Name

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  MPNORMTEST

Author

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  Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
  craigm@lheamail.gsfc.nasa.gov
  UPDATED VERSIONs can be found on my WEB PAGE:
      http://cow.physics.wisc.edu/~craigm/idl/idl.html

Purpose

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  Compute the probability of a given normally distributed Z value

Major Topics

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  Curve and Surface Fitting, Statistics

Calling Sequence

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  PROB = MPNORMTEST(Z, [/CLEVEL, /SLEVEL ])

Description

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  The function MPNORMTEST() computes the probability for the
  magnitude of a value drawn from the normal distribution to equal or
  exceed the given value Z. This can be used for confidence testing
  of a measured value obeying the normal distribution.
    P_NORM(ABS(X) > Z) = PROB
  In specifying the returned probability level the user has two
  choices:
    * return the confidence level when the /CLEVEL keyword is passed;
      OR
    * return the significance level (i.e., 1 - confidence level) when
      the /SLEVEL keyword is passed (default).
  Note that /SLEVEL and /CLEVEL are mutually exclusive.

Inputs

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  Z - the value to best tested. Z should be drawn from a normal
      distribution with zero mean and unit variance. If a given
      quantity Y has mean MU and standard deviation STD, then Z can
      be computed as Z = (Y-MU)/STD.

Returns

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  Returns a scalar or vector of probabilities, as described above,
  and according to the /SLEVEL and /CLEVEL keywords.

Keyword Parameters

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  SLEVEL - if set, then PROB describes the significance level
            (default).
  CLEVEL - if set, then PROB describes the confidence level.

Examples

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  print, mpnormtest(5d, /slevel)
  Print the probability for the magnitude of a randomly distributed
  variable with zero mean and unit variance to exceed 5, as a
  significance level.

References

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  Algorithms taken from CEPHES special function library, by Stephen
  Moshier. (http://www.netlib.org/cephes/)

Modification History

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  Completed, 1999, CM
  Documented, 16 Nov 2001, CM
  Reduced obtrusiveness of common block and math error handling, 18
    Nov 2001, CM
  Corrected error in handling of CLEVEL keyword, 05 Sep 2003
  Convert to IDL 5 array syntax (!), 16 Jul 2006, CM
  Move STRICTARR compile option inside each function/procedure, 9 Oct 2006
  Add usage message, 24 Nov 2006, CM
  Usage message with /CONTINUE, 23 Sep 2009, CM