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Spreadsheet calculations of probabilities from the F, t, &khgr;2, and normal distribution
Landram F., Cook J., Johnston M. Communications of the ACM29 (11):1090-1092,1986.Type:Article
Date Reviewed: Jul 1 1987

In the Conclusion, the authors state, “The difficulty of computing probabilities for the F, t, &khgr;2, and normal distributions restricts the use of statistics in spreadsheet operations because these probabilities are typically computed from numerical integration methods that require an iterative procedure.” The authors’ method normalizes the F distribution which allows probabilities to be computed from a closed formula; the t and &khgr;2 are likewise converted to an F value, and the previous method is used. The authors claim two-decimal-place accuracy; a little experimentation found no fault with this claim. However, two decimal places are not two significant figures. Thus, where they claim the probability to be 0.05, I found 0.0510 (&khgr;2), 0.0481 (t), and 0.0497 (F). This work is surely of value to spreadsheet users who need to do these type of statistical calculations.

Reviewer:  S. Wertheimer Review #: CR111430
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