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decuslib20-02
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decus/20-0026/signt.doc
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SUBROUTINE SIGNT
PURPOSE
TO PERFORM A NON-PARAMETRIC SIGN TEST, GIVEN TWO SETS OF
MATCHED OBSERVATIONS. IT TESTS THE NULL HYPOTHESIS THAT THE
DIFFERENCES BETWEEN EACH PAIR OF MATCHED OBSERVATIONS HAS A
MEDIAN EQUAL TO ZERO.
USAGE
CALL SIGNT (N,A,B,K,M,P,IE)
DESCRIPTION OF PARAMETERS
N - NUMBER OF OBSERVATIONS IN SETS A AND B
A - INPUT VECTOR OF LENGTH N CONTAINING DATA FROM THE FIRST
SAMPLE, A
B - INPUT VECTOR OF LENGTH N CONTAINING DATA FROM THE SECOND
SAMPLE, B
K - OUTPUT VARIABLE CONTAINING THE NUMBER OF PAIRS OF
OBSERVATIONS FROM THE TWO SAMPLES WHOSE DIFFERENCES ARE
NON-ZERO
M - OUTPUT VARIABLE CONTAINING THE NUMBER OF PLUS OR MINUS
DIFFERENCES, WHICHEVER IS FEWER.
P - COMPUTED PROBABILITY OF AS FEW AS M NUMBER OF PAIRS
HAVING THE SAME SIGN, ASSUMING THAT THE SAMPLES CAME
FROM THE SAME POPULATION.
IE- 0, IF THERE IS NO ERROR.
1, IF K IS ZERO. IN THIS CASE, P IS SET TO 1.0 AND
M TO 0.
REMARKS
IF K IS LESS THAN OR EQUAL TO 25, THE PROBABILITY WILL BE
COMPUTED USING THE BINOMIAL DISTRIBUTION. IF K IS GREATER
THAN 25, THE PROBABILITY WILL BE COMPUTED USING THE NORMAL
APPROXIMATION TO THE BINOMIAL DISTRIBUTION.
P COMPUTED IS THE PROBABILITY FOR A ONE-TAILED TEST. THUS,
FOR A TWO TAILED TEST, DOUBLE THE VALUE FOR P.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NDTR
METHOD
REFER TO DIXON AND MASSEY, INTRODUCTION TO STATISTICAL
ANALYSIS (MCGRAW-HILL, 1957).