batchmeans.m
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Estimates the expected steady-state value and 95 confidence interval for a random walk using the batch means method.
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chi2eq.m
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Equidistribution test for Matlab's uniform random number generator via a chi-squared test.
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covmethod.m
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Example of the covariance method, providing a point estimate and 95 percent confidence, using the random walk sampler. Uses xcov.m (signal processing toolbox) to compute the cross-covariances.
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empcdfr.m
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Computes upper and lower 90 percent confidence curves for the cdf of a standard exponential distribution, based on a random sample.
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KDE (directory)
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Kernel density estimation techniques, including least squares cross-validation and an improved plug-in method.
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kolsmir.m
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Applies the Kolmogorov-Smirnov test to logistic data that has been corrupted by noise.
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mcint.m
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Estimates the value of an integral via crude Monte Carlo, with 95 percent confidence interval.
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qqplotex.m
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Example of normal q-q plots for iid samples from the gamma distribution, with varying shape parameters and sample sizes.
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regenmeth.m
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Estimates the expected steady-state value and 95 confidence interval for a random walk using the regenerative method.
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resampratio.m
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Comparison between bootstrap resampling and the delta method for determining confidence intervals for ratio estimates. Uses dct1d.m, fixed_point.m, kde.m, and idct1d.m from the KDE folder.
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stateda.m
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Visualizing gamma data via a histogram, density plot, empirical cdf, and scatter plot. Uses ksdensity.m (statistics toolbox).
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stateda2.m
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Summarizing gamma data via common functions.
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