CdfChi Method |
Namespace: Imsl.Stat
Method Cdf.Chi evaluates the distribution function, F, of a chi-squared random variable with df degrees of freedom, that is, with , and ,
where is the gamma function. The value of the distribution function at the point x is the probability that the random variable takes a value less than or equal to x.For , Cdf.Chi uses the Wilson-Hilferty approximation (Abramowitz and Stegun 1964, equation 26.4.17) to the normal distribution, and method Cdf.Normal is used to evaluate the normal distribution function.
For , Cdf.Chi uses series expansions to evaluate the distribution function. If , Cdf.Chi uses the series 6.5.29 in Abramowitz and Stegun (1964), otherwise, it uses the asymptotic expansion 6.5.32 in Abramowitz and Stegun.
For greater right tail accuracy, see Cdf.ComplementaryChi.