A.22. Computation of Cumulative Probabilities

Cumulative probabilities or distribution functions for various distributions at the given CUTOFF values can be obtained as shown below for standard normal, chi-square, t and F distributions. The notations are self explanatory.

cutoff = {.3 .5 1, 2 3 4;
df = 3;
nc = 0; /*This choice corresponds to a CentraL chi-sq/f/t */
f_ndf = 1;
f_ddf = 3;
distn_or = probnorm(cutoff);
dist_chi = probchi(cutoff,df,nc);
dist_f = probf(cutoff,f_ndf,f_ddf,nc);
dist_t = probt(cutoff,df,nc);
print dist_nor,dist_chi,dist_f,dist_t;

These probabilities are frequently needed in various p value calculations.