Complementary probability integral for Cauchy distribution.
Loading LOADSUB ALL FROM "CAUCHY.HTS"
or LOADSUB FROM "MATHLIB.HTS"
Usage REAL X,A,B,Y
Y=FNQ_cauchy(A,B,X)
Description
FNQ_cauchyreturns the value of the complementary integral of the Cauchy probability density function with parametersaandb. This integral,Q(x;a,b), is defined by the expression
which reduces to
Bmust be greater than zero.
Q(x;0,b)
Errors
FNQ_cauchycauses an HTBasic error if its arguments are not all of type REAL or ifbis negative or zero.