This is the statistics extension. It contains few dozens of functions
useful for statistical computations. It is a wrapper around 2 scientific
libraries, namely DCDFLIB (Library of C routines for Cumulative
Distributions Functions, Inverses, and Other parameters) by B. Brown &
J. Lavato and RANDLIB by Barry Brown, James Lavato & Kathy Russell.
Includes CD and PD functions.
stats_rand_gen_f -- Generates a random deviate from the F (variance ratio) distribution with "dfn" degrees of freedom in the numerator and "dfd" degrees of freedom in the denominator. Method : directly generates ratio of chisquare variates
stats_rand_gen_ibinomial_negative -- Generates a single random deviate from a negative binomial distribution. Arguments : n - the number of trials in the negative binomial distribution from which a random deviate is to be generated (n > 0), p - the probability of an event (0 < p < 1)).
stats_rand_gen_ibinomial -- Generates a single random deviate from a binomial distribution whose number of trials is "n" (n >= 0) and whose probability of an event in each trial is "pp" ([0;1]). Method : algorithm BTPE
stats_rand_gen_noncenral_chisquare -- Generates random deviate from the distribution of a noncentral chisquare with "df" degrees of freedom and noncentrality parameter "xnonc". d must be >= 1.0, xnonc must >= 0.0
stats_rand_gen_noncentral_f -- Generates a random deviate from the noncentral F (variance ratio) distribution with "dfn" degrees of freedom in the numerator, and "dfd" degrees of freedom in the denominator, and noncentrality parameter "xnonc". Method : directly generates ratio of noncentral numerator chisquare variate to central denominator chisquare variate.
stats_rand_gen_normal -- Generates a single random deviate from a normal distribution with mean, av, and standard deviation, sd (sd >= 0). Method : Renames SNORM from TOMS as slightly modified by BWB to use RANF instead of SUNIF.