asa091

asa091, an Octave 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 computer code and data files described and made available on this web page are 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

normal, an Octave code which samples the normal distribution.

prob, an Octave code which evaluates and inverts many probability distibutions.

test_values, an Octave code which contains sample values for a number of distributions.

uniform, an Octave code 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:

• alnorm.m computes the CDF of the standard normal distribution.
• gammad.m computes the Incomplete Gamma Integral
• ppchi2.m evaluates the percentage points of the Chi-squared PDF.
• ppnd.m inverts the normal CDF.