[SciPy-dev] Question to Travis: what is rdist about?

[Travis E. Oliphant]

Yaroslav Halchenko wrote:
> Travis,
>
> I wonder if you get a moment and desire to give a bit of theory/history for
> the hungry people ;)
>   
Thanks for emailing me directly.  Unfortunately,  I don't get the time 
to read all of SciPy-dev anymore.     These are the references I used in 
constructing the distributions (they are comments in the code). 

## References::

##  Documentation for ranlib, rv2, cdflib and
##
##  Eric Wesstein's world of mathematics http://mathworld.wolfram.com/
##      http://mathworld.wolfram.com/topics/StatisticalDistributions.html
##
##  Documentation to Regress+ by Michael McLaughlin
##
##  Engineering and Statistics Handbook (NIST)
##      http://www.itl.nist.gov/div898/handbook/index.htm
##
##  Documentation for DATAPLOT from NIST
##      http://www.itl.nist.gov/div898/software/dataplot/distribu.htm
##
##  Norman Johnson, Samuel Kotz, and N. Balakrishnan "Continuous
##      Univariate Distributions", second edition,
##      Volumes I and II, Wiley & Sons, 1994.



The rdist distribution appeared at the same time as a lot of other 
distributions.    It must be referred to in one of the above sources.  
But, here is a decent current source:

http://demonstrations.wolfram.com/TheRDistribution/


 From the text (some of the math images disappeared):

The r-distribution with parameter  is the distribution of the 
correlation coefficient of a random sample of size  drawn from a 
bivariate normal distribution with . It can be used to construct tests 
about the correlation coefficient of bivariate normal data; that is, 
tests with null hypothesis . The mean of the distribution is always 
zero, and as the sample size grows, the distribution's mass concentrates 
more closely about this mean.



Thanks for pushing hard against SciPy --- it's the only way to ferret 
out the problems that exist.

Best regards,

-Travis

-- 

Travis Oliphant
Enthought, Inc.
(512) 536-1057 (office)
(512) 536-1059 (fax)
http://www.enthought.com
oliphant at enthought.com