cdfchi: ----- cumulative distribution function chi-square distribution

2.16.3 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)

PARAMETERS

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 chisqure 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.