Program package for decision making

Abstract

We offer an original, simple and convenient software package for testing statistical hypotheses concerning the parameters of probability distribution laws. The methods of statistical hypotheses testing allow us to solve problems from many spheres of human activity. Applications include engineering, physics, chemistry, medicine, biology, economics, defense, ecology, sociology and so on [see, for example, 1-6]. The problems arising in these areas include the fact that as a rule, the applications contain numerous parameters, i.e. the tasks are multivariate. The dimensionality of the tasks very often reaches up to several tens, even several hundreds. It is practically impossible to solve these tasks without special software. Despite the variety of statistical packages in which the methods of statistical hypotheses testing are realized, there is not known package realizing the methods similar to the ones realized in the offered package. In this package, in addition to well-known, classical methods of hypotheses testing, such as the Bayesian method with general and step loss functions; Sign Test; Mann-Whitney Test; Wilcoxon Test; Wilcoxon Signed-Rank Sum Test and the Wald sequential method [see for example, 7,8], entirely new, original methods, are realized. Among these are constrained Bayesian methods with restrictions on the probabilities of errors of the first or second types, quasi-optimum methods, and sequential analysis methods of Bayesian type for testing any number of hypotheses [9-13]. Simple, convenient and reliable methods of statistical hypotheses testing, based on different information distances (Euclidian and Makhalanobis) between them are also realized in the package. The developed package is completely original and has no analogue. All algorithms, programs, texts, schedules, drawings, tables, registration etc. realized in the package belong to the authors. © Springer-Verlag Berlin Heidelberg 2012.