Stats distributions chisquaredcdf - CyrilB1531/lodestar GitHub Wiki

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Distributions.ChiSquaredCdf

The chi-squared lower tail: P(X ≤ x).

public static double ChiSquaredCdf(double x, double df)

Parameters — x is the statistic; below zero the tail is zero, and NaN answers NaN. df is the degrees of freedom, which must be positive and finite.

Returns — scipy.stats.chi2.cdf(x, df).

Exceptions — ArgumentOutOfRangeException when df is not positive, NaN included. A df of 5e-324, whose half is not a double, is refused too (#1690).

Example — the mass below the 5% critical value on one degree of freedom.

using Lodestar.Stats;

double below = Distributions.ChiSquaredCdf(3.84, 1.0);   // => 0.949956…

Remarks — The regularized lower incomplete gamma P(k/2, x/2), evaluated on its own side.

Applies to — net10.0, netstandard2.0.

See also — Distributions.ChiSquaredSf, Distributions.ChiSquaredQuantile.