uclibc-ng/libm/ldouble/nbdtrl.c

/*							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,1995
Copyright 1984, 1995 by Stephen L. Moshier
*/

#include <math.h>
#ifdef ANSIPROT
extern 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 );
#else
long double incbetl(), powl(), incbil();
#endif

long 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 );
}