cprob module

Probability integrals and their inverses.

• Beta distribution
  • Cumulative distribution function
  • Incomplete beta function
  • Inverse of incomplete beta function
• Binomial distribution
  • Cumulative distribution function
  • Survival function
  • Inverse of the cumulative distribution function
• Chi-square distribution
  • Cumulative distribution function
  • Survival function
  • Inverse of the survival function
• F distribution
  • Cumulative distribution function
  • Survival function
  • Inverse of the cumulative distribution function
• Normal distribution
  • Complementary error function
  • Cumulative distribution function
  • Error function
  • Inverse of the cumulative distribution function

Reference: http://www.netlib.org/cephes/cprob.tgz