Inverse of the cumulative distribution function¶
-
bdtri
(k, n, y)¶ Finds the event probability p such that the sum of the terms 0 through k of the Binomial probability density is equal to the given cumulative probability y.
Parameters:
Description¶
This is accomplished using the inverse beta integral function and the relation:
1 - p = incbi(n - k, k + 1, y)
Accuracy¶
Tested at random points (a, b, p).
a, b | relative error | |||
---|---|---|---|---|
arithmetic | domain | # trials | peak | rms |
For p between 0.001 and 1 | ||||
IEEE | 0, 100 | 100000 | 2.3e-14 | 6.4e-16 |
IEEE | 0, 10000 | 100000 | 6.6e-12 | 1.2e-13 |
For p between 10^-6 and 0.001 | ||||
IEEE | 0, 100 | 100000 | 2.0e-12 | 1.3e-14 |
IEEE | 0, 10000 | 100000 | 1.5e-12 | 3.2e-14 |
See also incbi()
.
Error messages¶
message | condition | value returned |
---|---|---|
bdtri domain | k < 0, n <= k | 0.0 |
x < 0, x > 1 |