Chapter 20: Statistical Distribution Functions

 Chapter Introduction Module 20.1: nag_normal_dist - Probabilities and Deviate for a Normal Distribution nag_normal_prob Computes probabilities for various parts of a univariate Normal distribution nag_normal_deviate Computes the deviate associated with a given probability of a standard Normal distribution nag_bivar_normal_prob Computes the lower tail probability for a bivariate Normal distribution nag_mv_normal_prob Computes probabilities for various parts of a multivariate Normal distribution Examples Module 20.2: nag_t_dist - Probabilities and Deviate for a Student's t-distribution nag_t_prob Computes probabilities for various parts of a Student's t-distribution with ν degrees of freedom nag_t_deviate Computes the deviate associated with a given probability of a Student's t-distribution Examples Module 20.3: nag_chisq_dist - Probabilities and Deviate for a χ2 Distribution nag_chisq_prob Computes lower or upper tail probability for a χ2 distribution with ν degrees of freedom nag_chisq_deviate Computes the deviate associated with a given lower tail probability of a χ2 distribution with ν degrees of freedom Examples Module 20.4: nag_f_dist - Probabilities and Deviate for an F-distribution nag_f_prob Computes lower or upper tail probability for an F-distribution with ν1 and ν2 degrees of freedom nag_f_deviate Computes the deviate associated with a given lower tail probability of an F-distribution with ν1 and ν2 degrees of freedom Examples Module 20.5: nag_beta_dist - Probabilities and Deviate for a Beta Distribution nag_beta_prob Computes lower or upper tail probability for a beta distribution with parameters a and b nag_beta_deviate Computes the deviate associated with a given lower tail probability of a beta distribution with parameters a and b Examples Module 20.6: nag_gamma_dist - Probabilities and Deviate for a Gamma Distribution nag_gamma_prob Computes lower or upper tail probability for a gamma distribution with shape parameter a and scale parameter b nag_gamma_deviate Computes the deviate associated with a given lower tail probability of a gamma distribution with shape parameter a and scale parameter b Examples Module 20.7: nag_discrete_dist - Probabilities for Discrete Distributions nag_binom_prob Computes lower tail, upper tail or point probability for a binomial distribution with parameters n and p nag_poisson_prob Computes lower tail, upper tail or point probability for a Poisson distribution with parameter λ nag_hypergeo_prob Computes lower tail, upper tail or point probability for a hypergeometric distribution with parameters n, l and m Examples