g01fcf

g01fcf © Numerical Algorithms Group, 2002.

Purpose

2 G01FCF Computes deviates for the chi distribution

Synopsis

[fun_value,ifail] = g01fcf(p,df<,ifail>)

Description

 
 The deviate, x , associated with the lower tail probability p of 
               p                                                 
          2                                                     
 the (chi)  distribution with (nu) degrees of freedom is defined 
 as the solution to:
 
                                         x                   
                                          p                  
                            1            /  -X/2 v/2-1       
 P(X<=x :(nu))=p= ---------------------- | e    X     dX,
       p           (nu)/2                /                   
                  2      (Gamma)((nu)/2) 0                   
    
                                        0<=x <infty ; (nu)>0.
                                            p

Parameters

g01fcf

Required Input Arguments:

p                                     real
df                                    real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer