Q_gauss

Complementary probability integral for Cauchy distribution.

Loading LOADSUB ALL FROM "ERF.HTS"

or LOADSUB FROM "MATHLIB.HTS"

Usage REAL X,M,S,Y

Y=FNQ_gauss(M,S,X)

Description

FNQ_gauss returns the value of the complementary integral of the Gaussian, or normal, probability density function of mean m and standard deviation s (represented below by σ) at x. The integral, Q(x;m,σ), is defined by the expression

Q is defined for all values of x and m and for positive values of .

Q(x;0,σ)

Errors

FNQ_gauss causes an HTBasic error if its arguments are not all of type REAL or if the value of S is negative or zero.

See Also

F_gauss, P_gauss