Hi, I'm not sure this is right, since the inverse cdf: returns a value x such that cdf(dist(N,p), x) == P. I'm trying to find 'p'. And if I understand it correctly the examples of the inverse cdf still have to specify p first. Best, Ben. ________________________________________ From: Boost-users [boost-users-bounces@lists.boost.org] on behalf of John Maddock [boost.regex@virgin.net] Sent: 07 February 2014 10:07 To: boost-users@lists.boost.org Subject: Re: [Boost-users] Newbie math question - roots of a distribution
But now I'd like to find the root of the cdf, in other words, I want to find the value of successprob, from numbertrials and numbersuccesses and ans.
Let's define ans as 0.95, by finding the root of cdf(mydistribution, numbersuccesses) - 1, using a root finding algorithm, I should be able to get the value of successprob. I've tried reading the roots documentation and looking at some examples but they use simple functions like x * sin(x) - there is only one variable and it is x, the binomial cdf has quite a few variables - number of trials, number of successes, probability of a single success. How can I define a function with boost::math::binomial that could be used with boosts root libraries to find the probability of success from the cdf, given I know ans, the number of successes, and the number of trials?
You want the quantile: http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/dist_re... also known as the inverse cdf or the percent point function. Example of use: http://www.boost.org/doc/libs/1_55_0/libs/math/doc/html/math_toolkit/stat_tu... HTH, John. _______________________________________________ Boost-users mailing list Boost-users@lists.boost.org http://lists.boost.org/mailman/listinfo.cgi/boost-users