/* nbdtrf.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, nbdtrf(); * * y = nbdtrf( 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: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 1.5e-4 1.9e-5 * */ /* nbdtrcf.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * float p, y, nbdtrcf(); * * y = nbdtrcf( 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: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 5000 1.4e-4 2.0e-5 * */ /* Cephes Math Library Release 2.2: July, 1992 Copyright 1984, 1987 by Stephen L. Moshier Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ #include #ifdef ANSIC float incbetf(float, float, float); #else float incbetf(); #endif float nbdtrcf( int k, int n, float pp ) { float dk, dn, p; p = pp; if( (p < 0.0) || (p > 1.0) ) goto domerr; if( k < 0 ) { domerr: mtherr( "nbdtrf", DOMAIN ); return( 0.0 ); } dk = k+1; dn = n; return( incbetf( dk, dn, 1.0 - p ) ); } float nbdtrf( int k, int n, float pp ) { float dk, dn, p; p = pp; if( (p < 0.0) || (p > 1.0) ) goto domerr; if( k < 0 ) { domerr: mtherr( "nbdtrf", DOMAIN ); return( 0.0 ); } dk = k+1; dn = n; return( incbetf( dn, dk, p ) ); }