Double InverseChiSquareCDF(Double x, Int32 Nu)
Inverse Chi-Square cumulative distribution function (CDF).
| # | Name | Description |
|---|---|---|
| 1 | x | Function domain, real value. Valid (non-NaN) only for x>0. |
| 2 | Nu | Defines distribution degrees of freedom, positive integer (Nu>0). |
Returns: Double - the inverse chi-square (definition 1) CDF, evaluated at x for integer parameter Nu. Returns NaN if Nu<=0 or x<=0.
Remarks:
The CDF equals the regularized upper incomplete gamma function evaluated at 1/(2x):
CDF(x | nu) = Q(nu/2, 1/2x) = (Gamma(nu/2, 1/2x))/(Gamma(nu/2)) , x > 0 .
It is monotone non-decreasing, with CDF tending to 0 as x tends to 0+ and to 1 as x tends to +infinity. Returns NaN for x<=0 or Nu<=0.