1 |
@cindex cumulative distribution functions |
@cindex cumulative distribution functions |
2 |
|
|
3 |
This chapter describes functions for evaluating cumulative distribution |
This chapter describes routines for evaluating cumulative distribution |
4 |
functions (CDF) of random variates. The cumulative distribution |
functions and quantile functions, also know as inverse cumulative |
5 |
functions can be computed separately for @math{P(x)}, the lower tail of |
distribution functions. The cumulative distribution functions and their |
6 |
the distribution, and @math{Q(x)}, the upper tail of the distribution, |
inverses can be computed separately for upper and lower tails of the |
7 |
allowing full accuracy to be retained for small results. |
distribution, allowing full accuracy to be retained for small results. |
8 |
|
|
9 |
The functions described in this section are declared in |
The functions described in this section are declared in |
10 |
@file{gsl_cdf.h}. |
@file{gsl_cdf.h}. |
11 |
|
|
12 |
@menu |
@menu |
13 |
* The Gaussian CDF:: |
* The Gaussian CDF:: |
14 |
|
* The Gamma Distribution:: |
15 |
|
* The Chi-squared Distribution:: |
16 |
|
* The Exponential Distribution:: |
17 |
|
* The t-distribution:: |
18 |
|
* The F-distribution:: |
19 |
|
* The Beta Distribution:: |
20 |
* The Gaussian Quantile Function:: |
* The Gaussian Quantile Function:: |
21 |
* The Gamma CDF:: |
* The Gamma CDF:: |
22 |
* CDF Examples:: |
* CDF Examples:: |
26 |
@node The Gaussian CDF |
@node The Gaussian CDF |
27 |
@section The Gaussian Cumulative Distribution Function |
@section The Gaussian Cumulative Distribution Function |
28 |
|
|
29 |
|
|
30 |
|
@node The Gamma Distribution |
31 |
|
@section The Gamma Distribution |
32 |
|
|
33 |
|
|
34 |
|
@node The Chi-squared Distribution |
35 |
|
@section The Chi-squared Distribution |
36 |
|
|
37 |
|
@node The Exponential Distribution |
38 |
|
@section The Exponential Distribution |
39 |
|
|
40 |
|
@node The t-distribution |
41 |
|
@section The t-distribution |
42 |
|
|
43 |
|
@node The F-distribution |
44 |
|
@section The F-distribution |
45 |
|
|
46 |
|
@node The Beta Distribution |
47 |
|
@section The Beta Distribution |
48 |
|
|
49 |
|
|
50 |
|
|
51 |
|
|
52 |
@deftypefun double gsl_cdf_gauss_P (double @var{z}) |
@deftypefun double gsl_cdf_gauss_P (double @var{z}) |
53 |
@deftypefunx double gsl_cdf_gauss_Q (double @var{z}) |
@deftypefunx double gsl_cdf_gauss_Q (double @var{z}) |
54 |
This function computes the probability @math{Pr(Z<x)} for a |
This function computes the probability @math{Pr(Z<x)} for a |