Complementary probability integral for Cauchy distribution.
Loading LOADSUB ALL FROM "IGAMMA.HTS"
or LOADSUB FROM "MATHLIB.HTS"
Usage INTEGER N
REAL X,Y
Y=FNQ_chi2(N,X)
Description
FNQ_chi2returns the value of the complementary probability integral of the univariate chi-squared (χ²) probability density function with parametern. This integral,Q(x;n), is defined by the expression
Xis often written asχ²; among other uses, this notation emphasizes the fact that this integral is only less than one for values ofx≥0. AlthoughQis sometimes defined forn< 0, most implementations, including this one, restrictQto being defined forn≥0.
Q(x;n)
Errors
FNQ_chi2causes an HTBasic error if its arguments are not of the types listed in the USAGEsection, above, or ifnis negative.