| | | Scilab Reference Manual | |
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cdfchi — cumulative distribution function chi-square distribution
[P,Q]=cdfchi("PQ",X,Df)
[X]=cdfchi("X",Df,P,Q);
[Df]=cdfchi("Df",P,Q,X)
| 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] |
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.
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