binomialCDF - fabiankindermann/ce-fortran GitHub Wiki

function binomialCDF(k, n, p)

Calculates the cumulative distribution function

of the binomial distribution with draws and a probability to draw a value of .

• integer :: k
  The point where to evaluate the cumulative distribution function of the binomial distribution.
• integer :: n
  The number of independent draws. Note that this input parameter can not be negative.
• real*8 :: p
  The probability that a value of is drawn in each experiment. Note that this input parameter needs to be in the interval .

• real*8 :: binomialCDF
  The value of the cumulative distribution function at k.

• For further reading refer to:
  • Toral, R. & Colet, P. (2014). Stochastic Numerical Methods: An Introduction for Students and Scientists. Weinheim: Wiley.
• This routine is used in the following programs:
  • prog02_15.f90