Essays/Chi Squared CDF
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The CDF of the distribution can be computed as follows.
gamma =: ! & <: ig0 =: 4 : '(1 H. (1+x) % x&((* ^) * (^ -)~)) y' incgam =: ig0 % gamma@[ NB. incomplete gamma chisqcdf=: incgam&-:
The following examples compare calculated results against values from the Handbook of Mathematical Functions by Abramowitz and Stegun, Table 26.8.
t26d8a=: 0.411740 0.554300 0.831211 1.145476 16.7496 20.515 22.105 25.745 5 chisqcdf t26d8a 0.00499995 0.0100001 0.025 0.05 0.995 0.999 0.9995 0.9999 t26d8b=: 15.137 18.421 21.108 23.513 25.745 27.856 29.877 31.828 33.720 35.564 (1+i.10) chisqcdf t26d8b 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999 0.9999
See also
- Chi Squared CDF
- Normal CDF
- Pi (Chudnovsky Algorithm)
- Sine
- Square Root
- t-Distribution CDF
- Extended Precision Functions
Contributed by Roger Hui. The verb definitions are from Ewart Shaw, Hypergeometric Functions and CDFs in J, Vector, Volume 18, Number 4, April 2002.