02-20-2016 06:16 PM
I am trying to use SAS for the first time and I am stuck. My first homework problem is : Find the quantile for chi squared with 4 df at a probablity of .47.
How can I write this program?
Thank you fo rnay help you can give me.
02-20-2016 06:39 PM
My stats is getting rusty these days, but I think you're looking for one of the following:
cumulative distribution function for chi square (CDF) - not likely
probability distribution function for chi square (PDF) - possible
Cumulative inverse - quantile (CINV) - likely
data want; prob=0.47; df=4; y=probchi(0.47, 4); z=cinv(0.47, 4); *<-most likely this number; run;
02-23-2016 07:54 AM
Just a side note: It seems that the two functions are implemented differently. In this particular case the results differ in the last bit (i.e. 2^-51) on my Windows machine. (Irrelevant for practical purposes, of course.)
data _null_; c=cinv(.47, 4); q=quantile('CHISQ', .47, 4); if c ne q then do; put 'Not exactly equal.'; d=c-q; put 'Difference: ' d; put (c q) (hex16. /); end; run;
So, which one is closer to the "true" result?
Well, it depends ... For the exact argument of 0.47=47/100 c is closer, but for the internal 64-bit floating-point representation of 0.47 (which equals 0.47 - 0.96*2^-55) q is closer, says my computer algebra software.