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Diffstat (limited to 'gsl-1.9/cdf/poisson.c')
-rw-r--r-- | gsl-1.9/cdf/poisson.c | 84 |
1 files changed, 84 insertions, 0 deletions
diff --git a/gsl-1.9/cdf/poisson.c b/gsl-1.9/cdf/poisson.c new file mode 100644 index 0000000..cab0450 --- /dev/null +++ b/gsl-1.9/cdf/poisson.c @@ -0,0 +1,84 @@ +/* cdf/poisson.c + * + * Copyright (C) 2004 Jason H. Stover. + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA. + */ + +/* + * Computes the cumulative distribution function for a Poisson + * random variable. For a Poisson random variable X with parameter + * mu, + * + * Pr( X <= k ) = Pr( Y >= p ) + * + * where Y is a gamma random variable with parameters k+1 and 1. + * + * Reference: + * + * W. Feller, "An Introduction to Probability and Its + * Applications," volume 1. Wiley, 1968. Exercise 46, page 173, + * chapter 6. + */ + +#include <config.h> +#include <math.h> +#include <gsl/gsl_math.h> +#include <gsl/gsl_errno.h> +#include <gsl/gsl_cdf.h> + +#include "error.h" + +/* + * Pr (X <= k) for a Poisson random variable X. + */ + +double +gsl_cdf_poisson_P (const unsigned int k, const double mu) +{ + double P; + double a; + + if (mu <= 0.0) + { + CDF_ERROR ("mu <= 0", GSL_EDOM); + } + + a = (double) k + 1.0; + P = gsl_cdf_gamma_Q (mu, a, 1.0); + + return P; +} + +/* + * Pr ( X > k ) for a Possion random variable X. + */ + +double +gsl_cdf_poisson_Q (const unsigned int k, const double mu) +{ + double Q; + double a; + + if (mu <= 0.0) + { + CDF_ERROR ("mu <= 0", GSL_EDOM); + } + + a = (double) k + 1.0; + Q = gsl_cdf_gamma_P (mu, a, 1.0); + + return Q; +} |