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PEIP (version 1.7)

chi2inv: Inverse Chi-Sq

Description

Inverse Chi-Sq

Usage

chi2inv(x, n)

Arguments

x
probability that Chi^2 random variable is less than or equal to x (scalar).
n
degrees of freedom(scalar)

Value

  • corresponding value of x for given probability.

Details

Computes the inverse Chi^2 distribution corresponding to a given probability that a Chi^2 random variable with the given degrees of freedom is less than or equal to x. Uses chi2cdf.m.

References

Aster, R.C., C.H. Thurber, and B. Borchers, Parameter Estimation and Inverse Problems, Elsevier Academic Press, Amsterdam, 2005.

See Also

chi, chi2cdf