📄 nbdtrl.c
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/* nbdtrl.c * * Negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrl(); * * y = nbdtrl( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms 0 through k of the negative * binomial distribution: * * k * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=0 * * In a sequence of Bernoulli trials, this is the probability * that k or fewer failures precede the nth success. * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtr( k, n, p ) = incbet( n, k+1, p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * Tested at random points (k,n,p) with k and n between 1 and 10,000 * and p between 0 and 1. * * arithmetic domain # trials peak rms * Absolute error: * IEEE 0,10000 10000 9.8e-15 2.1e-16 * *//* nbdtrcl.c * * Complemented negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtrcl(); * * y = nbdtrcl( k, n, p ); * * * * DESCRIPTION: * * Returns the sum of the terms k+1 to infinity of the negative * binomial distribution: * * inf * -- ( n+j-1 ) n j * > ( ) p (1-p) * -- ( j ) * j=k+1 * * The terms are not computed individually; instead the incomplete * beta integral is employed, according to the formula * * y = nbdtrc( k, n, p ) = incbet( k+1, n, 1-p ). * * The arguments must be positive, with p ranging from 0 to 1. * * * * ACCURACY: * * See incbetl.c. * *//* nbdtril * * Functional inverse of negative binomial distribution * * * * SYNOPSIS: * * int k, n; * long double p, y, nbdtril(); * * p = nbdtril( k, n, y ); * * * * DESCRIPTION: * * Finds the argument p such that nbdtr(k,n,p) is equal to y. * * ACCURACY: * * Tested at random points (a,b,y), with y between 0 and 1. * * a,b Relative error: * arithmetic domain # trials peak rms * IEEE 0,100 * See also incbil.c. *//*Cephes Math Library Release 2.3: January,1995Copyright 1984, 1995 by Stephen L. Moshier*/#include <math.h>#ifdef ANSIPROTextern long double incbetl ( long double, long double, long double );extern long double powl ( long double, long double );extern long double incbil ( long double, long double, long double );#elselong double incbetl(), powl(), incbil();#endiflong double nbdtrcl( k, n, p )int k, n;long double p;{long double dk, dn;if( (p < 0.0L) || (p > 1.0L) ) goto domerr;if( k < 0 ) {domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); }dn = n;if( k == 0 ) return( 1.0L - powl( p, dn ) );dk = k+1;return( incbetl( dk, dn, 1.0L - p ) );}long double nbdtrl( k, n, p )int k, n;long double p;{long double dk, dn;if( (p < 0.0L) || (p > 1.0L) ) goto domerr;if( k < 0 ) {domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); }dn = n;if( k == 0 ) return( powl( p, dn ) );dk = k+1;return( incbetl( dn, dk, p ) );}long double nbdtril( k, n, p )int k, n;long double p;{long double dk, dn, w;if( (p < 0.0L) || (p > 1.0L) ) goto domerr;if( k < 0 ) {domerr: mtherr( "nbdtrl", DOMAIN ); return( 0.0L ); }dk = k+1;dn = n;w = incbil( dn, dk, p );return( w );}
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