统计学习的Matlab程序:包括各种假设检验,模型识别和线性回归等.

				function [h,chi2,chi21]=chi2test0(X,sigma2,a,tail)
				%CHI2TEST0 单个正态总体方差的检验(chi2检验）
				%参考文献：《应用数理统计》（叶慈南编）p119.
				%单个正态总体方差的检验(chi2检验）
				%调用格式：[h,chi2,chi21]=chi2test0(X,sigma2,a,tail)
				%X为样本，sigma2为检验方差，a为显著性水平
				%TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.'
				
				%By：Ji Lin
				%Email: linji@live.com
				%Blog: http://linji526.spaces.live.com
				%Date: 2007，2008/08/18
				
				if nargin				    tail=0;
				end
				if nargin				    a=0.05;
				end
				n=length(X);
				chi2=(n-1)*var(X)/sigma2;
				if tail == 0 % two-tailed test
				    chi21=chi2inv(1-a/2,n-1);chi22=chi2inv(a/2,n-1);
				    if (chi21				        h = '拒绝H0';
				    else
				        h = '接受H0';
				    end
				elseif tail == 1 % right one-tailed test 
				    chi21 = chi2inv(1-a,n- 1);
				    if chi21				        h = '拒绝H0';
				    else
				        h = '接受H0';
				    end    
				elseif tail == -1 % left one-tailed test
				    chi21 = chi2inv(a,n - 1);
				    if chi2				        h = '拒绝H0';
				    else
				        h = '接受H0';
				    end
				else
				    error('stats:chi2test:BadTail',...
				          'TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.');
				end