- WinBUGS & mathematical functions.
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Robert,
" The formula for the percent point function of the chi-square distribution does not exist in a simple closed form. It is computed numerically."
See http://www.itl.nist.gov/div898/handbook/eda/section3/eda3666.htm
My stat books were of no help here simply assuming that you have the numeric values.
-Doug Danforth
Campbell, Robert D (SELEX) (UK Edinburgh) wrote:
By coincidence Bugs is being mentioned on the
mailing list, and I am doing some statistics (not my strong point).
Can someone point me to a reference that explains how to
compute the percentile points of the Chi^2 cumulative distribution
function?
I am currently using a numerical root finder (LibSolve) to invert
the incomplete gamma function ratio (LibGamma), but suspect that there
must be a much better way.
Apologies for troubling people with what is not really a BlackBox
question.
Regards
Robert
SELEX Sensors and Airborne Systems Limited
Registered Office: Sigma House, Christopher Martin Road, Basildon, Essex SS14 3EL
A company registered in England & Wales. Company no. 02426132
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