10 May 2013 05:11:31 PM CDFLIB_PRB C++ version Test the CDFLIB library. TEST005 BETA_INC computes the incomplete Beta ratio. BETA_INC_CDF_VALUES looks up some values. X Y A B CDF CDF (Lookup) (Computed) 0.01 0.99 0.5 0.5 0.0637686 0.0637686 0.1 0.9 0.5 0.5 0.204833 0.204833 1 0 0.5 0.5 1 1 0 1 1 0.5 0 0 0.01 0.99 1 0.5 0.0050126 0.00501256 0.1 0.9 1 0.5 0.0513167 0.0513167 0.5 0.5 1 0.5 0.292893 0.292893 0.5 0.5 1 1 0.5 0.5 0.1 0.9 2 2 0.028 0.028 0.2 0.8 2 2 0.104 0.104 0.3 0.7 2 2 0.216 0.216 0.4 0.6 2 2 0.352 0.352 0.5 0.5 2 2 0.5 0.5 0.6 0.4 2 2 0.648 0.648 0.7 0.3 2 2 0.784 0.784 0.8 0.2 2 2 0.896 0.896 0.9 0.1 2 2 0.972 0.972 0.5 0.5 5.5 5 0.436191 0.436191 0.9 0.1 10 0.5 0.151641 0.151641 0.5 0.5 10 5 0.0897827 0.0897827 1 0 10 5 1 1 0.5 0.5 10 10 0.5 0.5 0.8 0.2 20 5 0.459877 0.459877 0.6 0.4 20 10 0.214682 0.214682 0.8 0.2 20 10 0.950736 0.950736 0.5 0.5 20 20 0.5 0.5 0.6 0.4 20 20 0.897941 0.897941 0.7 0.3 30 10 0.22413 0.22413 0.8 0.2 30 10 0.758641 0.758641 0.7 0.3 40 20 0.700178 0.700178 X Y A B 1-CDF CCDF (Lookup) (Computed) 0.01 0.99 0.5 0.5 0.936231 0.936231 0.1 0.9 0.5 0.5 0.795167 0.795167 1 0 0.5 0.5 0 0 0 1 1 0.5 1 1 0.01 0.99 1 0.5 0.994987 0.994987 0.1 0.9 1 0.5 0.948683 0.948683 0.5 0.5 1 0.5 0.707107 0.707107 0.5 0.5 1 1 0.5 0.5 0.1 0.9 2 2 0.972 0.972 0.2 0.8 2 2 0.896 0.896 0.3 0.7 2 2 0.784 0.784 0.4 0.6 2 2 0.648 0.648 0.5 0.5 2 2 0.5 0.5 0.6 0.4 2 2 0.352 0.352 0.7 0.3 2 2 0.216 0.216 0.8 0.2 2 2 0.104 0.104 0.9 0.1 2 2 0.028 0.028 0.5 0.5 5.5 5 0.563809 0.563809 0.9 0.1 10 0.5 0.848359 0.848359 0.5 0.5 10 5 0.910217 0.910217 1 0 10 5 0 0 0.5 0.5 10 10 0.5 0.5 0.8 0.2 20 5 0.540123 0.540123 0.6 0.4 20 10 0.785318 0.785318 0.8 0.2 20 10 0.0492635 0.0492635 0.5 0.5 20 20 0.5 0.5 0.6 0.4 20 20 0.102059 0.102059 0.7 0.3 30 10 0.77587 0.77587 0.8 0.2 30 10 0.241359 0.241359 0.7 0.3 40 20 0.299822 0.299822 TEST01 CDFBET computes one missing parameter from the BETA CDF: BETA_CDF ( (P,Q), (X,Y), A, B ) P Q X Y A B 0.261719 0.738281 0.25 0.75 2 3 0.261719 0.738281 0.25 0.75 2 3 0.261719 0.738281 0.25 0.75 2 3 0.261719 0.738281 0.25 0.75 2 3 TEST02 CDFBIN computes one missing parameter from the Binomial CDF: BINOMIAL_CDF ( (P,Q), S, XN, (PR,OMPR) ) P Q S XN PR OMPR 0.0673472 0.932653 5 8 0.875 0.125 0.067347 0.932653 5 8 0.875 0.125 0.067347 0.932653 5 8 0.875 0.125 0.067347 0.932653 5 8 0.875 0.125 TEST03 CDFCHI computes one missing parameter from the Chi Square CDF: CHI_CDF ( (P,Q), X, DF ) P Q X DF 0.242424 0.757576 5 8 0.242424 0.757576 5 8 0.242424 0.757576 5 8 TEST04 CDFCHN computes one missing parameter from the Chi Square CDF: CHI_Noncentral_CDF ( (P,Q), X, DF, PNONC ) P Q X DF PNONC 0.210747 0.789253 5 8 0.5 0.21104 0.78896 5.00303 8 0.5 0.21104 0.78896 5 7.99622 0.5 0.21104 0.78896 5 8 0.495141 TEST05 CDFF computes one missing parameter from the F CDF: F_CDF ( (P,Q), F, DFN, DFD ) P Q F DFN DFD 0.89351 0.10649 5 8 3 0.89351 0.10649 5 8 3 0.89351 0.10649 5 8.00034 3 0.89351 0.10649 5 8 3 TEST06 CDFFNC computes one missing parameter from the noncentral F CDF: F_noncentral_CDF ( (P,Q), F, DFN, DFD, PNONC ) P Q F DFN DFD PNONC 0.6 0.4 5 8 3 17.648 0.6 0.4 5 8 3 17.648 0.6 0.4 5 8 3 17.648 0.6 0.4 5 8 3 17.648 0.6 0.4 5 8 3 17.648 TEST07 CDFGAM computes one missing parameter from the Gamma CDF: Gamma_CDF ( (P,Q), X, SHAPE, SCALE ) P Q X SHAPE SCALE 0.981998 0.0180022 5 8 3 0.981998 0.018002 5.00001 8 3 0.981998 0.018002 5 7.99999 3 0.981998 0.018002 5 8 3 TEST08 CDFNBN computes one missing parameter from the Negative_Binomial CDF: Negative_BINOMIAL_CDF ( (P,Q), F, S, (PR,OMPR) ) P Q F S PR OMPR 0.988752 0.0112478 3 5 0.875 0.125 0.988752 0.011248 2.99999 5 0.875 0.125 0.988752 0.011248 3 5.00003 0.875 0.125 0.988752 0.011248 3 5 0.874999 0.125001 TEST09 CDFNOR computes one missing parameter from the Normal CDF: Normal_CDF ( (P,Q), X, MEAN, SD ) P Q X MEAN SD 0.0111355 0.988865 3 5 0.875 0.011135 0.988865 2.99999 5 0.875 0.011135 0.988865 3 5.00001 0.875 0.011135 0.988865 3 5 0.874994 TEST10 CDFPOI computes one missing parameter from the Poisson CDF: POISSON_CDF ( (P,Q), S, XLAM ) P Q S XLAM 0.265026 0.734974 3 5 0.265026 0.734974 3 5 0.265026 0.734974 3 5 TEST11 CDFT computes one missing parameter from the T CDF: T_CDF ( (P,Q), T, DF ) P Q T DF 0.98495 0.0150496 3 5 0.98495 0.01505 2.99998 5 0.98495 0.01505 3 4.9999 TEST12 CUMBET computes the Beta CDF and the complementary CDF. BETA_INC_CDF_VALUES looks up some values. X Y A B CDF CDF (Lookup) (Computed) 0.01 0.99 0.5 0.5 0.0637686 0.0637686 0.1 0.9 0.5 0.5 0.204833 0.204833 1 0 0.5 0.5 1 1 0 1 1 0.5 0 0 0.01 0.99 1 0.5 0.0050126 0.00501256 0.1 0.9 1 0.5 0.0513167 0.0513167 0.5 0.5 1 0.5 0.292893 0.292893 0.5 0.5 1 1 0.5 0.5 0.1 0.9 2 2 0.028 0.028 0.2 0.8 2 2 0.104 0.104 0.3 0.7 2 2 0.216 0.216 0.4 0.6 2 2 0.352 0.352 0.5 0.5 2 2 0.5 0.5 0.6 0.4 2 2 0.648 0.648 0.7 0.3 2 2 0.784 0.784 0.8 0.2 2 2 0.896 0.896 0.9 0.1 2 2 0.972 0.972 0.5 0.5 5.5 5 0.436191 0.436191 0.9 0.1 10 0.5 0.151641 0.151641 0.5 0.5 10 5 0.0897827 0.0897827 1 0 10 5 1 1 0.5 0.5 10 10 0.5 0.5 0.8 0.2 20 5 0.459877 0.459877 0.6 0.4 20 10 0.214682 0.214682 0.8 0.2 20 10 0.950736 0.950736 0.5 0.5 20 20 0.5 0.5 0.6 0.4 20 20 0.897941 0.897941 0.7 0.3 30 10 0.22413 0.22413 0.8 0.2 30 10 0.758641 0.758641 0.7 0.3 40 20 0.700178 0.700178 X Y A B 1-CDF CCDF (Lookup) (Computed) 0.01 0.99 0.5 0.5 0.936231 0.936231 0.1 0.9 0.5 0.5 0.795167 0.795167 1 0 0.5 0.5 0 0 0 1 1 0.5 1 1 0.01 0.99 1 0.5 0.994987 0.994987 0.1 0.9 1 0.5 0.948683 0.948683 0.5 0.5 1 0.5 0.707107 0.707107 0.5 0.5 1 1 0.5 0.5 0.1 0.9 2 2 0.972 0.972 0.2 0.8 2 2 0.896 0.896 0.3 0.7 2 2 0.784 0.784 0.4 0.6 2 2 0.648 0.648 0.5 0.5 2 2 0.5 0.5 0.6 0.4 2 2 0.352 0.352 0.7 0.3 2 2 0.216 0.216 0.8 0.2 2 2 0.104 0.104 0.9 0.1 2 2 0.028 0.028 0.5 0.5 5.5 5 0.563809 0.563809 0.9 0.1 10 0.5 0.848359 0.848359 0.5 0.5 10 5 0.910217 0.910217 1 0 10 5 0 0 0.5 0.5 10 10 0.5 0.5 0.8 0.2 20 5 0.540123 0.540123 0.6 0.4 20 10 0.785318 0.785318 0.8 0.2 20 10 0.0492635 0.0492635 0.5 0.5 20 20 0.5 0.5 0.6 0.4 20 20 0.102059 0.102059 0.7 0.3 30 10 0.77587 0.77587 0.8 0.2 30 10 0.241359 0.241359 0.7 0.3 40 20 0.299822 0.299822 TEST13 CUMBIN computes the Binomial CDF and the complementary CDF. BINOMIAL_CDF_VALUES looks up some values. X S Pr CDF CDF (Lookup) (Computed) 0 2 0.05 0.9025 0.9025 1 2 0.05 0.9975 0.9975 2 2 0.05 1 1 0 2 0.5 0.25 0.25 1 2 0.5 0.75 0.75 0 4 0.25 0.3164 0.316406 1 4 0.25 0.7383 0.738281 2 4 0.25 0.9492 0.949219 3 4 0.25 0.9961 0.996094 4 10 0.05 0.9999 0.999936 4 10 0.1 0.9984 0.998365 4 10 0.15 0.9901 0.990126 4 10 0.2 0.9672 0.967207 4 10 0.25 0.9219 0.921873 4 10 0.3 0.8497 0.849732 4 10 0.4 0.6331 0.633103 4 10 0.5 0.377 0.376953 X S Pr 1-CDF CCDF (Lookup) (Computed) 0 2 0.05 0.0975 0.0975 1 2 0.05 0.0025 0.0025 2 2 0.05 0 0 0 2 0.5 0.75 0.75 1 2 0.5 0.25 0.25 0 4 0.25 0.6836 0.683594 1 4 0.25 0.2617 0.261719 2 4 0.25 0.0508 0.0507813 3 4 0.25 0.0039 0.00390625 4 10 0.05 0.0001 6.36898e-05 4 10 0.1 0.0016 0.00163494 4 10 0.15 0.0099 0.00987409 4 10 0.2 0.0328 0.0327935 4 10 0.25 0.0781 0.0781269 4 10 0.3 0.1503 0.150268 4 10 0.4 0.3669 0.366897 4 10 0.5 0.623 0.623047 TEST14 CUMCHI computes the chi square CDF and the complementary CDF. CHI_SQUARE_CDF_VALUES looks up some values. X DF CDF CDF (Lookup) (Computed) 0.01 1 0.0796557 0.0796557 0.01 2 0.00498752 0.00498752 0.02 1 0.112463 0.112463 0.02 2 0.00995017 0.00995017 0.4 1 0.472911 0.472911 0.4 2 0.181269 0.181269 0.4 3 0.0597575 0.0597575 0.4 4 0.0175231 0.0175231 1 1 0.682689 0.682689 1 2 0.393469 0.393469 1 3 0.198748 0.198748 1 4 0.090204 0.090204 1 5 0.0374342 0.0374342 2 3 0.427593 0.427593 3 3 0.608375 0.608375 4 3 0.738536 0.738536 5 3 0.828203 0.828203 6 3 0.88839 0.88839 1 10 0.000172116 0.000172116 2 10 0.00365985 0.00365985 3 10 0.0185759 0.0185759 X DF 1-CDF CCDF (Lookup) (Computed) 0.01 1 0.920344 0.920344 0.01 2 0.995012 0.995012 0.02 1 0.887537 0.887537 0.02 2 0.99005 0.99005 0.4 1 0.527089 0.527089 0.4 2 0.818731 0.818731 0.4 3 0.940242 0.940242 0.4 4 0.982477 0.982477 1 1 0.317311 0.317311 1 2 0.606531 0.606531 1 3 0.801252 0.801252 1 4 0.909796 0.909796 1 5 0.962566 0.962566 2 3 0.572407 0.572407 3 3 0.391625 0.391625 4 3 0.261464 0.261464 5 3 0.171797 0.171797 6 3 0.11161 0.11161 1 10 0.999828 0.999828 2 10 0.99634 0.99634 3 10 0.981424 0.981424 TEST15 CUMCHN computes the cumulative density function for the noncentral chi-squared distribution. CHI_NONCENTRAL_CDF_VALUES looks up some values. DF Lambda X CDF CDF (Lookup) (Computed) 1 0.5 3 0.839944 0.838862 2 0.5 3 0.695906 0.695002 3 0.5 3 0.535088 0.534377 1 1 3 0.764784 0.758978 2 1 3 0.620644 0.615954 3 1 3 0.469167 0.465567 1 5 3 0.307088 0.290826 2 5 3 0.220382 0.207757 3 5 3 0.150025 0.140611 1 20 3 0.00307116 0.00307116 2 20 3 0.00176398 0.00176398 3 20 3 0.000981679 0.000981679 60 30 60 0.0165175 0.0151571 80 30 60 0.000202342 0.000185947 100 30 60 4.98448e-07 4.57054e-07 1 5 0.05 0.0151325 0.0151325 2 5 0.05 0.00209041 0.00209041 3 5 0.05 0.000246502 0.000246502 10 2 4 0.0263684 0.0254898 10 3 4 0.0185798 0.0177646 10 4 4 0.0130574 0.0121897 10 2 5 0.0583804 0.0565062 10 3 5 0.0424978 0.0406737 10 4 5 0.0308214 0.0289369 10 2 6 0.105788 0.102379 10 3 6 0.0794084 0.0757852 10 4 6 0.0593201 0.0559086 DF Lambda X 1-CDF CCDF (Lookup) (Computed) 1 0.5 3 0.160056 0.161138 2 0.5 3 0.304094 0.304998 3 0.5 3 0.464912 0.465623 1 1 3 0.235216 0.241022 2 1 3 0.379356 0.384046 3 1 3 0.530833 0.534433 1 5 3 0.692912 0.709174 2 5 3 0.779618 0.792243 3 5 3 0.849975 0.859389 1 20 3 0.996929 0.996929 2 20 3 0.998236 0.998236 3 20 3 0.999018 0.999018 60 30 60 0.983483 0.984843 80 30 60 0.999798 0.999814 100 30 60 1 1 1 5 0.05 0.984868 0.984867 2 5 0.05 0.99791 0.99791 3 5 0.05 0.999753 0.999753 10 2 4 0.973632 0.97451 10 3 4 0.98142 0.982235 10 4 4 0.986943 0.98781 10 2 5 0.94162 0.943494 10 3 5 0.957502 0.959326 10 4 5 0.969179 0.971063 10 2 6 0.894212 0.897621 10 3 6 0.920592 0.924215 10 4 6 0.94068 0.944091 TEST16 CUMF computes the F CDF and the complementary CDF. F_CDF_VALUES looks up some values. X DFN DFD CDF CDF (Lookup) (Computed) 1 1 1 0.5 0.5 0.528 1 5 0.499971 0.499971 1.89 5 1 0.499603 0.499603 1.69 1 5 0.749699 0.749699 1.6 2 10 0.750466 0.750466 1.47 4 20 0.751416 0.751416 4.06 1 5 0.899987 0.899987 3.05 6 6 0.899713 0.899713 2.09 8 16 0.900285 0.900285 6.61 1 5 0.950025 0.950025 3.71 3 10 0.950057 0.950057 3 6 12 0.950193 0.950193 10.01 1 5 0.975013 0.975013 16.26 1 5 0.990002 0.990002 22.78 1 5 0.994998 0.994998 47.18 1 5 0.999 0.999 1 2 5 0.568799 0.568799 1 3 5 0.535145 0.535145 1 4 5 0.514343 0.514343 1 5 5 0.5 0.5 X DFN DFD 1-CDF CCDF (Lookup) (Computed) 1 1 1 0.5 0.5 0.528 1 5 0.500029 0.500029 1.89 5 1 0.500397 0.500397 1.69 1 5 0.250301 0.250301 1.6 2 10 0.249534 0.249534 1.47 4 20 0.248584 0.248584 4.06 1 5 0.100013 0.100013 3.05 6 6 0.100287 0.100287 2.09 8 16 0.099715 0.0997154 6.61 1 5 0.049975 0.0499751 3.71 3 10 0.049943 0.0499425 3 6 12 0.049807 0.0498074 10.01 1 5 0.024987 0.0249866 16.26 1 5 0.009998 0.00999777 22.78 1 5 0.005002 0.00500222 47.18 1 5 0.001 0.00100004 1 2 5 0.431201 0.431201 1 3 5 0.464855 0.464855 1 4 5 0.485657 0.485657 1 5 5 0.5 0.5 TEST17 CUMFNC computes the noncentral F CDF and the complementary CDF. F_NONCENTRAL_CDF_VALUES looks up some values. X DFN DFD LAMBDA CDF CDF (Lookup) (Computed) 1 1 1 0 0.5 0.5 1 1 5 0 0.636783 0.636783 1 1 5 0.25 0.584092 0.584092 0.5 1 5 1 0.323443 0.323443 1 1 5 1 0.450119 0.450119 2 1 5 1 0.607888 0.607887 3 1 5 1 0.705928 0.705927 4 1 5 1 0.772178 0.772178 5 1 5 1 0.819105 0.819104 1 1 5 2 0.317035 0.317035 1 2 5 1 0.432722 0.432721 1 2 10 1 0.45027 0.450269 1 3 5 1 0.426188 0.426188 1 3 5 2 0.337744 0.337744 1 4 5 1 0.422911 0.422911 2 4 5 1 0.692767 0.692765 1 5 1 0 0.363217 0.363217 1 5 5 1 0.421005 0.421005 1 6 6 1 0.426667 0.426667 1 6 12 1 0.446402 0.446401 2 8 16 1 0.844589 0.844584 2 16 8 1 0.816368 0.816367 X DFN DFD LAMBDA 1-CDF CCDF (Lookup) (Computed) 1 1 1 0 0.5 0.5 1 1 5 0 0.363217 0.363217 1 1 5 0.25 0.415908 0.415908 0.5 1 5 1 0.676557 0.676557 1 1 5 1 0.549881 0.549881 2 1 5 1 0.392112 0.392113 3 1 5 1 0.294072 0.294073 4 1 5 1 0.227822 0.227822 5 1 5 1 0.180895 0.180896 1 1 5 2 0.682965 0.682965 1 2 5 1 0.567278 0.567279 1 2 10 1 0.54973 0.549731 1 3 5 1 0.573812 0.573812 1 3 5 2 0.662256 0.662256 1 4 5 1 0.577089 0.577089 2 4 5 1 0.307233 0.307235 1 5 1 0 0.636783 0.636783 1 5 5 1 0.578995 0.578995 1 6 6 1 0.573333 0.573333 1 6 12 1 0.553598 0.553599 2 8 16 1 0.155411 0.155416 2 16 8 1 0.183632 0.183633 TEST18 CUMGAM computes the Gamma CDF and the complementary CDF. GAMMA_INC_VALUES looks up some values. A X CDF CDF (Lookup) (Computed) 0.1 0.0316228 0.742026 0.742026 0.1 0.316228 0.911975 0.911975 0.1 1.58114 0.989896 0.989896 0.5 0.0707107 0.293128 0.293128 0.5 0.707107 0.765642 0.765642 0.5 3.53553 0.992166 0.992166 1 0.1 0.0951626 0.0951626 1 1 0.632121 0.632121 1 5 0.993262 0.993262 1.1 0.104881 0.0757471 0.0757471 1.1 1.04881 0.607646 0.607646 1.1 5.24404 0.993343 0.993342 2 0.141421 0.0091054 0.00910536 2 1.41421 0.413064 0.413064 2 7.07107 0.993145 0.993145 6 2.44949 0.0387318 0.0387318 6 12.2474 0.982594 0.982594 11 16.5831 0.940427 0.940427 26 25.4951 0.486387 0.486387 41 44.8219 0.735971 0.735971 A X CDF CDF (Lookup) (Computed) 0.1 0.0316228 0.257974 0.257974 0.1 0.316228 0.0880247 0.0880247 0.1 1.58114 0.0101045 0.0101045 0.5 0.0707107 0.706872 0.706872 0.5 0.707107 0.234358 0.234358 0.5 3.53553 0.0078339 0.00783386 1 0.1 0.904837 0.904837 1 1 0.367879 0.367879 1 5 0.0067379 0.00673795 1.1 0.104881 0.924253 0.924253 1.1 1.04881 0.392354 0.392354 1.1 5.24404 0.0066575 0.00665752 2 0.141421 0.990895 0.990895 2 1.41421 0.586936 0.586936 2 7.07107 0.006855 0.00685497 6 2.44949 0.961268 0.961268 6 12.2474 0.0174063 0.0174063 11 16.5831 0.0595733 0.0595733 26 25.4951 0.513613 0.513613 41 44.8219 0.264029 0.264029 TEST19 CUMNBN computes the Negative Binomial CDF and the complementary CDF. NEGATIVE_BINOMIAL_CDF_VALUES looks up some values. F S Pr CDF CDF (Lookup) (Computed) 4 4 0.5 0.6367 0.636719 3 5 0.5 0.3633 0.363281 2 6 0.5 0.1445 0.144531 3 4 0.5 0.5 0.5 2 5 0.5 0.2266 0.226563 1 6 0.5 0.0625 0.0625 2 4 0.5 0.3438 0.34375 1 5 0.5 0.1094 0.109375 0 6 0.5 0.0156 0.015625 2 4 0.4 0.1792 0.1792 1 5 0.4 0.041 0.04096 0 6 0.4 0.0041 0.004096 2 4 0.3 0.0705 0.07047 1 5 0.3 0.0109 0.010935 0 6 0.3 0.0007 0.000729 11 1 0.3 0.9862 0.986159 10 2 0.3 0.915 0.914975 9 3 0.3 0.7472 0.747185 17 1 0.1 0.8499 0.849905 16 2 0.1 0.5497 0.549716 15 3 0.1 0.2662 0.266204 9 1 0.1 0.6513 0.651322 8 2 0.1 0.2639 0.263901 7 3 0.1 0.0702 0.0701908 2 0 0.01 1 1 1 1 0.01 0.0199 0.0199 0 2 0.01 0.0001 0.0001 F S Pr 1-CDF CCDF (Lookup) (Computed) 4 4 0.5 0.3633 0.363281 3 5 0.5 0.6367 0.636719 2 6 0.5 0.8555 0.855469 3 4 0.5 0.5 0.5 2 5 0.5 0.7734 0.773437 1 6 0.5 0.9375 0.9375 2 4 0.5 0.6562 0.65625 1 5 0.5 0.8906 0.890625 0 6 0.5 0.9844 0.984375 2 4 0.4 0.8208 0.8208 1 5 0.4 0.959 0.95904 0 6 0.4 0.9959 0.995904 2 4 0.3 0.9295 0.92953 1 5 0.3 0.9891 0.989065 0 6 0.3 0.9993 0.999271 11 1 0.3 0.0138 0.0138413 10 2 0.3 0.085 0.085025 9 3 0.3 0.2528 0.252815 17 1 0.1 0.1501 0.150095 16 2 0.1 0.4503 0.450284 15 3 0.1 0.7338 0.733796 9 1 0.1 0.3487 0.348678 8 2 0.1 0.7361 0.736099 7 3 0.1 0.9298 0.929809 2 0 0.01 0 0 1 1 0.01 0.9801 0.9801 0 2 0.01 0.9999 0.9999 TEST20 CUMNOR computes the Normal CDF and the complementary CDF. NORMAL_CDF_VALUES looks up some values. X CDF CDF (Lookup) (Computed) 0 0.5 0.5 0.1 0.539828 0.539828 0.2 0.57926 0.57926 0.3 0.617911 0.617911 0.4 0.655422 0.655422 0.5 0.691462 0.691462 0.6 0.725747 0.725747 0.7 0.758036 0.758036 0.8 0.788145 0.788145 0.9 0.81594 0.81594 1 0.841345 0.841345 1.5 0.933193 0.933193 2 0.97725 0.97725 X 1-CDF CCDF (Lookup) (Computed) 0 0.5 0.5 0.1 0.460172 0.460172 0.2 0.42074 0.42074 0.3 0.382089 0.382089 0.4 0.344578 0.344578 0.5 0.308538 0.308538 0.6 0.274253 0.274253 0.7 0.241964 0.241964 0.8 0.211855 0.211855 0.9 0.18406 0.18406 1 0.158655 0.158655 1.5 0.0668072 0.0668072 2 0.0227501 0.0227501 TEST21 CUMPOI computes the Poisson CDF and the complementary CDF. POISSON_CDF_VALUES looks up some values. X LAMBDA CDF CDF (Lookup) (Computed) 0 0.02 0.98 0.980199 0 0.1 0.905 0.904837 1 0.1 0.995 0.995321 0 0.5 0.607 0.606531 1 0.5 0.91 0.909796 2 0.5 0.986 0.985612 0 1 0.368 0.367879 1 1 0.736 0.735759 2 1 0.92 0.919699 3 1 0.981 0.981012 0 2 0.135 0.135335 1 2 0.406 0.406006 2 2 0.677 0.676676 3 2 0.857 0.857123 0 5 0.007 0.00673795 1 5 0.04 0.0404277 2 5 0.125 0.124652 3 5 0.265 0.265026 4 5 0.441 0.440493 5 5 0.616 0.615961 6 5 0.762 0.762183 X LAMBDA 1-CDF CCDF (Lookup) (Computed) 0 0.02 0.02 0.0198013 0 0.1 0.095 0.0951626 1 0.1 0.005 0.00467884 0 0.5 0.393 0.393469 1 0.5 0.09 0.090204 2 0.5 0.014 0.0143877 0 1 0.632 0.632121 1 1 0.264 0.264241 2 1 0.08 0.0803014 3 1 0.019 0.0189882 0 2 0.865 0.864665 1 2 0.594 0.593994 2 2 0.323 0.323324 3 2 0.143 0.142877 0 5 0.993 0.993262 1 5 0.96 0.959572 2 5 0.875 0.875348 3 5 0.735 0.734974 4 5 0.559 0.559507 5 5 0.384 0.384039 6 5 0.238 0.237817 TEST22 CUMT computes the Student T CDF and the complementary CDF. STUDENT_CDF_VALUES looks up some values. X DF CDF CDF (Lookup) (Computed) 0.325 1 0.6 0.600023 0.289 2 0.6 0.600108 0.277 3 0.6 0.600115 0.271 4 0.6 0.6001 0.267 5 0.6 0.599934 0.816 2 0.75 0.749886 0.727 5 0.75 0.750088 2.92 2 0.95 0.95 2.015 5 0.95 0.949997 6.965 2 0.99 0.990001 4.541 3 0.99 0.990002 3.747 4 0.99 0.99 3.365 5 0.99 0.990001 X DF 1-CDF CCDF (Lookup) (Computed) 0.325 1 0.4 0.399977 0.289 2 0.4 0.399892 0.277 3 0.4 0.399885 0.271 4 0.4 0.3999 0.267 5 0.4 0.400066 0.816 2 0.25 0.250114 0.727 5 0.25 0.249912 2.92 2 0.05 0.0499996 2.015 5 0.05 0.0500031 6.965 2 0.01 0.00999877 4.541 3 0.01 0.00999824 3.747 4 0.01 0.00999954 3.365 5 0.01 0.00999924 TEST23 BETA evaluates the Beta function; GAMMA_X evaluates the Gamma function. Argument A = 2.2 Argument B = 3.7 Beta(A,B) = 0.045376 (Expected value = 0.0454 ) Gamma(A)*Gamma(B)/Gamma(A+B) = 0.045376 TEST24 ERROR_F computes the error function ERF; ERROR_FC the complementary error function ERFC. ERF_VALUES looks up some values. X ERF ERF (Lookup) (Computed) 0 0 0 0.1 0.112463 0.112463 0.2 0.222703 0.222703 0.3 0.328627 0.328627 0.4 0.428392 0.428392 0.5 0.5205 0.5205 0.6 0.603856 0.603856 0.7 0.677801 0.677801 0.8 0.742101 0.742101 0.9 0.796908 0.796908 1 0.842701 0.842701 1.1 0.880205 0.880205 1.2 0.910314 0.910314 1.3 0.934008 0.934008 1.4 0.952285 0.952285 1.5 0.966105 0.966105 1.6 0.976348 0.976348 1.7 0.98379 0.98379 1.8 0.989091 0.989091 1.9 0.99279 0.99279 2 0.995322 0.995322 X ERFC ERFC (Lookup) (Computed) 0 1 1 0.1 0.887537 0.887537 0.2 0.777297 0.777297 0.3 0.671373 0.671373 0.4 0.571608 0.571608 0.5 0.4795 0.4795 0.6 0.396144 0.396144 0.7 0.322199 0.322199 0.8 0.257899 0.257899 0.9 0.203092 0.203092 1 0.157299 0.157299 1.1 0.119795 0.119795 1.2 0.089686 0.089686 1.3 0.0659921 0.0659921 1.4 0.0477149 0.0477149 1.5 0.0338949 0.0338949 1.6 0.0236516 0.0236516 1.7 0.0162095 0.0162095 1.8 0.0109095 0.0109095 1.9 0.00720957 0.00720957 2 0.00467774 0.00467773 TEST25 XGAMM computes the Gamma function; GAMMA_VALUES looks up some values. X GAMMA GAMMA (Lookup) (Computed) 0.2 4.59084 4.59084 0.4 2.21816 2.21816 0.6 1.48919 1.48919 0.8 1.16423 1.16423 1 1 1 1.1 0.951351 0.951351 1.2 0.918169 0.918169 1.3 0.897471 0.897471 1.4 0.887264 0.887264 1.5 0.886227 0.886227 1.6 0.893515 0.893515 1.7 0.908639 0.908639 1.8 0.931384 0.931384 1.9 0.961766 0.961766 2 1 1 10 362880 362880 20 1.21645e+17 1.21645e+17 30 8.84176e+30 8.84176e+30 TEST26 GAMMA_INC evaluates the incomplete Gamma ratio; GAMMA_INC_INV inverts it. Parameters: A = 3 X P Q Inverse 0 0 1 0 0.1 0.000154653 0.999845 0.1 0.2 0.00114848 0.998852 0.2 0.3 0.00359949 0.996401 0.3 0.4 0.00792633 0.992074 0.4 0.5 0.0143877 0.985612 0.5 0.6 0.0231153 0.976885 0.6 0.7 0.0341416 0.965858 0.7 0.8 0.0474226 0.952577 0.8 0.9 0.0628569 0.937143 0.9 1 0.0803014 0.919699 1 TEST27 PSI computes the Psi function; PSI_VALUES looks up some values. X PSI PSI (Lookup) (Computed) 1 -0.577216 -0.577216 1.1 -0.423755 -0.423755 1.2 -0.28904 -0.28904 1.3 -0.169191 -0.169191 1.4 -0.0613845 -0.0613845 1.5 -0.03649 0.03649 1.6 0.126047 0.126047 1.7 0.208548 0.208548 1.8 0.284991 0.284991 1.9 0.356184 0.356184 2 0.422784 0.422784 CDFLIB_PRB Normal end of execution. 10 May 2013 05:11:31 PM