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Distributions.ChiSquaredIsf

The x with P(X > x) = p: the inverse of ChiSquaredSf.

public static double ChiSquaredIsf(double p, double df)

Parameters — p is a probability in [0, 1]; 0 answers +∞ and 1 answers 0. df is the degrees of freedom, which must be positive and finite.

Returns — scipy.stats.chi2.isf(p, df).

Exceptions — ArgumentOutOfRangeException when p is outside [0, 1], NaN included, or when df is not positive. A df of 5e-324, whose half is not a double, is refused too (#1690).

Example — the 5% critical value of a test on four degrees of freedom.

using Lodestar.Stats;

double critical = Distributions.ChiSquaredIsf(0.05, 4.0);   // => 9.487729…

Remarks — The mirror of ChiSquaredQuantile, inverting the upper tail directly so a small p keeps its digits.

Applies to — net10.0, netstandard2.0.

See also — Distributions.ChiSquaredQuantile, Distributions.ChiSquaredSf.