IMSL C Stat Library
Chapter 11: Probability Distribution Functions and Inverses
Functions
Discrete Random Variables: Distribution Functions and Probability Functions
Distribution Functions
Binomial distribution function, binomial_cdf
Binomial probability function, binomial_pdf
Discrete geometric cumulative distribution function, geometric_cdf
Inverse of the discrete geometric cumulative
distribution function , geometric_inverse_cdf
Discrete geometric probability density function, geometric_pdf
Hypergeometric distribution function, hypergeometric_cdf
Hypergeometric probability function, hypergeometric_pdf
Poisson distribution function, poisson_cdf
Poisson probability function, poisson_pdf
Discrete uniform cumulative distribution function, discrete_uniform_cdf
Inverse of the discrete uniform cumulative
distribution function , discrete_uniform_inverse_cdf
Discrete uniform probability density function, discrete_uniform_pdf
Continuous Random Variables
Distribution Functions and their Inverses
Beta distribution function, beta_cdf
Inverse beta distribution function, beta_inverse_cdf
Noncentral beta cumulative distribution
function (CDF) , non_central_beta_cdf
Inverse of the noncentral beta CDF, non_central_beta_inverse_cdf
Noncentral beta probability density function (PDF), non_central_beta_pdf
Bivariate normal distribution function, bivariate_normal_cdf
Chi-squared distribution function, chi_squared_cdf
Inverse chi-squared distribution function, chi_squared_inverse_cdf
Calculates the complement of the chi-squared
distribution, complementary_chi_squared_cdf
Noncentral chi-squared distribution function, non_central_chi_sq
Inverse of the noncentral chi-squared distribution function, non_central_chi_sq_inv
Noncentral chi-squared probability
density function (PDF) , non_central_chi_sq_pdf
Exponential cumulative distribution function, exponential_cdf
Inverse of the exponential cumulative
distribution function , exponential_inverse_cdf
Exponential probability density function, exponential_pdf
F distribution function , F_cdf
Inverse F distribution function , F_inverse_cdf
Calculates the complement of the F distribution
function, complementary_F_cdf
Noncentral F probability density
function (PDF) , non_central_F_pdf
Noncentral F cumulative distribution
function (CDF) , non_central_F_cdf
Calculates the complement of the noncentral
F CDF, complementary_non_central_F_cdf
Inverse of the noncentral F distribution function, non_central_F_inverse_cdf
Gamma distribution function, gamma_cdf
Inverse gamma distribution function, gamma_inverse_cdf
Lognormal cumulative distribution function, lognormal_cdf
Inverse of the lognormal cumulative distribution function, lognormal_inverse_cdf
Lognormal probability density function, lognormal_pdf
Normal (Gaussian) distribution function, normal_cdf
Multivariate normal distribution function, multivariate_normal_cdf
Inverse normal distribution function, normal_inverse_cdf
Student’s t distribution function , t_cdf
Inverse Student’s t distribution function , t_inverse_cdf
Calculates the complement of the Student’s t
distribution, complementary_t_cdf
Noncentral Student’s t distribution function , non_central_t_cdf
Inverse of the noncentral Student’s t distribution function , non_central_t_inv_cdf
Pareto cumulative probability distribution function, pareto_cdf
Pareto probability density function, pareto_pdf
Parameter Estimation
Maximum likelihood estimation for univariate
probability distributions, max_likelihood_estimates