G101: Inverse of Chi-Square Distribution

Author(s): K.S. Kölbig Library: MATHLIB
Submitter: Submitted: 15.10.1976
Language: Fortran Revised: 15.03.1993

Function subprogram CHISIN calculates tex2html_wrap_inline85 for a given probability tex2html_wrap_inline87 and a given degree of freedom N, where

displaymath91

and tex2html_wrap_inline93 and tex2html_wrap_inline95 .

Structure:

FUNCTION subprogram
User Entry Name: CHISIN
Files Referenced: Unit 6
External References: GAUSIN, MTLMTR, ABEND

Usage:

In any arithmetic expression,

CHISIN(P,N) has the value tex2html_wrap_inline97 ,

where CHISIN and P are of type REAL, and N is of type INTEGER.

Method:

The method is described in Ref. 1. Note that there the complementary integral is taken.

Accuracy:

Approximately three to six digits are correct. The case N = 3 is the least accurate.

Error handling:

Error G101.1: tex2html_wrap_inline101 or tex2html_wrap_inline103 .
Error G101.2: tex2html_wrap_inline105 .
In both cases, the function value is set equal to zero, and a message is written on Unit 6, unless subroutine MTLSET (N002) has been called.

This subprogram is based on an Algol60 procedure published in Ref. 1.

References:

  1. R.B. Goldstein, Algorithm 451, Chi-Square Quantiles, Collected Algorithms from CACM (1972)
tex2html_wrap_inline107

Michel Goossens Wed Jun 5 06:03:58 METDST 1996