+++ /dev/null
-/* cdf/binomial.c
- *
- * Copyright (C) 2004 Free Software Foundation, Inc.
- *
- *
- * This program is free software; you can redistribute it and/or modify
- * it under the terms of the GNU General Public License as published by
- * the Free Software Foundation; either version 2 of the License, or (at
- * your option) any later version.
- *
- * This program is distributed in the hope that it will be useful, but
- * WITHOUT ANY WARRANTY; without even the implied warranty of
- * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
- * General Public License for more details.
- *
- * You should have received a copy of the GNU General Public License
- * along with this program; if not, write to the Free Software
- * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
- */
-
-/*
- * Computes the cumulative distribution function for a binomial
- * random variable. For a binomial random variable X with n trials
- * and success probability p,
- *
- * Pr( X <= k ) = Pr( Y >= p )
- *
- * where Y is a beta random variable with parameters k+1 and n-k.
- *
- * Reference:
- *
- * W. Feller, "An Introduction to Probability and Its
- * Applications," volume 1. Wiley, 1968. Exercise 45, page 173,
- * chapter 6.
- */
-#include <math.h>
-#include <gsl/gsl_math.h>
-#include <gsl/gsl_errno.h>
-#include <gsl/gsl_cdf.h>
-#include "gsl-extras.h"
-
-double
-gslextras_cdf_binomial_P(const long k, const long n, const double p)
-{
- double P;
- double a;
- double b;
-
- if(p > 1.0 || p < 0.0)
- {
- GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
- }
- if ( k >= n )
- {
- P = 1.0;
- }
- else if (k < 0)
- {
- P = 0.0;
- }
- else
- {
- a = (double) k+1;
- b = (double) n - k;
- P = gsl_cdf_beta_Q( p, a, b);
- }
-
- return P;
-}
-double
-gslextras_cdf_binomial_Q(const long k, const long n, const double q)
-{
- double P;
- double a;
- double b;
-
- if(q > 1.0 || q < 0.0)
- {
- GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
- }
- if( k >= n )
- {
- P = 0.0;
- }
- else if ( k < 0 )
- {
- P = 1.0;
- }
- else
- {
- a = (double) k+1;
- b = (double) n - k;
- P = gsl_cdf_beta_P(q, a, b);
- }
-
- return P;
-}
-