AdvancedMathLeftRegularizedGamma Method

Computes the normalized lower (left) incomplete gamma function.

Definition

Namespace: Meta.Numerics.Functions
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public static double LeftRegularizedGamma(
	double a,
	double x
)

Parameters

a  Double
The shape parameter, which must be non-negative.
x  Double
The argument, which must be non-negative.

Return Value

Double
The value of P(a,x) = γ(a,x) / Γ(a).

Remarks

The incomplete Gamma function is obtained by carrying out the Gamma function integration from zero to some finite value x, instead of to infinity. The function is normalized by dividing by the complete integral, so the function ranges from 0 to 1 as x ranges from 0 to infinity.

For sufficiently high values of x, this function becomes 1 within floating point precision. To determine its deviation from 1 in this region, use the complementary function RightRegularizedGamma(Double, Double).

For a=ν/2 and x=χ2/2, this function is the CDF of the χ2 distribution with ν degrees of freedom.

Exceptions

ArgumentOutOfRangeExceptiona is negative, or x is negative.

See Also