g01eff
g01eff
© Numerical Algorithms Group, 2002.
Purpose
G01EFF Computes probabilities for the gamma distribution
Synopsis
[fun_value,ifail] = g01eff(tail,g,a,b<,ifail>)
Description
The lower tail probabilty for the gamma distribution with
parameters (alpha) and (beta), P(G<=g), is defined by:
1
P(G<=g;(alpha),(beta))= -----------------------------
(alpha)
(beta) (Gamma)((alpha))
g
/ (alpha)-1 -G/(beta)
|G e dG , (alpha)>0.0 , (beta)>0.0
/
0
Parameters
g01eff
Required Input Arguments:
tail (1) string
g real
a real
b real
Optional Input Arguments: <Default>
ifail integer -1
Output Arguments:
ifail integer