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MPCHITEST

MPCHITEST

## Author

Craig B. Markwardt, NASA/GSFC Code 662, Greenbelt, MD 20770
craigm@lheamail.gsfc.nasa.gov
UPDATED VERSIONs can be found on my WEB PAGE:
http://cow.physics.wisc.edu/~craigm/idl/idl.html

## Purpose

Compute the probability of a given chi-squared value

## Major Topics

Curve and Surface Fitting, Statistics

## Calling Sequence

PROB = MPCHITEST(CHI, DOF, [/SIGMA, /CLEVEL, /SLEVEL ])

## Description

The function MPCHITEST() computes the probability for a value drawn
from the chi-square distribution to equal or exceed the given value
CHI. This can be used for confidence testing of a measured value
obeying the chi-squared distribution.
P_CHI(X > CHI; DOF) = PROB
In specifying the returned probability level the user has three
choices:
* return the confidence level when the /CLEVEL keyword is passed;
OR
* return the significance level (i.e., 1 - confidence level) when
the /SLEVEL keyword is passed (default); OR
* return the "sigma" of the probability (i.e., compute the
probability based on the normal distribution) when the /SIGMA
keyword is passed.
Note that /SLEVEL, /CLEVEL and /SIGMA are mutually exclusive.

## Inputs

CHI - chi-squared value to be tested.
DOF - scalar or vector number, giving the number of degrees of
freedom in the chi-square distribution.

## Returns

Returns a scalar or vector of probabilities, as described above,
and according to the /SLEVEL, /CLEVEL and /SIGMA keywords.

## Keyword Parameters

SLEVEL - if set, then PROB describes the significance level
(default).
CLEVEL - if set, then PROB describes the confidence level.
SIGMA - if set, then PROB is the number of "sigma" away from the
mean in the normal distribution.

## Examples

print, mpchitest(1300d,1252d)
Print the probability for a chi-squared value with 1252 degrees of
freedom to exceed a value of 1300, as a confidence level.

## References

Algorithms taken from CEPHES special function library, by Stephen
Moshier. (http://www.netlib.org/cephes/)

## Modification History

Completed, 1999, CM
Documented, 16 Nov 2001, CM
Reduced obtrusiveness of common block and math error handling, 18
Nov 2001, CM
Convert to IDL 5 array syntax (!), 16 Jul 2006, CM
Move STRICTARR compile option inside each function/procedure, 9 Oct 2006
Add usage message, 24 Nov 2006, CM
Really add usage message, with /CONTINUE, 23 Sep 2009, CM

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