/* cdf/binomial.c
*
* Copyright (C) 2004 Free Software Foundation, Inc.
* Written by Jason H. Stover.
*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or (at
* your option) any later version.
*
* This program is distributed in the hope that it will be useful, but
* WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
*/
/*
* Computes the cumulative distribution function for a binomial
* random variable. For a binomial random variable X with n trials
* and success probability p,
*
* Pr( X <= k ) = Pr( Y >= p )
*
* where Y is a beta random variable with parameters k+1 and n-k.
*
* Reference:
*
* W. Feller, "An Introduction to Probability and Its
* Applications," volume 1. Wiley, 1968. Exercise 45, page 173,
* chapter 6.
*/
#include <config.h>
#include <math.h>
#include <gsl/gsl_math.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_cdf.h>
#include "gsl-extras.h"
double
gslextras_cdf_binomial_P(const long k, const long n, const double p)
{
double P;
double a;
double b;
if(p > 1.0 || p < 0.0)
{
GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
}
if ( k >= n )
{
P = 1.0;
}
else if (k < 0)
{
P = 0.0;
}
else
{
a = (double) k+1;
b = (double) n - k;
P = gsl_cdf_beta_Q( p, a, b);
}
return P;
}
double
gslextras_cdf_binomial_Q(const long k, const long n, const double q)
{
double P;
double a;
double b;
if(q > 1.0 || q < 0.0)
{
GSLEXTRAS_CDF_ERROR("p < 0 or p > 1",GSL_EDOM);
}
if( k >= n )
{
P = 0.0;
}
else if ( k < 0 )
{
P = 1.0;
}
else
{
a = (double) k+1;
b = (double) n - k;
P = gsl_cdf_beta_P(q, a, b);
}
return P;
}
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