(35S) Statistical Distributions Functions

[Dieter]

(11-05-2015 02:16 PM)PedroLeiva Wrote:  I think you are right, at list only P(x) and Q(x) for Fisher distribution, for the rest, its ok to keep PDF calculation. Always is importan to have "x" value from probability (inverse)

I am still working on it.
Here is a list of what the current version can do:

Normal distribution:

• PDF
• lower and upper CDFs P(x) resp. Q(x)
• two-sided symmetric CDF A(x) and its complement B(x)
• quantile function x(p)
  

Student's t distribution:

• PDF
• lower and upper CDFs P(t) resp. Q(t)
• two-sided symmetric CDF A(t) and its complement B(t)
• quantile function t(p)
  

Chi² distribution:

• PDF
• lower and upper CDFs P(c) resp. Q(c)
• quantile function c(p)
  

Fisher's F distribution:

• PDF
• lower and upper CDFs P(F) resp. Q(F)
• quantile function not yet implemented
  

In addition, some internal special functions can be used as well:

• Euler's Beta function B(a,b)
• Regularized Incomplete Beta functions Ix(a,b) and 1–Ix(a,b)
• Regularized Incomplete Gamma functions P(a,x) and Q(a,x)
  

The distribution results are stored in registers A...D, so the user can easily adjust the values that are returned in Y and X.

I just don't know when and if this will ever get finished. ;-)

Dieter