asa091

asa091, a Fortran77 code which computes the percentage points of the Chi-Squared probability distribution, by Best and Roberts.

This is a version of Applied Statistics Algorithm 91.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

asa091 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa091_test

DCDFLIB, a Fortran90 library which evaluates and inverts a number of statistical distributions.

NORMAL, a Fortran77 library which samples the normal distribution.

PROB, a Fortran90 library which evaluates and inverts many probability distibutions.

TEST_VALUES, a Fortran77 library which contains sample values for a number of distributions.

UNIFORM, a Fortran77 library which samples the uniform distribution.

Author:

Original Fortran77 version by Donald Best and DE Roberts; This 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:

Last revised on 21 August 2023.