Probabilities.ChiSquarePDF Method

Overload List

#SignatureDescription
1void ChiSquarePDF(TDenseMtxVec X, Int32 Nu, TDenseMtxVec Res)Chi-Squared PDF (vectorized).
2Double ChiSquarePDF(Double x, Int32 Nu)Chi-squared probability density function (PDF).

Overload 1: void ChiSquarePDF(TDenseMtxVec X, Int32 Nu, TDenseMtxVec Res)

Chi-Squared PDF (vectorized).

#NameDescription
1XDefines distribution domain, real vector or matrix with positive values.
2NuDefines distribution degrees of freedom. Nu must be a positive integer value.
3ResAfter calculation stores the PDF calculated from X, m and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: Double ChiSquarePDF(Double x, Int32 Nu)

Chi-squared probability density function (PDF).

#NameDescription
1xFunction domain, real value >= 0.
2NuDegrees of freedom, integer > 0.

Returns: Double - the chi-squared probability density function (PDF) at x with Nu degrees of freedom. Returns NAN when Nu <= 0.

Remarks:

Computes the chi-squared PDF

PDF(x|nu)=(x^((nu-2)/2)* exp(-x/2))/(2^(nu/2)*Gamma (nu /2))

where nu (Nu) is the degrees of freedom and Gamma is the Dew.Math.Units.Math387.Gamma function. The chi-squared distribution is the special case of the Dew.Math.Units.Probabilities.GammaPDF distribution with shape nu/2 and scale 2 (the implementation computes it as GammaPDF(x, Nu/2, 2)). Domain: x >= 0, integer nu > 0. If nu <= 0 the result is NAN. A scalar form (this one) and a vectorized Dew.Math.TDenseMtxVec overload are provided.

See Also: Probabilities.ChiSquareCDF, Probabilities.ChiSquareCDFInv