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

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

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

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

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

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

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

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

On entry: ifail must be set to $0$, $\mathrm{-1}$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.

A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $\mathrm{-1}$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $\mathrm{-1}$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ 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 $=\frac{lm(n-l)(n-m)}{n^2(n-1)}$ 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