Chapter 17: Probability Distribution Functions and Inverses

Routines

Discrete Random Variables: Cumulative Distribution Functions and Probability Density Functions

Binomial cumulative distribution function.................................................................. BINDF

Binomial probability density function....................................................................... BINPR

Geometric cumulative distribution function............................................................. GEODF

Inverse of the Geometric cumulative distribution function........................................... GEOIN

Geometric probability density function................................................................... GEOPR

Hypergeometric cumulative distribution function...................................................... HYPDF

Hypergeometric probability density function............................................................ HYPPR

Poisson cumulative distribution function.................................................................. POIDF

Poisson probability density function........................................................................ POIPR

Discrete uniform cumulative distribution function..................................................... UNDDF

Inverse of the discrete uniform cumulative
distribution function............................................................................................... UNDIN

Discrete uniform probablility density function.......................................................... UNDPR

Continuous Random Variables: Distribution Functions and
Their Inverses

Kolmogorov-Smirnov one-sided
statistic cumulative distribution function................................................................ AKS1DF

Kolmogorov-Smirnov two-sided
statistic cumulative distribution function................................................................ AKS2DF

Lognormal cumulative distribution function.............................................................. ALNDF

Inverse of the lognormal cumulative distribution function............................................. ALNIN

Lognormal probability density function.................................................................... ALNPR

Normal (Gaussian) cumulative distribution function............................................... ANORDF

Inverse of the normal cumulative distribution function.............................................. ANORIN

Normal (Gaussian) probability density function..................................................... ANORPR

Beta cumulative distribution function....................................................................... BETDF

Inverse of the beta cumulative distribution function.................................................... BETIN

Beta probability density function............................................................................ BETPR

Noncentral beta cumulative distribution function.................................................... BETNDF

Inverse of the noncentral beta cumulative
distribution function..............................................................................................
BETNIN

Noncentral beta probability density function.......................................................... BETNPR

Bivariate normal cumulative distribution function...................................................... BNRDF

Chi-squared cumulative distribution function............................................................. CHIDF

Inverse of the chi-squared cumulative distribution function........................................... CHIIN

Chi-squared probability density function................................................................... CHIPR

Noncentral chi-squared cumulative distribution function............................................ CSNDF

Inverse of the noncentral chi-squared
cumulative distribution function............................................................................... CSNIN

Noncentral chi-squared probability density function ................................................ CSNPR

Exponential cumulative distribution function............................................................ EXPDF

Inverse of the exponential cumulative
distribution function................................................................................................ EXPIN

Exponential probability density function.................................................................. EXPPR

Extreme value cumulative distribution function......................................................... EXVDF

Inverse of the Extreme value cumulative
distribution function................................................................................................ EXVIN

Extreme value probability density function.............................................................. EXVPR

F cumulative distribution function................................................................................ FDF

Inverse of the F cumulative distribution function............................................................. FIN

F probability density function..................................................................................... FPR

Noncentral F cumulative distribution function............................................................. FNDF

Inverse of the noncentral F cumulative
distribution function..................................................................................................
FNIN

Noncentral F probability density function.................................................................. FNPR

Gamma cumulative distribution function................................................................. GAMDF

Inverse of the gamma cumulative distribution function............................................... GAMIN

Gamma probability density function...................................................................... GAMPR

Rayleigh’s cumulative distribution function.............................................................. RALDF

Inverse of Rayleigh’s cumulative distribution function................................................. RALIN

Raleigh probability density function........................................................................ RALPR

Student’s t cumulative distribution function.................................................................. TDF

Inverse of the Student’s t cumulative distribution function............................................... TIN

Student’s t probability density function........................................................................ TPR

Noncentral Student’s t cumulative distribution function............................................... TNDF

Inverse of the noncentral Student’s t cumulative
distribution function.................................................................................................. TNIN

Noncentral Student's t probability density function..................................................... TNPR

Uniform cumulative distribution function.................................................................... UNDF

Inverse of the uniform cumulative distribution function.................................................. UNIN

Uniform probability density function.......................................................................... UNPR

Weibull cumulative distribution function.................................................................. WBLDF

Inverse of the Weibull cumulative distribution function............................................... WBLIN

Weibull probability density function....................................................................... WBLPR

General Continuous Random Variables

Distribution function given ordinates of density.......................................................... GCDF

Inverse of distribution function given ordinates of density............................................. GCIN

Inverse of distribution function given subprogram....................................................... GFNIN

Parameter Estimation

Maximum likelihood estimation for univariate
probability distributions............................................................................................. MLE



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