1: $x$ – double scalar: The argument $λ$ of the function.
2: $rcomm (322)$ – double array: This must be the same argument rcomm as returned by a previous call to nag_stat_init_vavilov (g01zu).

Optional Input Parameters

None.

Output Parameters

1: $result$ – double scalar: The result of the function.
2: $ifail$ – int64int32nag_int scalar: $ifail = 0$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:

$ifail = 1$: Either the initialization function has not been called prior to the first call of this function or a communication array has become corrupted.

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.

$ifail = - 999$: Dynamic memory allocation failed.

Accuracy

At least five significant digits are usually correct.

Further Comments

nag_stat_prob_vavilov (g01eu) can be called repeatedly with different values of

λ

provided that the values of

κ

and

β^{2}

remain unchanged between calls. Otherwise, nag_stat_init_vavilov (g01zu) must be called again. This is illustrated in Example.

Example

This example evaluates

Φ_{V} (λ; κ, β^{2})

λ = 0.1

κ = 2.5

and

β^{2} = 0.7

, and prints the results.

Open in the MATLAB editor: g01eu_example

function g01eu_example


fprintf('g01eu example results\n\n');

% Vavilov distribution function
rkappa = 2.5;
beta2 = 0.7;
mode = int64(1);
x = 0.1;

[xl, xu, work, ifail] = g01zu( ...
			       rkappa, beta2, mode);

[p, ifail] = g01eu(x, work);

fprintf('Phi_v(%5.1f;%5.1f,%6.2f) = %7.4f\n',x,rkappa,beta2,p);

g01eu example results

Phi_v(  0.1;  2.5,  0.70) =  0.9998

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox