;$Id: chisqr_pdf.pro,v 1.11 2001/07/12 16:57:44 chris Exp $ ; ; Copyright (c) 1994-2001, Research Systems, Inc. All rights reserved. ; Unauthorized reproduction prohibited. ;+ ; NAME: ; CHISQR_PDF ; ; PURPOSE: ; This function computes the probabilty (p) such that: ; Probability(X <= v) = p ; where X is a random variable from the Chi-square distribution ; with (df) degrees of freedom. ; ; CATEGORY: ; Statistics. ; ; CALLING SEQUENCE: ; Result = chisqr_pdf(V, DF) ; ; INPUTS: ; V: A scalar of type integer, float or double that specifies ; the cutoff value. ; ; DF: A positive scalar of type integer, float or double that ; specifies the degrees of freedom of the Chi-square distribution. ; ; EXAMPLES: ; Compute the probability that a random variable X, from the Chi-square ; distribution with (DF = 3) degrees of freedom, is less than or equal ; to 6.25. The result should be 0.899939 ; result = chisqr_pdf(6.25, 3) ; ; Compute the probability that a random variable X, from the Chi-square ; distribution with (DF = 3) degrees of freedom, is greater than 6.25. ; The result should be 0.100061 ; result = 1 - chisqr_pdf(6.25, 3) ; ; REFERENCE: ; ADVANCED ENGINEERING MATHEMATICS (seventh edition) ; Erwin Kreyszig ; ISBN 0-471-55380-8 ; ; MODIFICATION HISTORY: ; Modified by: GGS, RSI, July 1994 ; Minor changes to code. New documentation header. ; CT, RSI, March 2000: changed call from igamma_pdf to igamma ;- function chisqr_pdf, x, df on_error, 2 ;Return to caller if error occurs. gres = igamma(df/2.0, (x > 0)/2.0, ITMAX=300) if (MIN(FINITE(gres)) EQ 0) then message, /INFO, $ 'Computational error: IGAMMA failed to converge.' return, gres end