chiinv

Evaluates the inverse chi-squared distribution function.

Prototype

	function chiinv (
		p   : numeric,  
		df  : numeric   
	)

	return_val  :  numeric

Arguments

A multi-dimensional array or scalar value equal to the integral of the chi-square distribution. [0<p<1]

A multi-dimensional array of the same size as p equal to the degrees of freedom of the chi-square distribution. (0, +infinity)

Return value

A multi-dimensional array of the same size as p. The return value is double if p is double, and a float array otherwise.

Description

Evaluates the inverse chi-squared distribution function by calculating the upper integration of the non-central chi-square distribution. This gives the same answers as IMSL's chiin function.

See Also

cdfchi_x is identical to chiinv. It exists to provide consistency with the other CDF functions.

Examples

Example 1

begin
  p  = 0.99
  df = 2.
  x  = chiinv (p,df)       ; or cdfchi_x (p,df)
  print ("p="+p+"   df="+df+"   x="+x)

  df = 64.
  x  = chiinv (p,df)       ; or cdfchi_x (p,df)
  print ("p="+p+"   df="+df+"   x="+x)

end

The result is:

(0)     p=0.99   df=2    x= 9.21034
(0)     p=0.99   df=64   x=93.2169