Inverse of the survival function

chdtri(k, y)

Finds the Chi-square argument x such that the integral from x to infinity of the Chi-square density is equal to the given cumulative probability y.

Parameters:
  • k (int) – degrees of freedom
  • y (float) – cumulative probability

Description

This is accomplished using the inverse gamma integral function and the relation:

x/2 = igami(k/2, y)

Accuracy

See igami() for accuracy.

Error messages

message condition value returned
chdtri domain y < 0 or y > 1 0
k < 1

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