cdfchi

cumulative distribution function chi-square distribution

Calling Sequence

[P,Q]=cdfchi("PQ",X,Df)
[X]=cdfchi("X",Df,P,Q);
[Df]=cdfchi("Df",P,Q,X)

Arguments

:P,Q,Xn,Df four real vectors of the same size. : :P,Q (Q=1-P) The integral from 0 to X of the chi-square

distribution. Input range: [0, 1].

: :X Upper limit of integration of the non-central chi-square

distribution. Input range: [0, +infinity). Search range: [0,1E300]

: :Df Degrees of freedom of the chi-square distribution. Input range:

(0, +infinity). Search range: [ 1E-300, 1E300]

:

Description

Calculates any one parameter of the chi-square distribution given values for the others.

Formula 26.4.19 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the chi-square distribution to the incomplete distribution.

Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter.

From DCDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters (February, 1994) Barry W. Brown, James Lovato and Kathy Russell. The University of Texas.