Basic Statistics

Kernel density estimation

with triangular kernel function:

• TrKernDens.m (m, 1KB)
• TrKernDens.R (R, 3KB)

Exact confidence bounds

for various single parameters:

• BinoCBs.m (m, 3KB)
• BinoCBs.R (R, 1KB)
  (parameter p of binomial distribution Bin(n,p))
• PoissCBs.m (m, 2KB)
  (mean of a Poisson distribution)
• QuantileCBs.m (m, 5KB)
• QuantileCBs.R (R, 963Bytes)
  (arbitrary given quantile of a distribution on the line)
• OddsRatioCBs.m (m, 6KB)
• OddsRatioCBs.R (R, 3KB)
  (theoretical odds ratio underlying a 2x2 table)

Wilcoxon's Signed Rank Test

• WilcoxonSRPVs.m (R, 1KB)
• WilcoxonSRPVs.R (R, 1KB)
  (exact p-values for Wilcoxon's signed rank test, also in case of tied absolute values)
• WilcoxonSRCBs.m (m, 2KB)
• WilcoxonSRCBs.R (R, 2KB)
  (exact confidence bounds for the median of a symmetric distribution)

Mann-Whitney's U-Test

as a means to compute exact confidence bounds for a shift parameter Δ, based on independent observations X₁, ..., X_m and Y₁, ..., Y_n with distribution functions X_i ~ F(. - Δ) and Y_j ~ F, where F is unknown.

• MannWhitneyCBs.m (m, 2KB)
• MannWhitneyCBs.R (R, 2KB)

Runs-Test (Permutation-Test)

of exchangeability of a binary vector Y:

• RunsTest.R (R, 2KB)

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