ASA091
Percentage Points of the Chi-Squared Probability Density Function


ASA091 is a FORTRAN90 library which computes the percentage points of the Chi-Squared probability density function, by Best and Roberts.

ASA091 is Applied Statistics Algorithm 91.

Languages:

ASA091 is available in a C version and a C++ version and a FORTRAN77 version and a FORTRAN90 version and a MATLAB version.

Related Data and Programs:

DCDFLIB, a FORTRAN90 library which evaluates and inverts a number of statistical distributions.

GSL, a C++ library which includes many routines for evaluating probability distributions.

NORMAL, a FORTRAN90 library which samples the normal distribution.

PROB, a FORTRAN90 library which evaluates and inverts many probability distibutions.

TEST_VALUES, a FORTRAN90 library which contains sample values for a number of distributions.

UNIFORM, a FORTRAN90 library which samples the uniform distribution.

Author:

Original FORTRAN77 version by Donald Best and DE Roberts; FORTRAN90 version by John Burkardt.

Reference:

  1. Donald Best, DE Roberts,
    Algorithm AS 91: The Percentage Points of the Chi-Squared Distribution,
    Applied Statistics,
    Volume 24, Number 3, 1975, pages 385-390.
  2. William Cody, Kenneth Hillstrom,
    Chebyshev Approximations for the Natural Logarithm of the Gamma Function,
    Mathematics of Computation,
    Volume 21, Number 98, April 1967, pages 198-203.
  3. John Hart, Ward Cheney, Charles Lawson, Hans Maehly, Charles Mesztenyi, John Rice, Henry Thacher, Christoph Witzgall,
    Computer Approximations,
    Wiley, 1968,
    LC: QA297.C64.
  4. BL Shea,
    Algorithm AS 239: Chi-squared and Incomplete Gamma Integral,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 466-473.
  5. Michael Wichura,
    Algorithm AS 241: The Percentage Points of the Normal Distribution,
    Applied Statistics,
    Volume 37, Number 3, 1988, pages 477-484.

Source Code:

Examples and Tests:

List of Routines:

You can go up one level to the FORTRAN90 source codes.


Last revised on 24 January 2008.