NAG FL Interface
g01bjf (prob_​binomial)

1 Purpose

g01bjf returns the lower tail, upper tail and point probabilities associated with a binomial distribution.

2 Specification

Fortran Interface
Subroutine g01bjf ( n, p, k, plek, pgtk, peqk, ifail)
Integer, Intent (In) :: n, k
Integer, Intent (Inout) :: ifail
Real (Kind=nag_wp), Intent (In) :: p
Real (Kind=nag_wp), Intent (Out) :: plek, pgtk, peqk
C Header Interface
#include <nag.h>
void  g01bjf_ (const Integer *n, const double *p, const Integer *k, double *plek, double *pgtk, double *peqk, Integer *ifail)
The routine may be called by the names g01bjf or nagf_stat_prob_binomial.

3 Description

Let X denote a random variable having a binomial distribution with parameters n and p (n0 and 0<p<1). Then
ProbX=k= n k pk1-pn-k,  k=0,1,,n.  
The mean of the distribution is np and the variance is np1-p.
g01bjf computes for given n, p and k the probabilities:
plek=ProbXk pgtk=ProbX>k peqk=ProbX=k .  
The method is similar to the method for the Poisson distribution described in Knüsel (1986).

4 References

Knüsel L (1986) Computation of the chi-square and Poisson distribution SIAM J. Sci. Statist. Comput. 7 1022–1036

5 Arguments

1: n Integer Input
On entry: the parameter n of the binomial distribution.
Constraint: n0.
2: p Real (Kind=nag_wp) Input
On entry: the parameter p of the binomial distribution.
Constraint: 0.0<p<1.0.
3: k Integer Input
On entry: the integer k which defines the required probabilities.
Constraint: 0kn.
4: plek Real (Kind=nag_wp) Output
On exit: the lower tail probability, ProbXk.
5: pgtk Real (Kind=nag_wp) Output
On exit: the upper tail probability, ProbX>k.
6: peqk Real (Kind=nag_wp) Output
On exit: the point probability, ProbX=k.
7: ifail Integer Input/Output
On entry: ifail must be set to 0, -1 or 1. If you are unfamiliar with this argument you should refer to Section 4 in the Introduction to the NAG Library FL Interface for details.
For environments where it might be inappropriate to halt program execution when an error is detected, the value -1 or 1 is recommended. If the output of error messages is undesirable, then the value 1 is recommended. Otherwise, if you are not familiar with this argument, the recommended value is 0. When the value -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry ifail=0 or -1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
ifail=1
On entry, n=value.
Constraint: n0.
ifail=2
On entry, p=value.
Constraint: p<1.0.
On entry, p=value.
Constraint: p>0.0.
ifail=3
On entry, k=value.
Constraint: k0.
On entry, k=value and n=value.
Constraint: kn.
ifail=4
On entry, n is too large to be represented exactly as a double precision number.
ifail=5
On entry, the variance = np 1-p exceeds 106.
ifail=-99
An unexpected error has been triggered by this routine. Please contact NAG.
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
ifail=-399
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
ifail=-999
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

Results are correct to a relative accuracy of at least 10-6 on machines with a precision of 9 or more decimal digits, and to a relative accuracy of at least 10-3 on machines of lower precision (provided that the results do not underflow to zero).

8 Parallelism and Performance

g01bjf is not threaded in any implementation.

9 Further Comments

The time taken by g01bjf depends on the variance (=np1-p) and on k. For given variance, the time is greatest when knp (=the mean), and is then approximately proportional to the square-root of the variance.

10 Example

This example reads values of n and p from a data file until end-of-file is reached, and prints the corresponding probabilities.

10.1 Program Text

Program Text (g01bjfe.f90)

10.2 Program Data

Program Data (g01bjfe.d)

10.3 Program Results

Program Results (g01bjfe.r)