I am pleased to announce Release 2.15 of the Real Statistics Resource Pack. The new release is available for free download (Download Resource Pack) and is compatible with all Windows versions of Excel. The Excel 2007 and Excel 2010/2013 versions are available now.
The Real Statistics Examples Workbook has been updated to reflect the new release. You can also download this file for free (Download Examples).
The website is in the process of being updated to reflect the changes which result from the new release, including new examples and description of new functions and tests.
The new release is focused on noncentral distributions, statistical power, the Kolmogorov-Smirnov tests and access to the Real Statistics data analysis tools via the ribbon. Specific features include:
Noncentral distributions: support for the noncentral F, t and chi-square distributions through the following new functions:
NT_DIST(t, df, δ, cum). If cum = TRUE then the value of the noncentral t distribution T(df, δ) at t is returned where δ is the noncentrality parameter, while if cum = FALSE then the value of the pdf at t is returned.
NF_DIST(x, df1, df2, λ, cum). If cum = TRUE then the value of the noncentral F distribution F(df1, df2, λ) at x is returned where λ is the noncentrality parameter, while if cum = FALSE then the value of the pdf at x is returned.
NCHISQ_DIST(x, df, λ, cum). If cum = TRUE then the value of the noncentral chi-square distribution χ2(df, λ) at x is returned where λ is the noncentrality parameter, while if cum = FALSE then the value of the pdf at x is returned.
These distributions are used to calculate statistical power, as described next.
Statistical power: the calculation of the power of the following tests is now supported using the functions listed in parentheses.
- T test for one sample, two independent samples and paired samples (T1_POWER, T2_POWER)
- Chi-square goodness of fit and independence tests (CHISQ_POWER)
- One way ANOVA (ANOVA1_POWER)
- One and two sample variance tests (VAR1_POWER, VAR2_POWER)
Sample size requirements: the calculation of the sample size required to achieve a specified power (as well as alpha and effect size) for the following tests is now supported using the functions listed in parentheses.
- T test for one sample, two independent samples and paired samples (T1_SIZE, T2_SIZE)
- Chi-square goodness of fit and independence tests (CHISQ_SIZE)
- One way ANOVA (ANOVA1_SIZE)
- One and two sample variance tests (VAR1_SIZE, VAR2_SIZE)
Kolmogorov-Smirnov distributions: New functions have been added to support the one and two sample Kolmogorov-Smirnov tests:
- KDIST and KINV: the Kolmogorov distribution value and its inverse. Note that for a sample of size n sufficiently large, the one sample Kolmogorov-Smirnov test has critical value KINV(α)/SQRT(n)
- KSDIST and KSINV: these generate the p-values and critical values for the one-sample Kolmogorov-Smirnov test
- KS2DIST and KS2INV: these generate the p-values and critical values for the two-sample Kolmogorov-Smirnov test
One sample Kolmogorov-Smirnov test: The following function has been added:
- KSPROB: outputs an estimate of the p-value for the one-sample KS test based on the statistical table shown on the website.
In addition, the website is being updated to show how to test whether sample data follows a specified distribution. Examples with the normal and exponential distributions are given (other distributions are similar).
Two sample Kolmogorov-Smirnov test: The following array function has been added:
- KS2TEST: outputs the D test statistic, D-critical value and p-value for the two sample KS test for samples given in raw data format or frequency table format.
In addition, the website is being updated to show how to use the two-sample test to test whether two samples have the same distribution.
Access to Real Statistics data analysis tools via the ribbon: Until now the principal way of accessing these tools has been by pressing Ctrl-m. A number of people have requested access via the ribbon. Thanks to Ricco and Greg, I have added this capability.
In the current implementation, a menu item has been added to Excel’s Add-Ins ribbon to provide this access. If the Add-Ins ribbon is not visible it will appear automatically. If you click on the tab for this ribbon you will see the Real Statistics menu. Click on that and you will be able to get access to the same menu that appears when you press Ctrl-m.
P-value for non-parametric tests: The new functions WPROB, MPROB and SRankPROB provide estimates of the p-value for the Wilcoxon Rank Sum, Mann-Whitney and Signed Ranks test based on the statistical table shown on the website.
Critical values for non-parametric tests: When the non-parametric test option is chosen for the T Test and Non-parametric equivalents data analysis tool, the output now contains the critical values.
Bug fixes: The following bug fixes have been made:
- WCRIT, MCRIT and SRankCRIT – an error in the critical values for the one-tailed Wilcoxon Rank Sum, Mann-Whitney and Signed Ranks tests has now been corrected
- A bug has been fixed in the T Test data analysis tool for independent samples when output is displayed on a new worksheet
Miscellaneous:
- eVECTORS: This function only supports symmetric matrices. When the input matrix is not symmetric the calculated eigenvectors may not be correct. This function has now been modified to show an error message in this case. In the future we will modify the function to produce correct eigenvectors even for non-symmetric matrices
- BETA: A new function has been added which calculates the beta function.
- FText: A new function has been added which displays a formula as text. E.g. suppose cell A1 contains the formula =SUM(A3:A7) and cell B1 contains the formula =FText(A1), then the value displayed in cell A1 will be the sum of the values in the range A3:A7, while the value displayed in cell B1 will be the text =SUM(A3:A7).