3 * Copyright (C) 2004 Jason H. Stover.
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA.
21 * Computes the cumulative distribution function for a Poisson
22 * random variable. For a Poisson random variable X with parameter
25 * Pr( X <= k ) = Pr( Y >= p )
27 * where Y is a gamma random variable with parameters k+1 and 1.
31 * W. Feller, "An Introduction to Probability and Its
32 * Applications," volume 1. Wiley, 1968. Exercise 46, page 173,
38 #include <gsl/gsl_math.h>
39 #include <gsl/gsl_errno.h>
40 #include <gsl/gsl_cdf.h>
45 * Pr (X <= k) for a Poisson random variable X.
49 gsl_cdf_poisson_P (const unsigned int k, const double mu)
56 CDF_ERROR ("mu <= 0", GSL_EDOM);
60 P = gsl_cdf_gamma_Q (mu, a, 1.0);
66 * Pr ( X > k ) for a Possion random variable X.
70 gsl_cdf_poisson_Q (const unsigned int k, const double mu)
77 CDF_ERROR ("mu <= 0", GSL_EDOM);
81 Q = gsl_cdf_gamma_P (mu, a, 1.0);