3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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
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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., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_sf_gamma.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
26 /* The chisq distribution has the form
28 p(x) dx = (1/(2*Gamma(nu/2))) (x/2)^(nu/2 - 1) exp(-x/2) dx
30 for x = 0 ... +infty */
33 gsl_ran_chisq (const gsl_rng * r, const double nu)
35 double chisq = 2 * gsl_ran_gamma (r, nu / 2, 1.0);
40 gsl_ran_chisq_pdf (const double x, const double nu)
49 double lngamma = gsl_sf_lngamma (nu / 2);
51 p = exp ((nu / 2 - 1) * log (x/2) - x/2 - lngamma) / 2;