/* bdtrf.c * * Binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, bdtrf(); * * y = bdtrf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms 0 through k of the Binomial * probability density: * * k * -- ( n ) j n-j * > ( ) p (1-p) * -- ( j ) * j=0 * * The terms are not summed directly; instead the incomplete * beta integral is employed, according to the formula * * y = bdtr( k, n, p ) = incbet( n-k, k+1, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error (p varies from 0 to 1): * arithmetic domain # trials peak rms * IEEE 0,100 2000 6.9e-5 1.1e-5 * * ERROR MESSAGES: * * message condition value returned * bdtrf domain k < 0 0.0 * n < k * x < 0, x > 1 * */ /* bdtrcf() * * Complemented binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, bdtrcf(); * * y = bdtrcf( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 through n of the Binomial * probability density: * * n * -- ( n ) j n-j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not summed directly; instead the incomplete * beta integral is employed, according to the formula * * y = bdtrc( k, n, p ) = incbet( k+1, n-k, p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Relative error (p varies from 0 to 1): * arithmetic domain # trials peak rms * IEEE 0,100 2000 6.0e-5 1.2e-5 * * ERROR MESSAGES: * * message condition value returned * bdtrcf domain x<0, x>1, n 1 * */ /* bdtr() */ /* Cephes Math Library Release 2.2: July, 1992 Copyright 1984, 1987, 1992 by Stephen L. Moshier Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ #include #ifdef ANSIC float incbetf(float, float, float), powf(float, float); float incbif( float, float, float ); #else float incbetf(), powf(), incbif(); #endif float bdtrcf( int k, int n, float pp ) { float p, dk, dn; p = pp; if( (p < 0.0) || (p > 1.0) ) goto domerr; if( k < 0 ) return( 1.0 ); if( n < k ) { domerr: mtherr( "bdtrcf", DOMAIN ); return( 0.0 ); } if( k == n ) return( 0.0 ); dn = n - k; if( k == 0 ) { dk = 1.0 - powf( 1.0-p, dn ); } else { dk = k + 1; dk = incbetf( dk, dn, p ); } return( dk ); } float bdtrf( int k, int n, float pp ) { float p, dk, dn; p = pp; if( (p < 0.0) || (p > 1.0) ) goto domerr; if( (k < 0) || (n < k) ) { domerr: mtherr( "bdtrf", DOMAIN ); return( 0.0 ); } if( k == n ) return( 1.0 ); dn = n - k; if( k == 0 ) { dk = powf( 1.0-p, dn ); } else { dk = k + 1; dk = incbetf( dn, dk, 1.0 - p ); } return( dk ); } float bdtrif( int k, int n, float yy ) { float y, dk, dn, p; y = yy; if( (y < 0.0) || (y > 1.0) ) goto domerr; if( (k < 0) || (n <= k) ) { domerr: mtherr( "bdtrif", DOMAIN ); return( 0.0 ); } dn = n - k; if( k == 0 ) { p = 1.0 - powf( y, 1.0/dn ); } else { dk = k + 1; p = 1.0 - incbif( dn, dk, y ); } return( p ); }