Maxima Function
quantile_chi2 (q,n)
Returns the q-quantile of a Chi-square random variable Chi^2(n), with n>0; in other words, this is the inverse of cdf_chi2
. Argument q must be an element of [0,1].
This function has no closed form and it is numerically computed if the global variable numer
equals true
, otherwise it returns a nominal expression based on the gamma quantile function, since the Chi^2(n) random variable is equivalent to the Gamma(n/2,2).
(%i1) load (distrib)$ (%i2) quantile_chi2(0.99,9); (%o2) 21.66599433346194 (%i3) quantile_chi2(0.99,n); n (%o3) quantile_gamma(0.99, -, 2) 2