%% %% This is file `statex.sty'. %% %% Copyright (C) 2002-2006 by Rodney A Sparapani %% %% This file may be distributed and/or modified under the %% conditions of the LaTeX Project Public License, either version 1.2 %% of this license or (at your option) any later version. %% The latest version of this license is in %% %% http://www.latex-project.org/lppl.txt %% %% and version 1.2 or later is part of all distributions of LaTeX %% version 1999/12/01 or later. %% \NeedsTeXFormat{LaTeX2e} \ProvidesPackage{statex}[2006/05/17 v1.6 a statistics style for latex] \RequirePackage{ifthen} \RequirePackage{amsmath} \RequirePackage{amssymb} \RequirePackage{bm} \RequirePackage{color} %\RequirePackage[dvipsnames,usenames]{color} %begin: borrowed from upgreek; thanks to Walter Schmidt %use Adobe Symbol for upright pi (constant) \DeclareSymbolFont{ugrf@m}{U}{psy}{m}{n} \DeclareMathSymbol{\cpi}{\mathord}{ugrf@m}{`p} %to use Euler Roman comment previous lines and uncomment rest of block % \DeclareFontFamily{U}{eur}{\skewchar\font'177} % \DeclareFontShape{U}{eur}{m}{n}{% % <-6> eurm5 <6-8> eurm7 <8-> eurm10}{} % \DeclareFontShape{U}{eur}{b}{n}{% % <-6> eurb5 <6-8> eurb7 <8-> eurb10}{} % \DeclareSymbolFont{ugrf@m}{U}{eur}{m}{n} % \SetSymbolFont{ugrf@m}{bold}{U}{eur}{b}{n} % \DeclareMathSymbol{\cpi}{\mathord}{ugrf@m}{"19} %end %new commands \DeclareMathAlphabet{\sfsl}{OT1}{cmss}{m}{sl} %the next command seems to have no effect when used in conjunction with bm!?! \SetMathAlphabet{\sfsl}{bold}{OT1}{cmss}{bx}{sl} \DeclareMathOperator{\logit}{logit} \DeclareMathOperator{\diag}{diag} \DeclareMathOperator{\erf}{erf} \newcommand*{\chisq}{\relax\ifmmode\chi^2\else$\chi^2$\fi} %\newcommand*{\e}[1]{\mathrm{e}\ifthenelse{\equal{#1}{}}{}{^{#1}}} \newcommand*{\e}[1]{\mathrm{e}^{#1}} %\newcommand*{\exp}[1]{\mathrm{e}^{#1}} \newcommand*{\E}[2][]{\text{E}\ifthenelse{\equal{#1}{}}{}{_{#1}} \wrap{#2}} \newcommand*{\ha}{{\frac{\alpha}{2}}} \newcommand*{\I}[2][]{\text{I}\ifthenelse{\equal{#1}{}}{}{_{#1}} \wrap[()]{#2}} \newcommand*{\IBeta}[2]{\frac{\Gamma[#1+#2]}{\Gamma[#1]\Gamma[#2]}} \newcommand*{\If}{\;\text{if}\;\;} %\newcommand*{\ij}{{i,j}} \newcommand*{\im}{\mathrm{i}} %\newcommand*{\lb}{\left[} %\newcommand*{\lp}{\left(} %\newcommand*{\lr}[1][]{\left[ #1 \right]} \newcommand*{\ol}{\overline} \newcommand*{\ow}{\;\text{otherwise}\;\;} \newcommand*{\rb}{\right]} \newcommand*{\rp}{\right)} \newcommand*{\sd}{\sigma} \newcommand*{\ul}{\underline} \newcommand*{\V}[2][]{\text{V}\ifthenelse{\equal{#1}{}}{}{_{#1}} \wrap{#2}} \newcommand*{\where}{\;\;\text{where}\;\;} \newcommand*{\wrap}[2][]% {\ifthenelse{\equal{#1}{}}{\left[ #2 \right]}% {\ifthenelse{\equal{#1}{()}}{\left( #2 \right)}% {\ifthenelse{\equal{#1}{\{\}}}{\left\{ #2 \right\}}% %{\ifthenelse{\equal{#1}{(.}}{\left( #2 \right.}% %{\ifthenelse{\equal{#1}{[.}}{\left[ #2 \right.}% {\ifthenelse{\equal{#1}{\{.}}{\left\{ #2 \right.}{}}}}} \newcommand*{\xy}{{xy}} \newcommand*{\XY}{{XY}} %\newcommand*{\n}[1][]{_{n #1}} %\def\bp(#1){\left(#1\right)} %\newcommand*{\bb}[1][]{\left[ #1 \right]} %re-definitions %\def~{\relax\ifmmode\sim\else\nobreakspace{}\fi} \renewcommand*{~}{\relax\ifmmode\sim\else\nobreakspace{}\fi} \newcommand*{\iid}{\;\stackrel{\text{iid}}{~}\;} \newcommand*{\ind}{\;\stackrel{\text{ind}}{~}\;} \newcommand*{\indpr}{\;\stackrel{\text{ind}}{\stackrel{\text{prior}}{~}}\;} \newcommand*{\post}{\;\stackrel{\text{post}}{~}\;} \newcommand*{\prior}{\;\stackrel{\text{prior}}{~}\;} %\let\STATEXi=\i %\renewcommand*{\i}[1][]{\ifthenelse{\equal{#1}{}}{\STATEXi}{_{i #1}}} \let\STATEXGamma=\Gamma \renewcommand*{\Gamma}[1][]{\STATEXGamma\ifthenelse{\equal{#1}{}}{}{\wrap[()]{#1}}} \let\STATEXand=\and \renewcommand*{\and}{\relax\ifmmode\expandafter\;\;\text{and}\;\;\else\expandafter\STATEXand\fi} \let\STATEXH=\H \renewcommand*{\H}{\relax\ifmmode\expandafter\text{H}\else\expandafter\STATEXH\fi} \let\STATEXP=\P \renewcommand*{\P}[2][]{\ifthenelse{\equal{#2}{}}{\STATEXP}% {\text{P}\ifthenelse{\equal{#1}{}}{}{_{#1}}\wrap{#2}}} \renewcommand*{\|}{\relax\ifmmode\expandafter\mid\else\expandafter$\mid$\fi} %%Discrete distributions %declarations \newcommand*{\B}[1]{\mathrm{B}\wrap[()]{#1}} \newcommand*{\BB}[1]{\mathrm{Beta\!-\!Bin}\wrap[()]{#1}} \newcommand*{\Bin}[1]{\mathrm{Bin}\wrap[()]{#1}} \newcommand*{\Dir}[1]{\mathrm{Dirichlet}\wrap[()]{#1}} \newcommand*{\HG}[1]{\mathrm{Hypergeometric}\wrap[()]{#1}} \newcommand*{\M}[1]{\mathrm{Multinomial}\wrap[()]{#1}} \newcommand*{\NB}[1]{\mathrm{Neg\!-\!Bin}\wrap[()]{#1}} \newcommand*{\Poi}[1]{\mathrm{Poisson}\wrap[()]{#1}} \let\Poisson=\Poi %probability mass functions \newcommand*{\pBB}[4][x]{\frac{\Gamma[#2+1]\Gamma[#3+#1]\Gamma[#2+#4-#1]\Gamma[#3+#4]}% {\Gamma[#1+1]\Gamma[#2-#1+1]\Gamma[#2+#3+#4]\Gamma[#3]\Gamma[#4]}% \I[#1]{\{0, 1,\., #2\}}, \where #3>0,\; #4>0 \and n=1, 2,\.} %\newcommand{\pBB}[4][x]{\frac{\Gamma[#2+1]}{\Gamma[#1+1]\Gamma[#2-#1+1]}% %\frac{\Gamma[#3+#1]\Gamma[#2+#4-#1]}{\Gamma[#2+#3+#4]}% %\frac{\Gamma[#3+#4]}{\Gamma[#3]\Gamma[#4]}\I[#1]{\{0, 1,\., #2\}},% %\where #3>0,\; #4>0 \and n=1, 2,\.} \newcommand*{\pBin}[3][x]{\binom{#2}{#1}#3^#1 \wrap[()]{1-#3}^{#2-#1}% \I[#1]{\{0,1,\.,#2\}}, \where p \in \wrap[()]{0, 1} \and n=1, 2,\.} \newcommand*{\pPoi}[2][x]{\frac{1}{#1!}#2^{#1}\e{-#2}\I[#1]{\{0, 1,\.\}}, \where #2>0} %%Continuous distributions %declarations \newcommand*{\Cau}[1]{\mathrm{Cauchy}\wrap[()]{#1}} \let\Cauchy=\Cau \newcommand*{\Chi}[1]{\mathrm{\chi^2}\wrap[()]{#1}} \let\Chisq=\Chi \newcommand*{\Bet}[1]{\mathrm{Beta}\wrap[()]{#1}} \let\Beta=\Bet \newcommand*{\Exp}[1]{\mathrm{Exp}\wrap[()]{#1}} \newcommand*{\F}[1]{\mathrm{F}\wrap[()]{#1}} \newcommand*{\Gam}[1]{\mathrm{Gamma}\wrap[()]{#1}} \newcommand*{\IC}[1]{\mathrm{\chi^{-2}}\wrap[()]{#1}} \newcommand*{\IG}[1]{\mathrm{Gamma^{-1}}\wrap[()]{#1}} \newcommand*{\IW}[1]{\mathrm{Wishart^{-1}}\wrap[()]{#1}} \newcommand*{\Log}[1]{\mathrm{Logistic}\wrap[()]{#1}} \newcommand*{\LogN}[1]{\mathrm{Log\!-\!N}\wrap[()]{#1}} \newcommand*{\N}[3][]{\mathrm{N}\ifthenelse{\equal{#1}{}}{}{_{#1}}\wrap[()]{#2,\ #3}} \newcommand*{\Par}[1]{\mathrm{Pareto}\wrap[()]{#1}} \let\Pareto=\Par \newcommand*{\Tsq}[1]{\mathrm{T^2}\wrap[()]{#1}} \newcommand*{\U}[1]{\mathrm{U}\wrap[()]{#1}} \newcommand*{\W}[1]{\mathrm{Wishart}\wrap[()]{#1}} \let\STATEXt=\t \renewcommand*{\t}[1]{\relax\ifmmode\expandafter\mathrm{t}\wrap[()]{#1}% \else\expandafter\STATEXt{#1}\fi} %probability density functions \newcommand*{\pBet}[3][x]{\IBeta{#2}{#3}% #1^{#2-1}\wrap[()]{1-#1}^{#3-1}\I[#1]{0,\ 1}, \where #2>0 \and #3>0} \newcommand*{\pCau}[3][x]{\ifthenelse{\equal{#2, #3}{0, 1}}{\frac{1}{\cpi\wrap[()]{1+#1}^2}}% {\frac{1}{#3\cpi\left\{1+\wrap{\wrap[()]{x-#2}/#3}^2\right\}}, \where #3>0}} \newcommand*{\pChi}[2][x]{\frac{2^{-#2/2}}{\Gamma[#2/2]}#1^{#2/2-1}\e{-#1/2}% \I[#1]{0,\infty}, \where #2>0} \newcommand*{\pExp}[2][x]{\frac{1}{#2}\e{-#1/#2}\I[#1]{0,\infty},% \where #2>0} \newcommand*{\pGam}[3][x]{\frac{#3^{#2}}{\Gamma[#2]}#1^{#2-1}\e{-#3#1}% \I[#1]{0,\infty}, \where #2>0 \and #3>0} \newcommand*{\pN}[3][x]{\ifthenelse{\equal{#2, #3}{0, 1}}% {\frac{1}{\sqrt{2\cpi}}\e{-#1^2/2}}% {\frac{1}{\sqrt{2\cpi#3}}\e{-\wrap[()]{#1-#2}^2/2#3}}} \newcommand*{\pPar}[3][x]{\frac{#3}{#2\wrap[()]{1+#1/#2}^{#3+1}}\I[#1]{0,\infty},% \where #2>0 \and #3>0} \newcommand*{\pU}[3][x]{\ifthenelse{\equal{#2, #3}{0, 1}}{\I[#1]{0,\ 1}}% {\frac{1}{#3-#2}\I[#1]{#2,\ #3}, \where #2<#3}} %re-define other accents \let\STATEXequal=\= \renewcommand*{\=}{\relax\ifmmode\expandafter\bar\else\expandafter\STATEXequal\fi} \let\STATEXhat=\^ \renewcommand*{\^}{\relax\ifmmode\expandafter\widehat\else\expandafter\STATEXhat\fi} \let\STATEXtilde=\~ \renewcommand*{\~}{\relax\ifmmode\expandafter\widetilde\else\expandafter\STATEXtilde\fi} \let\STATEXsinglequote=\' \renewcommand*{\'}[1]{\relax\ifmmode\expandafter{\wrap[()]{#1}}\else\expandafter\STATEXsinglequote{#1}\fi} \let\STATEXb=\b \renewcommand*{\b}{\relax\ifmmode\expandafter\bar\else\expandafter\STATEXb\fi} \let\STATEXc=\c \renewcommand*{\c}[1]{\relax\ifmmode\expandafter\mathrm{#1}\else\expandafter\STATEXc{#1}\fi} \let\STATEXd=\d \renewcommand*{\d}[1]{\relax\ifmmode\expandafter\,\mathrm{d}#1\else\expandafter\STATEXd{#1}\fi} \let\STATEXdot=\. \renewcommand*{\.}{\relax\ifmmode\expandafter\dots\else\expandafter\STATEXdot\fi} %commands to create documentation for TI-83 calculators \newcommand*{\Alpha}[1][]{{\fcolorbox{black}{ForestGreen}{\color{white}\textsf{ALPHA}}}\textbf{\color{ForestGreen}\textsf{#1}}} \newcommand*{\Alock}{\Snd[A-LOCK]} \newcommand*{\Blackbox}{\relax\ifmmode\expandafter\blacksquare\else\expandafter$\blacksquare$\fi} \newcommand*{\Distr}{\Snd[DISTR]} \newcommand*{\Down}{\framebox{\footnotesize$^\Downarrow$}} \newcommand*{\EE}{\Snd[EE]} \newcommand*{\Enter}{\framebox{\textsf{ENTER}}} \newcommand*{\Graph}{\framebox{\textsf{GRAPH}}} \newcommand*{\List}[1]{\textbf{\color{Dandelion}\textsf{$\text{L}_#1$}}} \newcommand*{\Left}{\framebox{$^\Leftarrow$}} \newcommand*{\Math}{\framebox{\textsf{MATH}}} \newcommand*{\Matrx}{\Snd[MATRX]} \newcommand*{\Prgm}{\framebox{\textsf{PRGM}}} \newcommand*{\Quit}{\Snd[QUIT]} \newcommand*{\Rect}{\rule{4pt}{6pt}} \newcommand*{\Right}{\framebox{$^\Rightarrow$}} \newcommand*{\Snd}[1][]{{\fcolorbox{black}{Dandelion}{\color{white}\textsf{2nd}}}\textbf{\color{Dandelion}\textsf{#1}}} \newcommand*{\Solve}{\Alpha[SOLVE]} \newcommand*{\Stat}{\framebox{\textsf{STAT}}} \newcommand*{\Statplot}{\Snd[STAT PLOT]} \newcommand*{\Sto}{\framebox{\textsf{STO}$\Rightarrow$}} \newcommand*{\Signm}{\framebox{\textsf{(-)}}} \newcommand*{\Up}{\framebox{\footnotesize$^\Uparrow$}} \newcommand*{\Window}{\framebox{\textsf{WINDOW}}} \let\STATEXBox=\Box \renewcommand*{\Box}{\relax\ifmmode\expandafter\STATEXBox\else\expandafter$\STATEXBox$\fi} \let\STATEXto=\to \renewcommand*{\to}{\relax\ifmmode\expandafter\STATEXto\else\expandafter$\STATEXto$\fi} \endinput \documentclass[dvipsnames,usenames]{report} \usepackage{statex} \usepackage{shortvrb} \MakeShortVerb{@} % Examples \begin{document} Many accents have been re-defined @ c \c{c} \pi \cpi@ $$ c \c{c} \pi \cpi$$ %upright constants like the speed of light and 3.14159... @int \e{\im x} \d{x}@ $$\int \e{\im x} \d{x}$$ %\d{x}; also note new commands \e and \im @\^{\beta_1}=b_1@ $$\^{\beta_1}=b_1$$ @\=x=\frac{1}{n}\sum x_i@ $$\=x=\frac{1}{n}\sum x_i$$ %also, \b{x}, but see \ol{x} below @\b{x} = \frac{1}{n} \wrap[()]{x_1 +\.+ x_n}@ $$\b{x} = \frac{1}{n} \wrap[()]{x_1 +\.+ x_n}$$ Sometimes overline is better: @\b{x}\ vs.\ \ol{x}@ $$\b{x}\ vs.\ \ol{x}$$ And, underlines are nice too: @\ul{x}@ $$\ul{x}$$ A few other nice-to-haves: @\Gamma[n+1]=n!@ $$\Gamma[n+1]=n!$$ @\binom{n}{x}@ $$\binom{n}{x}$$ %provided by amsmath package @\e{x}@ $$\e{x}$$ %$\H_0: \mu_\ij=0$ vs. $\H_1: \mu_\ij \neq 0$ %\ijk too @\logit \wrap{p} = \log \wrap{\frac{p}{1-p}}@ $$\logit \wrap{p} = \log \wrap{\frac{p}{1-p}}$$ \pagebreak Common distributions along with other features follows: Normal Distribution @Z ~ \N{0}{1}, \where \E{Z}=0 \and \V{Z}=1@ $$Z ~ \N{0}{1}, \where \E{Z}=0 \and \V{Z}=1$$ @\P{|Z|>z_\ha}=\alpha@ $$\P{|Z|>z_\ha}=\alpha$$ @\pN[z]{0}{1}@ $$\pN[z]{0}{1}$$ or, in general @\pN[z]{\mu}{\sd^2}@ $$\pN[z]{\mu}{\sd^2}$$ Sometimes, we subscript the following operations: @\E[z]{Z}=0, \V[z]{Z}=1, \and \P[z]{|Z|>z_\ha}=\alpha@ $$\E[z]{Z}=0, \V[z]{Z}=1, \and \P[z]{|Z|>z_\ha}=\alpha$$ Multivariate Normal Distribution @\bm{X} ~ \N[p]{\bm{\mu}}{\sfsl{\Sigma}}@ $$\bm{X} ~ \N[p]{\bm{\mu}}{\sfsl{\Sigma}}$$ %\bm provided by the bm package Chi-square Distribution @Z_i \iid \N{0}{1}, \where i=1 ,\., n@ $$Z_i \iid \N{0}{1}, \where i=1 ,\., n$$ @\chisq = \sum_i Z_i^2 ~ \Chi{n}@ $$\chisq = \sum_i Z_i^2 ~ \Chi{n}$$ @\pChi[z]{n}@ $$\pChi[z]{n}$$ t Distribution @\frac{\N{0}{1}}{\sqrt{\frac{\Chisq{n}}{n}}} ~ \t{n}@ $$\frac{\N{0}{1}}{\sqrt{\frac{\Chisq{n}}{n}}} ~ \t{n}$$ \pagebreak F Distribution @X_i, Y_{\~i} \iid \N{0}{1} \where i=1 ,\., n; \~i=1 ,\., m \and \V{X_i, Y_{\~i}}=\sd_\xy=0@ $$X_i, Y_{\~i} \iid \N{0}{1} \where i=1 ,\., n; \~i=1 ,\., m \and \V{X_i, Y_{\~i}}=\sd_\xy=0$$%\XY too @\chisq_x = \sum_i X_i^2 ~ \Chi{n}@ $$\chisq_x = \sum_i X_i^2 ~ \Chi{n}$$ @\chisq_y = \sum_{\~i} Y_{\~i}^2 ~ \Chi{m}@ $$\chisq_y = \sum_{\~i} Y_{\~i}^2 ~ \Chi{m}$$ @\frac{\chisq_x}{\chisq_y} ~ \F{n, m}@ $$\frac{\chisq_x}{\chisq_y} ~ \F{n, m}$$ Beta Distribution @B=\frac{\frac{n}{m}F}{1+\frac{n}{m}F} ~ \Bet{\frac{n}{2}, \frac{m}{2}}@ $$B=\frac{\frac{n}{m}F}{1+\frac{n}{m}F} ~ \Bet{\frac{n}{2}, \frac{m}{2}}$$ @\pBet{\alpha}{\beta}@ $$\pBet{\alpha}{\beta}$$ Gamma Distribution @G ~ \Gam{\alpha, \beta}@ $$G ~ \Gam{\alpha, \beta}$$ @\pGam{\alpha}{\beta}@ $$\pGam{\alpha}{\beta}$$ Cauchy Distribution @C ~ \Cau{\theta, \nu}@ $$C ~ \Cau{\theta, \nu}$$ @\pCau{\theta}{\nu}@ $$\pCau{\theta}{\nu}$$ Uniform Distribution @X ~ \U{0, 1}@ $$X ~ \U{0, 1}$$ @\pU{0}{1}@ $$\pU{0}{1}$$ or, in general @\pU{a}{b}@ $$\pU{a}{b}$$ Exponential Distribution @X ~ \Exp{\lambda}@ $$X ~ \Exp{\lambda}$$ @\pExp{\lambda}@ $$\pExp{\lambda}$$ Hotelling's $T^2$ Distribution @X ~ \Tsq{\nu_1, \nu_2}@ $$X ~ \Tsq{\nu_1, \nu_2}$$ Inverse Chi-square Distribution @X ~ \IC{\nu}@ $$X ~ \IC{\nu}$$ Inverse Gamma Distribution @X ~ \IG{\alpha, \beta}@ $$X ~ \IG{\alpha, \beta}$$ Pareto Distribution @X ~ \Par{\alpha, \beta}@ $$X ~ \Par{\alpha, \beta}$$ @\pPar{\alpha}{\beta}@ $$\pPar{\alpha}{\beta}$$ Wishart Distribution @\sfsl{X} ~ \W{\nu, \sfsl{S}}@ $$\sfsl{X} ~ \W{\nu, \sfsl{S}}$$ Inverse Wishart Distribution @\sfsl{X} ~ \IW{\nu, \sfsl{S^{-1}}}@ $$\sfsl{X} ~ \IW{\nu, \sfsl{S^{-1}}}$$ Binomial Distribution @X ~ \Bin{n, p}@ $$X ~ \Bin{n, p}$$ @\pBin{n}{p}@ $$\pBin{n}{p}$$ Bernoulli Distribution @X ~ \B{p}@ $$X ~ \B{p}$$ Beta-Binomial Distribution @X ~ \BB{p}@ $$X ~ \BB{p}$$ @\pBB{n}{\alpha}{\beta}@ $$\pBB{n}{\alpha}{\beta}$$ Negative-Binomial Distribution @X ~ \NB{n, p}@ $$X ~ \NB{n, p}$$ Hypergeometric Distribution @X ~ \HG{n, M, N}@ $$X ~ \HG{n, M, N}$$ Poisson Distribution @X ~ \Poi{\mu}@ $$X ~ \Poi{\mu}$$ @\pPoi{\mu}@ $$\pPoi{\mu}$$ Dirichlet Distribution @\bm{X} ~ \Dir{\alpha_1 \. \alpha_k}@ $$\bm{X} ~ \Dir{\alpha_1 \. \alpha_k}$$ Multinomial Distribution @\bm{X} ~ \M{n, \alpha_1 \. \alpha_k}@ $$\bm{X} ~ \M{n, \alpha_1 \. \alpha_k}$$ \pagebreak To compute critical values for the Normal distribution, create the NCRIT program for your TI-83 (or equivalent) calculator. At each step, the calculator display is shown, followed by what you should do (\Rect\ is the cursor):\\ \Rect\\ \Prgm\to@NEW@\to@1:Create New@\\ @Name=@\Rect\\ NCRIT\Enter\\ @:@\Rect\\ \Prgm\to@I/O@\to@2:Prompt@\\ @:Prompt@ \Rect\\ \Alpha[A],\Alpha[T]\Enter\\ @:@\Rect\\ \Distr\to@DISTR@\to@3:invNorm(@\\ @:invNorm(@\Rect\\ 1-(\Alpha[A]$\div$\Alpha[T]))\Sto\Alpha[C]\Enter\\ @:@\Rect\\ \Prgm\to@I/O@\to@3:Disp@\\ @:Disp@ \Rect\\ \Alpha[C]\Enter\\ @:@\Rect\\ \Quit\\ Suppose @A@ is $\alpha$ and @T@ is the number of tails. To run the program:\\ \Rect\\ \Prgm\to@EXEC@\to@NCRIT@\\ @prgmNCRIT@\Rect\\ \Enter\\ @A=?@\Rect\\ 0.05\Enter\\ @T=?@\Rect\\ 2\Enter\\ @1.959963986@ \end{document}