cumgamma(x,alpha [,upper:T or lower:F]), x and alpha REAL, elements of alpha > 0 |

cumgamma(Val,alpha) computes the probabilities that a gamma random variable with shape parameter alpha would be less than the elements of the vector, matrix, or array Val. When Val and alpha are both not scalars, they must be vectors, matrices, or arrays with the same size and shape which will also be the size and shape of the result. The elements of alpha must be positive. cumgamma(Val,alpha,upper:T) and cumgamma(Val,alpha,lower:F) compute upper tail probabilities. For large Val, this may provide more significant digits than the mathematically equivalent 1 - cumgamma(Val,alpha). cumchi(x,df [,upper:T or lower:F]) is equivalent to cumgamma(x/2,df/2 [,upper:T or lower:F]). Example: Cmd> 1 - cumgamma(13.27, 15.5) # P(x >= 13.27) (1) 0.69507 Cmd> cumgamma(13.27, 15.5, upper:T) # the same (1) 0.69507 See also invgamma(), cumchi(), invchi().

Gary Oehlert 2003-01-15