/* nbdtrl.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrl(); * * y = nbdtrl( 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: * * Tested at random points (k,n,p) with k and n between 1 and 10,000 * and p between 0 and 1. * * arithmetic domain # trials peak rms * Absolute error: * IEEE 0,10000 10000 9.8e-15 2.1e-16 * */ /* nbdtrcl.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrcl(); * * y = nbdtrcl( 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: * * See incbetl.c. * */ /* nbdtril * * Functional inverse of negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtril(); * * p = nbdtril( k, n, y ); * * * * DESCRIPTION: * * Finds the argument p such that nbdtr(k,n,p) is equal to y. * * ACCURACY: * * Tested at random points (a,b,y), with y between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 * See also incbil.c. */ /* Cephes Math Library Release 2.3: January,1995 Copyright 1984, 1995 by Stephen L. Moshier */ #include #ifdef ANSIPROT extern long double incbetl ( long double, long double, long double ); extern long double powl ( long double, long double ); extern long double incbil ( long double, long double, long double ); #else long double incbetl(), powl(), incbil(); #endif long double nbdtrcl( k, n, p ) int k, n; long double p; { long double dk, dn; if( (p < 0.0L) || (p > 1.0L) ) goto domerr; if( k < 0 ) { domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); } dn = n; if( k == 0 ) return( 1.0L - powl( p, dn ) ); dk = k+1; return( incbetl( dk, dn, 1.0L - p ) ); } long double nbdtrl( k, n, p ) int k, n; long double p; { long double dk, dn; if( (p < 0.0L) || (p > 1.0L) ) goto domerr; if( k < 0 ) { domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); } dn = n; if( k == 0 ) return( powl( p, dn ) ); dk = k+1; return( incbetl( dn, dk, p ) ); } long double nbdtril( k, n, p ) int k, n; long double p; { long double dk, dn, w; if( (p < 0.0L) || (p > 1.0L) ) goto domerr; if( k < 0 ) { domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); } dk = k+1; dn = n; w = incbil( dn, dk, p ); return( w ); }