The lower tail probability for the
, or variance-ratio, distribution with
and
degrees of freedom,
, is defined by:
for
,
,
.
The probability is computed by means of a transformation to a beta distribution,
:
and using a call to
nag_prob_beta_dist (g01eec).
For very large values of both
and
, greater than
, a normal approximation is used. If only one of
or
is greater than
then a
approximation is used, see
Abramowitz and Stegun (1972).
The input arrays to this function are designed to allow maximum flexibility in the supply of vector arguments by re-using elements of any arrays that are shorter than the total number of evaluations required. See
Section 2.6 in the g01 Chapter Introduction for further information.
- 1:
– IntegerInput
-
On entry: the length of the array
tail.
Constraint:
.
- 2:
– const Nag_TailProbabilityInput
-
On entry: indicates whether the lower or upper tail probabilities are required. For
, for
:
- The lower tail probability is returned, i.e., .
- The upper tail probability is returned, i.e., .
Constraint:
or , for .
- 3:
– IntegerInput
-
On entry: the length of the array
f.
Constraint:
.
- 4:
– const doubleInput
-
On entry: , the value of the variate with , .
Constraint:
, for .
- 5:
– IntegerInput
-
On entry: the length of the array
df1.
Constraint:
.
- 6:
– const doubleInput
-
On entry: , the degrees of freedom of the numerator variance with , .
Constraint:
, for .
- 7:
– IntegerInput
-
On entry: the length of the array
df2.
Constraint:
.
- 8:
– const doubleInput
-
On entry: , the degrees of freedom of the denominator variance with , .
Constraint:
, for .
- 9:
– doubleOutput
-
Note: the dimension,
dim, of the array
p
must be at least
.
On exit: , the probabilities for the -distribution.
- 10:
– IntegerOutput
-
Note: the dimension,
dim, of the array
ivalid
must be at least
.
On exit:
indicates any errors with the input arguments, with
- No error.
-
On entry, | invalid value supplied in tail when calculating . |
-
-
On entry, | , |
or | . |
- The solution has failed to converge. The result returned should represent an approximation to the solution.
- 11:
– NagError *Input/Output
-
The NAG error argument (see
Section 3.7 in How to Use the NAG Library and its Documentation).
The result should be accurate to five significant digits.
For higher accuracy
nag_prob_beta_vector (g01sec) can be used along with the transformations given in
Section 3.