/* 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 <config.h>
#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);
}
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