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FNChygeinv

FNChygeinv computes the inverse of the Fisher non central hypergeometric cumulative distribution function (cdf)

Syntax

  • x=FNChygeinv(p,M,K,n,odds)example
  • x=FNChygeinv(p,M,K,n,odds, accuracy)example

Description

example

x =FNChygeinv(p, M, K, n, odds) Compute the inverse of Fisher non central hypergeometric distribution.

example

x =FNChygeinv(p, M, K, n, odds, accuracy) Compute quantiles 0.1, 0.2, ..., 0.9 from nverse of Fisher non central hypergeometric distribution.

Examples

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  • Compute the inverse of Fisher non central hypergeometric distribution.
  • . M = total number of balls;

    M=80; 
    n=10; % number of balls taken
    odds=3; % Prob. of red balls vs other color balls
    K=50; % Number of red balls in the urn
    % Compute quantile 0.3
    x030=FNChygeinv(0.3,M,K,n,odds);
    disp(x030)

  • Compute quantiles 0.1, 0.2, ..., 0.9 from nverse of Fisher non central hypergeometric distribution.
  • . M= total number of balls

    M=80;
    % n= number of balls taken
    n=10;
    % odds = Ratio of Prob. of red balls vs other color balls
    odds=3;
    % K = number of red balls in the urn
    K=50;
    % Compute quantiles 0.1, ..., 0.9
    xquant=FNChygeinv(0.1:0.1:0.9,M,K,n,odds);
    disp(xquant)
         7     7     8     8     8     9     9     9    10
    
    

    Input Arguments

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    p — input probabilitiies. Scalar or vector or matrix.

    You can think of p as the probability of observing x defective items (red balls) in n drawings without replacement from a group of M items where K are defective (the total numnber of red balls is K) and the ratio of the probability of observing a defect with that of observing a non defect is equal to odds.

    Data Types: single|double

    K — Initial number of red balls in the urn. Scalar.

    Data Types: single|double

    n — Total number of balls sampled. Scalar.

    Data Types: single|double

    Optional Arguments

    accuracy — accuracy of the calculations. Scalar.

    The default value of accuracy is 1e-08.

    Example: 1e-06

    Data Types: single|double

    Output Arguments

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    x —Fisher' quantile values. Quantiles corresponding to input probabilities

    The size of x is the common size of the input arguments. A scalar input functions as a constant matrix of the same size as the other inputs.

    References

    Fog, A. (2008), Calculation Methods for Wallenius' Noncentral Hypergeometric Distribution, "Communications in Statistics - Simulation and Computation", Vol. 37, pp. 258-273.

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