Math::CDF 0.1

Math::CDF is a Perl module to generate probabilities and quantiles from several statistical probability functions.

SYNOPSIS

use Math::CDF;

$prob = &Math::CDF::pnorm(1.96);

if( not defined($z = &Math::CDF::qnorm(0.975)) ) { die "qnorm() failed"; }

or

use Math::CDF qw(:all);

$prob = pnorm(1.96);

This module provides a perl interface to the DCDFLIB. See the section on DCDFLIB for more information.

Functions are available for 7 continuous distributions (Beta, Chi-square, F, Gamma, Normal, Poisson and T-distribution) and for two discrete distributions (Binomial and Negative Binomial). Optional non-centrality parameters are available for the Chi-square, F and T-distributions. Cumulative probabilities are available for all 9 distributions and quantile functions are available for the 7 continuous distributions.

All cumulative probability function names begin with the character "p". They give the probability of being less than or equal to the given value [ P(X <= x) ]

All quantile function names begin with the character q. They give a value of x such that P(X <= x) = p where the value of p is provided to the function.

Non-centrality parameters are always the last function argument when available. You do not need to supply the non-centrality parameter in which case it will be assumed to be 0.

All functions will return an undefined value if the function fails (probably due to parameters being out of allowed range) but will not otherwise generate an error message. The user should check for valid output from the Math::CDF functions with the defined() function as demonstrated in the SYNOPSIS section.