asa091

asa091, a Python 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 a Python version.

Related Data and Programs:

prob, a Python code which evaluates and inverts many probability distibutions.

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

Author:

Original FORTRAN77 version by Donald Best and DE Roberts; Python 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:

• asa091.py, the source code.
• asa091.sh, runs all the tests.
• asa091.txt, the output file.