CINV Function


Returns a quantile from the chi-squared distribution

Category: Quantile

Syntax

CINV ( p , df < ,nc >)

Arguments

p

  • is a numeric probability.

  • Range: p <1

df

  • is a numeric degrees of freedom parameter.

  • Range: df > 0

nc

  • is a numeric noncentrality parameter.

  • Range: nc

Details

The CINV function returns the p th quantile from the chi-square distribution with degrees of freedom df and a noncentrality parameter nc . The probability that an observation from a chi-square distribution is less than or equal to the returned quantile is p . This function accepts a noninteger degrees of freedom parameter df .

If the optional parameter nc is not specified or has the value 0, the quantile from the central chi-square distribution is returned. The noncentrality parameter nc is defined such that if X is a normal random variable with mean µ and variance 1, X 2 has a noncentral chi-square distribution with df =1 and nc = µ 2 .

CAUTION:

  • For large values of nc , the algorithm could fail; in that case, a missing value is returned.

    Note: CINV is the inverse of the PROBCHI function.

Examples

The first statement following shows how to find the 95 th percentile from a central chi-square distribution with 3 degrees of freedom. The second statement shows how to find the 95 th percentile from a noncentral chi-square distribution with 3.5 degrees of freedom and a noncentrality parameter equal to 4.5.

SAS Statements

Results

q1=cinv(.95,3);

7.8147279033

a2=cinv(.95,3.5,4.5);

7.504582117




SAS 9.1 Language Reference Dictionary, Volumes 1, 2 and 3
SAS 9.1 Language Reference Dictionary, Volumes 1, 2 and 3
ISBN: N/A
EAN: N/A
Year: 2004
Pages: 704

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