Cumulative distribution function

chdtr(k, x)

Returns the area under the left hand tail (from 0 to x) of the Chi square probability density function with k degrees of freedom.

Parameters:
  • k (int) – degrees of freedom
  • x (float) – positive Chi square variable

Description

\[P(x~|~k) = \frac{1}{\Gamma (k/2)} \int_{0}^{x/2} t^{k/2-1} e^{-t} dt\]

The incomplete gamma integral is used according to the formula:

chdtr(k, x) = igam(k/2, x/2)

The arguments must both be positive.

Accuracy

See igam() for accuracy.

Error messages

message condition value returned
chdtr domain x < 0 or v < 1 0

Reference: http://www.netlib.org/cephes/doubldoc.html#chdtr