NAG FL Interface
g01blf (prob_​hypergeom)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

On entry: the parameter $n$ of the hypergeometric distribution.

Constraint: $\mathbf{n}\ge 0$.

2: $\mathbf{l}$ – Integer Input

On entry: the parameter $l$ of the hypergeometric distribution.

Constraint: $0\le \mathbf{l}\le \mathbf{n}$.

3: $\mathbf{m}$ – Integer Input

On entry: the parameter $m$ of the hypergeometric distribution.

Constraint: $0\le \mathbf{m}\le \mathbf{n}$.

4: $\mathbf{k}$ – Integer Input

On entry: the integer $k$ which defines the required probabilities.

Constraint: $\max \left(0,\mathbf{l}-\left(\mathbf{n}-\mathbf{m}\right)\right)\le \mathbf{k}\le \min \left(\mathbf{l},\mathbf{m}\right)$.

5: $\mathbf{plek}$ – Real (Kind=nag_wp) Output

On exit: the lower tail probability, $\mathrm{Prob}\left\{X\le k\right\}$.

6: $\mathbf{pgtk}$ – Real (Kind=nag_wp) Output

On exit: the upper tail probability, $\mathrm{Prob}\left\{X>k\right\}$.

7: $\mathbf{peqk}$ – Real (Kind=nag_wp) Output

On exit: the point probability, $\mathrm{Prob}\left\{X=k\right\}$.

8: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1\text{ or }1$. 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 $-1\text{ or }1$ 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 $-\mathbf{1}\text{ or }\mathbf{1}$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

$\mathbf{ifail}=1$

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

$\mathbf{ifail}=2$

On entry, $\mathbf{l}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{l}\ge 0$.

On entry, $\mathbf{l}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{l}\le \mathbf{n}$.

$\mathbf{ifail}=3$

On entry, $\mathbf{m}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{m}\ge 0$.

On entry, $\mathbf{m}=〈\mathit{\text{value}}〉$ and $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{m}\le \mathbf{n}$.

$\mathbf{ifail}=4$

On entry, $\mathbf{k}=〈\mathit{\text{value}}〉$, $\mathbf{l}=〈\mathit{\text{value}}〉$, $\mathbf{m}=〈\mathit{\text{value}}〉$ and $\mathbf{l}+\mathbf{m}-\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{k}\ge \mathbf{l}+\mathbf{m}-\mathbf{n}$.

On entry, $\mathbf{k}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{k}\ge 0$.

On entry, $\mathbf{k}=〈\mathit{\text{value}}〉$ and $\mathbf{l}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{k}\le \mathbf{l}$.

On entry, $\mathbf{k}=〈\mathit{\text{value}}〉$ and $\mathbf{m}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{k}\le \mathbf{m}$.

$\mathbf{ifail}=5$

On entry, n is too large to be represented exactly as a double precision number.

$\mathbf{ifail}=6$

On entry, the variance $=\frac{lm\left(n-l\right)\left(n-m\right)}{n^2\left(n-1\right)}$ exceeds ${10}^6$.

$\mathbf{ifail}=-99$

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.

$\mathbf{ifail}=-399$

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.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results