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