Inverse Chi Square Distribution.Survivor Distribution Function Method
Evaluates the survivor distribution function
(SDF) of this distribution for the specified value.
Definition
Namespace: Numerics.NET.Statistics.Distributions
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C#
The value of the cumulative distribution function for the specified value.
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
public override double SurvivorDistributionFunction(
double x
)
Parameters
- x Double
- A real number.
Return Value
DoubleThe value of the cumulative distribution function for the specified value.
Remarks
The survivor distribution function (SDF) is the complement of the cumulative distribution function (CDF). The function gives the probability that a sample from the distribution will be greater than or equal to the specified value.
This method is particularly useful for calculating upper tail probabilities, as round-off error is avoided.