Probabilities::InverseChiSquareCDF Function

double InverseChiSquareCDF(double x, int Nu);

Inverse Chi-Square cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleFunction domain, real value. Valid (non-NaN) only for x>0.
2NuintDefines distribution degrees of freedom, positive integer (Nu>0).

Returns: 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.

See Also: Probabilities::InverseChiSquarePDF, Probabilities::InverseChiSquareCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler