ichi2cdf

ichi2cdf

The ichi2cdf function calculates the inverse chi-squared cumulative distribution function (CDF).

Synopsis

ichi2cdf(p,k)

Summary

The inverse chi-squared CDF returns the inverse of the chi-squared CDF with degrees of freedom k for the corresponding probability p.

Example

To calculate the inverse chi-squared distribution for a system consisting of numbers 1–10 with degree of freedom 5, do the following:

 

  1. Create a 1-dimensional array called system_array of size 10 and a double attribute called system, and fill it with values 1–10.

    AFL% store(build(<system:double>[i=0:9], double(i+1)), system_array);
  2. Apply the direct chi2cdf to the system attribute and store the result in target_array:

    AFL% store(apply(system_array, direct, chi2cdf(system, 5)), target_array);

     

    The output is:

     

    {i} system,direct {0} 1,0.0374342 {1} 2,0.150855 {2} 3,0.300014 {3} 4,0.450584 {4} 5,0.58412 {5} 6,0.693781 {6} 7,0.77936 {7} 8,0.843764 {8} 9,0.890936 {9} 10,0.924765

     

     

     

  3. Apply the ichi2cdf function to the attribute direct:

    AFL% apply(target_array, inverse, ichi2cdf(direct, 5.0));


    The output is:

    {i} system,direct,inverse {0} 1,0.0374342,1 {1} 2,0.150855,2 {2} 3,0.300014,3 {3} 4,0.450584,4 {4} 5,0.58412,5 {5} 6,0.693781,6 {6} 7,0.77936,7 {7} 8,0.843764,8 {8} 9,0.890936,9 {9} 10,0.924765,10

    Note that the new attribute inverse is equal to the original system attribute.

  4. Remove the example arrays:

    AFL% remove(system_array); remove(target_array);