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cdfchn(1) Scilab Function cdfchn(1)
NAME
cdfchn - cumulative distribution function non-central chi-square distribu-
tion
CALLING SEQUENCE
[P,Q]=cdfchn("PQ",X,Df,Pnonc)
[X]=cdfchn("X",Df,Pnonc,P,Q);
[Df]=cdfchn("Df",Pnonc,P,Q,X)
[Pnonc]=cdfchn("Pnonc",P,Q,X,Df)
PARAMETERS
P,Q,X,Df,Pnonc
: five real vectors of the same size.
P,Q (Q=1-P)
: The integral from 0 to X of the non-central chi-square distri-
bution. Input range: [0, 1-1E-16).
X : Upper limit of integration of the non-central chi-square dis-
tribution. Input range: [0, +infinity). Search range: [0,1E300]
Df : Degrees of freedom of the non-central chi-square distribution.
Input range: (0, +infinity). Search range: [ 1E-300, 1E300]
Pnonc : Non-centrality parameter of the non-central chi-square distri-
bution. Input range: [0, +infinity). Search range: [0,1E4]
DESCRIPTION
Calculates any one parameter of the non-central chi-square distribution
given values for the others.
Formula 26.4.25 of Abramowitz and Stegun, Handbook of Mathemati-
cal Functions (1966) is used to compute the cumulative distribution func-
tion.
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.
The computation time required for this routine is proportional to the
noncentrality parameter (PNONC). Very large values of this parameter
can consume immense computer resources. This is why the search range is
bounded by 10,000.
From DCDFLIB: Library of Fortran Routines for Cumulative Distribution Func-
tions, Inverses, and Other Parameters (February, 1994) Barry W. Brown,
James Lovato and Kathy Russell. The University of Texas.
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