/* nbdtr.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * double p, y, nbdtr(); * * y = nbdtr( k, n, p ); * * DESCRIPTION: * * Returns the sum of the terms 0 through k of the negative * binomial distribution: * * k * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=0 * * In a sequence of Bernoulli trials, this is the probability * that k or fewer failures precede the nth success. * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtr( k, n, p ) = incbet( n, k+1, p ). * * The arguments must be positive, with p ranging from 0 to 1. * * ACCURACY: * * Tested at random points (a,b,p), with p between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 100000 1.7e-13 8.8e-15 * See also incbet.c. * */ /* nbdtrc.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * double p, y, nbdtrc(); * * y = nbdtrc( k, n, p ); * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the negative * binomial distribution: * * inf * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * ACCURACY: * * Tested at random points (a,b,p), with p between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 100000 1.7e-13 8.8e-15 * See also incbet.c. */ /* nbdtrc * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * double p, y, nbdtrc(); * * y = nbdtrc( k, n, p ); * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the negative * binomial distribution: * * inf * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * ACCURACY: * * See incbet.c. */ /* nbdtri * * Functional inverse of negative binomial distribution * * * * SYNOPSIS: * * int k, n; * double p, y, nbdtri(); * * p = nbdtri( k, n, y ); * * DESCRIPTION: * * Finds the argument p such that nbdtr(k,n,p) is equal to y. * * ACCURACY: * * Tested at random points (a,b,y), with y between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 100000 1.5e-14 8.5e-16 * See also incbi.c. */ /* Cephes Math Library Release 2.3: March, 1995 Copyright 1984, 1987, 1995 by Stephen L. Moshier */ #include #include "mconf.h" #ifndef ANSIPROT double incbet (), incbi (); #endif double nbdtrc (int k, int n, double p) { double dk, dn; if ((p < 0.0) || (p > 1.0)) goto domerr; if (k < 0) { domerr: mtherr ("nbdtr", MATHERR_DOMAIN); return (0.0); } dk = k + 1; dn = n; return (incbet (dk, dn, 1.0 - p)); } double nbdtr (int k, int n, double p) { double dk, dn; if ((p < 0.0) || (p > 1.0)) goto domerr; if (k < 0) { domerr: mtherr ("nbdtr", MATHERR_DOMAIN); return (0.0); } dk = k + 1; dn = n; return (incbet (dn, dk, p)); } double nbdtri (int k, int n, double p) { double dk, dn, w; if ((p < 0.0) || (p > 1.0)) goto domerr; if (k < 0) { domerr: mtherr ("nbdtri", MATHERR_DOMAIN); return (0.0); } dk = k + 1; dn = n; w = incbi (dn, dk, p); return (w); }