function prob = ChiSqrCumulative(X2,v) % prob = ChiSqrCumulative(X2,v) % % Computes the chi-squared probability function. ChiSqrCumulative(X2,v) % returns P(X2|v), the probability of observing a chi-squared value <= X2 % with v degrees of freedom. This is the probability that the sum of % squares of v unit-variance normally-distributed random variables is <= % X2. X2 and v may be matrices of the same size size, or either may be a % scalar. % % e.g., ChiSqrCumulative(5.99,2) returns 0.9500, verifying the 95% % confidence bound for 2 degrees of freedom. This is also cross-checked in, % e.g., Abramowitz & Stegun Table 26.8 % % References: Press et al., Numerical Recipes, Cambridge, 1986; % Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972. % % Peter R. Shaw, Woods Hole Oceanographic Institution % Woods Hole, MA 02543 % (508) 457-2000 ext. 2473 pshaw@aqua.whoi.edu % March, 1990 % % Computed using the Incomplete Gamma function, as given by % Press et al. (Recipes) eq. (6.2.17) % 9/28/00 dhb Updated call to gamma to an explicit call to gammainc to match % newer Matlab conventions. % 7/24/04 awi Cosmetic. Changed Contents.m where this was named % "ChiSquareCumulative" not ChiSqrCumulative prob = gammainc(X2/2,v/2);