NAG fl90 Library

Chapter 20: Statistical Distribution Functions


Chapter Introduction
Module 20.1: nag_normal_dist - Probabilities and deviate for a normal distribution
nag_normal_prob Computes probabilities for various parts of a univariate normal distribution
nag_normal_deviate Computes the deviate associated with a given probability of a standard normal distribution
nag_bivar_normal_prob Computes the lower tail probability for a bivariate normal distribution
nag_mv_normal_prob Computes probabilities for various parts of a multivariate normal distribution
Module 20.2: nag_t_dist - Probabilities and deviate for a Student's t-distribution
nag_t_prob Computes probabilities for various parts of a Student's t-distribution with nu degrees of freedom
nag_t_deviate Computes the deviate associated with a given probability of a Student's t-distribution
Module 20.3: nag_chisq_dist - Probabilities and deviate for a chi-squared distribution
nag_chisq_prob Computes lower or upper tail probability for a chi-squared distribution with nu degrees of freedom
nag_chisq_deviate Computes the deviate associated with a given lower tail probability of a chi-squared distribution with nu degrees of freedom
Module 20.4: nag_f_dist - Probabilities and deviate for an F-distribution
nag_f_prob Computes lower or upper tail probability for an F-distribution with nu1 and nu2 degrees of freedom
nag_f_deviate Computes the deviate associated with a given lower tail probability of an F-distribution with nu1 and nu2 degrees of freedom
Module 20.5: nag_beta_dist - Probabilities and deviate for a beta distribution
nag_beta_prob Computes lower or upper tail probability for a beta distribution with parameters a and b
nag_beta_deviate Computes the deviate associated with a given lower tail probability of a beta distribution with parameters a and b
Module 20.6: nag_gamma_dist - Probabilities and deviate for a gamma distribution
nag_gamma_prob Computes lower or upper tail probability for a gamma distribution with shape parameter a and scale parameter b
nag_gamma_deviate Computes the deviate associated with a given lower tail probability of a gamma distribution with shape parameter a and scale parameter b
Module 20.7: nag_discrete_dist - Probabilities for discrete distributions
nag_binom_prob Computes lower tail, upper tail or point probability for a binomial distribution with parameters n and p
nag_poisson_prob Computes lower tail, upper tail or point probability for a Poisson distribution with parameter lambda
nag_hypergeo_prob Computes lower tail, upper tail or point probability for a hypergeometric distribution with parameters n, l and m


Last modified: new doc September 1999
© The Numerical Algorithms Group Ltd, Oxford UK. 1999