| private static inverseDistributionLeftTail ( double df, double p ) : double | ||
| df | double | |
| p | double | |
| return | double | |
private static double inverseDistributionLeftTail(double df, double p)
{
if (p > 0.25 && p < 0.75)
{
if (p == 0.5)
return 0;
double u = 1.0 - 2.0 * p;
double z = Beta.IncompleteInverse(0.5, 0.5 * df, Math.Abs(u));
double t = Math.Sqrt(df * z / (1.0 - z));
if (p < 0.5)
t = -t;
return t;
}
else
{
int rflg = -1;
if (p >= 0.5)
{
p = 1.0 - p;
rflg = 1;
}
double z = Beta.IncompleteInverse(0.5 * df, 0.5, 2.0 * p);
if ((Double.MaxValue * z) < df)
return rflg * Double.MaxValue;
double t = Math.Sqrt(df / z - df);
return rflg * t;
}
}
