two samples.
     Arguments <x1> and <x2> are lists or column matrices containing two
     independent samples.  In case of different unknown variances (see
     options ''dev1', ''dev2' and ''varequal' bellow), the degrees of
     freedom are computed by means of the Welch approximation.  It also
     performs an asymptotic test based on the Central Limit Theorem if
     option ''asymptotic' is set to 'true'.

     Options:

        * 
        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''dev1', default ''unknown', this is the value of the standard
          deviation of the <x1> sample when it is known; valid values
          are: ''unknown' or a positive expression.

        * ''dev2', default ''unknown', this is the value of the standard
          deviation of the <x2> sample when it is known; valid values
          are: ''unknown' or a positive expression.

        * ''varequal', default 'false', whether variances should be
          considered to be equal or not; this option takes effect only
          when ''dev1' and/or ''dev2' are ''unknown'.

        * ''conflevel', default '95/100', confidence level for the
          confidence interval; it must be an expression which takes a
          value in (0,1).

        * ''asymptotic', default 'false', indicates whether it performs
          an exact <t>-test or an asymptotic one based on the Central
          Limit Theorem; valid values are 'true' and 'false'.

     The output of function 'test_means_difference' is an
     'inference_result' Maxima object showing the following results:

       1. ''diff_estimate': the difference of means estimate.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': confidence interval for the difference of
          means.

       4. ''method': inference procedure.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameter(s).

       8. ''p_value': p-value of the test.

     Examples:

     The equality of means is tested with two small samples <x> and <y>,
     against the alternative H_1: m_1>m_2, being m_1 and m_2 the
     populations means; variances are unknown and supposed to be
     different.

          (%i1) load("stats")$
          (%i2) x: [20.4,62.5,61.3,44.2,11.1,23.7]$
          (%i3) y: [1.2,6.9,38.7,20.4,17.2]$
          (%i4) test_means_difference(x,y,'alternative='greater);
                      |              DIFFERENCE OF MEANS TEST
                      |
                      |         diff_estimate = 20.31999999999999
                      |
                      |                 conf_level = 0.95
                      |
                      |    conf_interval = [- .04597417812882298, inf]
                      |
          (%o4)       |        method = Exact t-test. Welch approx.
                      |
                      | hypotheses = H0: mean1 = mean2 , H1: mean1 > mean2
                      |
                      |           statistic = 1.838004300728477
                      |
                      |    distribution = [student_t, 8.62758740184604]
                      |
                      |            p_value = .05032746527991905

     The same test as before, but now variances are supposed to be
     equal.

          (%i1) load("stats")$
          (%i2) x: [20.4,62.5,61.3,44.2,11.1,23.7]$
          (%i3) y: matrix([1.2],[6.9],[38.7],[20.4],[17.2])$
          (%i4) test_means_difference(x,y,'alternative='greater,
                                                           'varequal=true);
                      |              DIFFERENCE OF MEANS TEST
                      |
                      |         diff_estimate = 20.31999999999999
                      |
                      |                 conf_level = 0.95
                      |
                      |     conf_interval = [- .7722627696897568, inf]
                      |
          (%o4)       |   method = Exact t-test. Unknown equal variances
                      |
                      | hypotheses = H0: mean1 = mean2 , H1: mean1 > mean2
                      |
                      |           statistic = 1.765996124515009
                      |
                      |           distribution = [student_t, 9]
                      |
                      |            p_value = .05560320992529344

 -- Function: test_variance
          test_variance (<x>)
          test_variance (<x>, <options>, ...)

     This is the variance <chi^2>-test.  Argument <x> is a list or a
     column matrix containing a one dimensional sample taken from a
     normal population.

     Options:

        * ''mean', default ''unknown', is the population's mean, when it
          is known.

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''variance', default '1', this is the variance value
          (positive) to be checked.

        * ''conflevel', default '95/100', confidence level for the
          confidence interval; it must be an expression which takes a
          value in (0,1).

     The output of function 'test_variance' is an 'inference_result'
     Maxima object showing the following results:

       1. ''var_estimate': the sample variance.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': confidence interval for the population
          variance.

       4. ''method': inference procedure.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameter.

       8. ''p_value': p-value of the test.

     Examples:

     It is tested whether the variance of a population with unknown mean
     is equal to or greater than 200.

          (%i1) load("stats")$
          (%i2) x: [203,229,215,220,223,233,208,228,209]$
          (%i3) test_variance(x,'alternative='greater,'variance=200);
                       |                  VARIANCE TEST
                       |
                       |              var_estimate = 110.75
                       |
                       |                conf_level = 0.95
                       |
                       |     conf_interval = [57.13433376937479, inf]
                       |
          (%o3)        | method = Variance Chi-square test. Unknown mean.
                       |
                       |    hypotheses = H0: var = 200 , H1: var > 200
                       |
                       |                 statistic = 4.43
                       |
                       |             distribution = [chi2, 8]
                       |
                       |           p_value = .8163948512777689

 -- Function: test_variance_ratio
          test_variance_ratio (<x1>, <x2>)
          test_variance_ratio (<x1>, <x2>, <options> ...)

     This is the variance ratio <F>-test for two normal populations.
     Arguments <x1> and <x2> are lists or column matrices containing two
     independent samples.

     Options:

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''mean1', default ''unknown', when it is known, this is the
          mean of the population from which <x1> was taken.

        * ''mean2', default ''unknown', when it is known, this is the
          mean of the population from which <x2> was taken.

        * ''conflevel', default '95/100', confidence level for the
          confidence interval of the ratio; it must be an expression
          which takes a value in (0,1).

     The output of function 'test_variance_ratio' is an
     'inference_result' Maxima object showing the following results:

       1. ''ratio_estimate': the sample variance ratio.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': confidence interval for the variance ratio.

       4. ''method': inference procedure.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameters.

       8. ''p_value': p-value of the test.

     Examples:

     The equality of the variances of two normal populations is checked
     against the alternative that the first is greater than the second.

          (%i1) load("stats")$
          (%i2) x: [20.4,62.5,61.3,44.2,11.1,23.7]$
          (%i3) y: [1.2,6.9,38.7,20.4,17.2]$
          (%i4) test_variance_ratio(x,y,'alternative='greater);
                        |              VARIANCE RATIO TEST
                        |
                        |       ratio_estimate = 2.316933391522034
                        |
                        |               conf_level = 0.95
                        |
                        |    conf_interval = [.3703504689507268, inf]
                        |
          (%o4)         | method = Variance ratio F-test. Unknown means.
                        |
                        | hypotheses = H0: var1 = var2 , H1: var1 > var2
                        |
                        |         statistic = 2.316933391522034
                        |
                        |            distribution = [f, 5, 4]
                        |
                        |          p_value = .2179269692254457

 -- Function: test_proportion
          test_proportion (<x>, <n>)
          test_proportion (<x>, <n>, <options> ...)

     Inferences on a proportion.  Argument <x> is the number of
     successes in <n> trials in a Bernoulli experiment with unknown
     probability.

     Options:

        * ''proportion', default '1/2', is the value of the proportion
          to be checked.

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''conflevel', default '95/100', confidence level for the
          confidence interval; it must be an expression which takes a
          value in (0,1).

        * ''asymptotic', default 'false', indicates whether it performs
          an exact test based on the binomial distribution, or an
          asymptotic one based on the Central Limit Theorem; valid
          values are 'true' and 'false'.

        * ''correct', default 'true', indicates whether Yates correction
          is applied or not.

     The output of function 'test_proportion' is an 'inference_result'
     Maxima object showing the following results:

       1. ''sample_proportion': the sample proportion.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': Wilson confidence interval for the
          proportion.

       4. ''method': inference procedure.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameters.

       8. ''p_value': p-value of the test.

     Examples:

     Performs an exact test.  The null hypothesis is H_0: p=1/2 against
     the one sided alternative H_1: p<1/2.

          (%i1) load("stats")$
          (%i2) test_proportion(45, 103, alternative = less);
                   |            PROPORTION TEST
                   |
                   | sample_proportion = .4368932038834951
                   |
                   |           conf_level = 0.95
                   |
                   | conf_interval = [0, 0.522714149150231]
                   |
          (%o2)    |     method = Exact binomial test.
                   |
                   | hypotheses = H0: p = 0.5 , H1: p < 0.5
                   |
                   |             statistic = 45
                   |
                   |  distribution = [binomial, 103, 0.5]
                   |
                   |      p_value = .1184509388901454

     A two sided asymptotic test.  Confidence level is 99/100.

          (%i1) load("stats")$
          (%i2) fpprintprec:7$
          (%i3) test_proportion(45, 103,
                            conflevel = 99/100, asymptotic=true);
                |                 PROPORTION TEST
                |
                |           sample_proportion = .43689
                |
                |                conf_level = 0.99
                |
                |        conf_interval = [.31422, .56749]
                |
          (%o3) | method = Asympthotic test with Yates correction.
                |
                |     hypotheses = H0: p = 0.5 , H1: p # 0.5
                |
                |               statistic = .43689
                |
                |      distribution = [normal, 0.5, .048872]
                |
                |                p_value = .19662

 -- Function: test_proportions_difference
          test_proportions_difference (<x1>, <n1>, <x2>, <n2>)
          test_proportions_difference (<x1>, <n1>, <x2>, <n2>, <options>
          ...)

     Inferences on the difference of two proportions.  Argument <x1> is
     the number of successes in <n1> trials in a Bernoulli experiment in
     the first population, and <x2> and <n2> are the corresponding
     values in the second population.  Samples are independent and the
     test is asymptotic.

     Options:

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided' ('p1 # p2'),
          ''greater' ('p1 > p2') and ''less' ('p1 < p2').

        * ''conflevel', default '95/100', confidence level for the
          confidence interval; it must be an expression which takes a
          value in (0,1).

        * ''correct', default 'true', indicates whether Yates correction
          is applied or not.

     The output of function 'test_proportions_difference' is an
     'inference_result' Maxima object showing the following results:

       1. ''proportions': list with the two sample proportions.

       2. ''conf_level': confidence level selected by the user.

       3. ''conf_interval': Confidence interval for the difference of
          proportions 'p1 - p2'.

       4. ''method': inference procedure and warning message in case of
          any of the samples sizes is less than 10.

       5. ''hypotheses': null and alternative hypotheses to be tested.

       6. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       7. ''distribution': distribution of the sample statistic,
          together with its parameters.

       8. ''p_value': p-value of the test.

     Examples:

     A machine produced 10 defective articles in a batch of 250.  After
     some maintenance work, it produces 4 defective in a batch of 150.
     In order to know if the machine has improved, we test the null
     hypothesis 'H0:p1=p2', against the alternative 'H0:p1>p2', where
     'p1' and 'p2' are the probabilities for one produced article to be
     defective before and after maintenance.  According to the p value,
     there is not enough evidence to accept the alternative.

          (%i1) load("stats")$
          (%i2) fpprintprec:7$
          (%i3) test_proportions_difference(10, 250, 4, 150,
                                          alternative = greater);
                |       DIFFERENCE OF PROPORTIONS TEST
                |
                |       proportions = [0.04, .02666667]
                |
                |              conf_level = 0.95
                |
                |      conf_interval = [- .02172761, 1]
                |
          (%o3) | method = Asymptotic test. Yates correction.
                |
                |   hypotheses = H0: p1 = p2 , H1: p1 > p2
                |
                |            statistic = .01333333
                |
                |    distribution = [normal, 0, .01898069]
                |
                |             p_value = .2411936

     Exact standard deviation of the asymptotic normal distribution when
     the data are unknown.

          (%i1) load("stats")$
          (%i2) stats_numer: false$
          (%i3) sol: test_proportions_difference(x1,n1,x2,n2)$
          (%i4) last(take_inference('distribution,sol));
                         1    1                  x2 + x1
                        (-- + --) (x2 + x1) (1 - -------)
                         n2   n1                 n2 + n1
          (%o4)    sqrt(---------------------------------)
                                     n2 + n1

 -- Function: test_sign
          test_sign (<x>)
          test_sign (<x>, <options> ...)

     This is the non parametric sign test for the median of a continuous
     population.  Argument <x> is a list or a column matrix containing a
     one dimensional sample.

     Options:

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

        * ''median', default '0', is the median value to be checked.

     The output of function 'test_sign' is an 'inference_result' Maxima
     object showing the following results:

       1. ''med_estimate': the sample median.

       2. ''method': inference procedure.

       3. ''hypotheses': null and alternative hypotheses to be tested.

       4. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       5. ''distribution': distribution of the sample statistic,
          together with its parameter(s).

       6. ''p_value': p-value of the test.

     Examples:

     Checks whether the population from which the sample was taken has
     median 6, against the alternative H_1: median > 6.

          (%i1) load("stats")$
          (%i2) x: [2,0.1,7,1.8,4,2.3,5.6,7.4,5.1,6.1,6]$
          (%i3) test_sign(x,'median=6,'alternative='greater);
                         |                  SIGN TEST
                         |
                         |              med_estimate = 5.1
                         |
                         |      method = Non parametric sign test.
                         |
          (%o3)          | hypotheses = H0: median = 6 , H1: median > 6
                         |
                         |                statistic = 7
                         |
                         |      distribution = [binomial, 10, 0.5]
                         |
                         |         p_value = .05468749999999989

 -- Function: test_signed_rank
          test_signed_rank (<x>)
          test_signed_rank (<x>, <options> ...)

     This is the Wilcoxon signed rank test to make inferences about the
     median of a continuous population.  Argument <x> is a list or a
     column matrix containing a one dimensional sample.  Performs normal
     approximation if the sample size is greater than 20, or if there
     are zeroes or ties.

     See also 'pdf_rank_test' and 'cdf_rank_test'

     Options:

        * ''median', default '0', is the median value to be checked.

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

     The output of function 'test_signed_rank' is an 'inference_result'
     Maxima object with the following results:

       1. ''med_estimate': the sample median.

       2. ''method': inference procedure.

       3. ''hypotheses': null and alternative hypotheses to be tested.

       4. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       5. ''distribution': distribution of the sample statistic,
          together with its parameter(s).

       6. ''p_value': p-value of the test.

     Examples:

     Checks the null hypothesis H_0: median = 15 against the alternative
     H_1: median > 15.  This is an exact test, since there are no ties.

          (%i1) load("stats")$
          (%i2) x: [17.1,15.9,13.7,13.4,15.5,17.6]$
          (%i3) test_signed_rank(x,median=15,alternative=greater);
                           |             SIGNED RANK TEST
                           |
                           |           med_estimate = 15.7
                           |
                           |           method = Exact test
                           |
          (%o3)            | hypotheses = H0: med = 15 , H1: med > 15
                           |
                           |              statistic = 14
                           |
                           |     distribution = [signed_rank, 6]
                           |
                           |            p_value = 0.28125

     Checks the null hypothesis H_0: equal(median, 2.5) against the
     alternative H_1: not equal(median, 2.5).  This is an approximated
     test, since there are ties.

          (%i1) load("stats")$
          (%i2) y:[1.9,2.3,2.6,1.9,1.6,3.3,4.2,4,2.4,2.9,1.5,3,2.9,4.2,3.1]$
          (%i3) test_signed_rank(y,median=2.5);
                       |                 SIGNED RANK TEST
                       |
                       |                med_estimate = 2.9
                       |
                       |          method = Asymptotic test. Ties
                       |
          (%o3)        |    hypotheses = H0: med = 2.5 , H1: med # 2.5
                       |
                       |                 statistic = 76.5
                       |
                       | distribution = [normal, 60.5, 17.58195097251724]
                       |
                       |           p_value = .3628097734643669

 -- Function: test_rank_sum
          test_rank_sum (<x1>, <x2>)
          test_rank_sum (<x1>, <x2>, <option>)

     This is the Wilcoxon-Mann-Whitney test for comparing the medians of
     two continuous populations.  The first two arguments <x1> and <x2>
     are lists or column matrices with the data of two independent
     samples.  Performs normal approximation if any of the sample sizes
     is greater than 10, or if there are ties.

     Option:

        * ''alternative', default ''twosided', is the alternative
          hypothesis; valid values are: ''twosided', ''greater' and
          ''less'.

     The output of function 'test_rank_sum' is an 'inference_result'
     Maxima object with the following results:

       1. ''method': inference procedure.

       2. ''hypotheses': null and alternative hypotheses to be tested.

       3. ''statistic': value of the sample statistic used for testing
          the null hypothesis.

       4. ''distribution': distribution of the sample statistic,
          together with its parameters.

       5. ''p_value': p-value of the test.

     Examples:

     Checks whether populations have similar medians.  Samples sizes are
     small and an exact test is made.

          (%i1) load("stats")$
          (%i2) x:[12,15,17,38,42,10,23,35,28]$
          (%i3) y:[21,18,25,14,52,65,40,43]$
          (%i4) test_rank_sum(x,y);
                        |                 RANK SUM TEST
                        |
                        |              method = Exact test
                        |
                        | hypotheses = H0: med1 = med2 , H1: med1 # med2
          (%o4)         |
                        |                 statistic = 22
                        |
                        |        distribution = [rank_sum, 9, 8]
                        |
                        |          p_value = .1995886466474702

     Now, with greater samples and ties, the procedure makes normal
     approximation.  The alternative hypothesis is H_1: median1 <
     median2.

          (%i1) load("stats")$
          (%i2) x: [39,42,35,13,10,23,15,20,17,27]$
          (%i3) y: [20,52,66,19,41,32,44,25,14,39,43,35,19,56,27,15]$
          (%i4) test_rank_sum(x,y,'alternative='less);
                       |                  RANK SUM TEST
                       |
                       |          method = Asymptotic test. Ties
                       |
                       |  hypotheses = H0: med1 = med2 , H1: med1 < med2
          (%o4)        |
                       |                 statistic = 48.5
                       |
                       | distribution = [normal, 79.5, 18.95419580097078]
                       |
                       |           p_value = .05096985666598441

 -- Function: test_normality (<x>)

     Shapiro-Wilk test for normality.  Argument <x> is a list of
     numbers, and sample size must be greater than 2 and less or equal
     than 5000, otherwise, function 'test_normality' signals an error
     message.

     Reference:

     [1] Algorithm AS R94, Applied Statistics (1995), vol.44, no.4,
     547-551

     The output of function 'test_normality' is an 'inference_result'
     Maxima object with the following results:

       1. ''statistic': value of the <W> statistic.

       2. ''p_value': p-value under normal assumption.

     Examples:

     Checks for the normality of a population, based on a sample of size
     9.

          (%i1) load("stats")$
          (%i2) x:[12,15,17,38,42,10,23,35,28]$
          (%i3) test_normality(x);
                                 |      SHAPIRO - WILK TEST
                                 |
          (%o3)                  | statistic = .9251055695162436
                                 |
                                 |  p_value = .4361763918860381

 -- Function: linear_regression
          linear_regression (<x>)
          linear_regression (<x> <option>)

     Multivariate linear regression, y_i = b0 + b1*x_1i + b2*x_2i + ...
     + bk*x_ki + u_i, where u_i are N(0,sigma) independent random
     variables.  Argument <x> must be a matrix with more than one
     column.  The last column is considered as the responses (y_i).

     Option:

        * ''conflevel', default '95/100', confidence level for the
          confidence intervals; it must be an expression which takes a
          value in (0,1).

     The output of function 'linear_regression' is an 'inference_result'
     Maxima object with the following results:

       1. ''b_estimation': regression coefficients estimates.

       2. ''b_covariances': covariance matrix of the regression
          coefficients estimates.

       3. 'b_conf_int': confidence intervals of the regression
          coefficients.

       4. 'b_statistics': statistics for testing coefficient.

       5. 'b_p_values': p-values for coefficient tests.

       6. 'b_distribution': probability distribution for coefficient
          tests.

       7. 'v_estimation': unbiased variance estimator.

       8. 'v_conf_int': variance confidence interval.

       9. 'v_distribution': probability distribution for variance test.

       10. 'residuals': residuals.

       11. 'adc': adjusted determination coefficient.

       12. 'aic': Akaike's information criterion.

       13. 'bic': Bayes's information criterion.

     Only items 1, 4, 5, 6, 7, 8, 9 and 11 above, in this order, are
     shown by default.  The rest remain hidden until the user makes use
     of functions 'items_inference' and 'take_inference'.

     Example:

     Fitting a linear model to a trivariate sample.  The last column is
     considered as the responses (y_i).

          (%i2) load("stats")$
          (%i3) X:matrix(
              [58,111,64],[84,131,78],[78,158,83],
              [81,147,88],[82,121,89],[102,165,99],
              [85,174,101],[102,169,102])$
          (%i4) fpprintprec: 4$
          (%i5) res: linear_regression(X);
                       |       LINEAR REGRESSION MODEL
                       |
                       | b_estimation = [9.054, .5203, .2397]
                       |
                       | b_statistics = [.6051, 2.246, 1.74]
                       |
                       | b_p_values = [.5715, .07466, .1423]
                       |
          (%o5)        |   b_distribution = [student_t, 5]
                       |
                       |         v_estimation = 35.27
                       |
                       |     v_conf_int = [13.74, 212.2]
                       |
                       |      v_distribution = [chi2, 5]
                       |
                       |             adc = .7922
          (%i6) items_inference(res);
          (%o6) [b_estimation, b_covariances, b_conf_int, b_statistics,
          b_p_values, b_distribution, v_estimation, v_conf_int,
          v_distribution, residuals, adc, aic, bic]
          (%i7) take_inference('b_covariances, res);
                            [  223.9    - 1.12   - .8532  ]
                            [                             ]
          (%o7)             [ - 1.12    .05367   - .02305 ]
                            [                             ]
                            [ - .8532  - .02305   .01898  ]
          (%i8) take_inference('bic, res);
          (%o8)                          30.98
          (%i9) load("draw")$
          (%i10) draw2d(
              points_joined = true,
              grid = true,
              points(take_inference('residuals, res)) )$


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