3.5.3.3.2 Chi2inv

Definition:

$xp = chi2inv( p, df)$ computes the inverse of the $\chi^2$ cdf for the corresponding probabilities in $X$ with parameters specified by $\nu$ .

The deviate, $x_p$ , associated with the lower tail probability $p$ of the $\chi^2$ distribution with degrees of freedom is defined as the solution to

$P(X\leq x_p)=p=\frac 1{2^{\nu /2}\Gamma (\nu /2)}\int_0^{x_p}X^{\nu /2-1}e^{X/2}dX$

where

$x_p\geq 0;\nu >0$

Parameters:

$p$ (input, double): the probability, $p$ , from the required $\chi^2$ distribution. $0 \le p<1$
$df$ (input,double): the degrees of freedom, $\nu$ , of the $\chi^2$ distribution, $df>0$ .
$xp$ (output, double): the deviate, $x_p$ .

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Inverse of Cumulative Distribution Functions (INV)

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