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- function F = spm_Icdf(x,n,p)
- % Cumulative Distribution Function (CDF) of Binomial Bin(n,p) distribution
- % FORMAT F = spm_Icdf(x,n,p)
- %
- % x - ordinate
- % n - Binomial n
- % p - Binomial p [Defaults to 0.5]
- % F - CDF
- %__________________________________________________________________________
- %
- % spm_Icdf returns the Cumulative Distribution Function for the
- % Binomial family of distributions.
- %
- % Definition:
- %--------------------------------------------------------------------------
- % The Bin(n,p) distribution is the distribution of the number of
- % successes from n identical independent Bernoulli trials each with
- % success probability p. If random variable X is the number of
- % successes from such a set of Bernoulli trials, then the CDF F(x) is
- % Pr{X<=x}, the probability of x or less sucesses.
- %
- % The Binomial CDF is defined for whole n (i.e. non-negative integer n)
- % and p in [0,1], given by: (See Evans et al., Ch6)
- %
- % { 0 for x<0
- % | _ floor(x)
- % F(x) = | > nCi * p^i * (1-p)^(n-i) for 0<=x<=n
- % | - i=0
- % { 1 for x>n
- %
- % where nCx is the Binomial coefficient "n-choose-x", given by n!/(x!(n-x)!)
- %
- % Normal approximation:
- %--------------------------------------------------------------------------
- % For (npq>5 & 0.1<=p<=0.9) | min(np,nq)>10 | npq>25 the Normal
- % approximation to the Binomial may be used:
- % X~Bin(n,p), X~:~N(np,npq) ( ~:~ -> approx. distributed as)
- % where q=1-p. With continuity correction this gives:
- % F(x) \approx \Phi((x+0.5-n*p)/sqrt(n*p*q))
- % for Phi the standard normal CDF, related to the error function by
- % \Phi(x) = 0.5+0.5*erf(x/sqrt(2))
- %
- % Algorithm:
- %--------------------------------------------------------------------------
- % F(x), the CDF of the Binomial distribution, for X~Bin(n,p), is related
- % to the incomplete beta function, by:
- %
- % F(x) = 1 - betainc(p,x+1,n-x) (0<=x<n)
- %
- % See Abramowitz & Stegun, 26.5.24; and Press et al., Sec6.1 for
- % further details.
- %
- % References:
- %--------------------------------------------------------------------------
- % Evans M, Hastings N, Peacock B (1993)
- % "Statistical Distributions"
- % 2nd Ed. Wiley, New York
- %
- % Abramowitz M, Stegun IA, (1964)
- % "Handbook of Mathematical Functions"
- % US Government Printing Office
- %
- % Press WH, Teukolsky SA, Vetterling AT, Flannery BP (1992)
- % "Numerical Recipes in C"
- % Cambridge
- %
- %__________________________________________________________________________
- % Copyright (C) 1999-2011 Wellcome Trust Centre for Neuroimaging
- % Andrew Holmes
- % $Id: spm_Icdf.m 4182 2011-02-01 12:29:09Z guillaume $
- %-Format arguments, note & check sizes
- %--------------------------------------------------------------------------
- if nargin<3, p=0.5; end
- if nargin<2, error('Insufficient arguments'), end
- ad = [ndims(x);ndims(n);ndims(p)];
- rd = max(ad);
- as = [ [size(x),ones(1,rd-ad(1))];...
- [size(n),ones(1,rd-ad(2))];...
- [size(p),ones(1,rd-ad(3))] ];
- rs = max(as);
- xa = prod(as,2)>1;
- if sum(xa)>1 && any(any(diff(as(xa,:)),1))
- error('non-scalar args must match in size');
- end
- %-Computation
- %--------------------------------------------------------------------------
- %-Initialise result to zeros
- F = zeros(rs);
- %-Only defined for whole n, and for p in [0,1]. Return NaN if undefined.
- md = ( ones(size(x)) & n==floor(n) & n>=0 & p>=0 & p<=1 );
- if any(~md(:))
- F(~md) = NaN;
- warning('Returning NaN for out of range arguments');
- end
- %-F is 1 where x>=n, or (p=0 & x>=0) (where betainc involves log of zero)
- m1 = ( x>=n | (p==0 & x>=0) );
- F(md&m1) = 1;
- %-Non-zero only where defined & x>=0 & ~(p==1 & x<n)
- % (Leave those already set to 1)
- Q = find( md & ~m1 & x>=0 & ~(p==1 & x<n) );
- if isempty(Q), return, end
- if xa(1), Qx=Q; else Qx=1; end
- if xa(2), Qn=Q; else Qn=1; end
- if xa(3), Qp=Q; else Qp=1; end
- %-F(x) is a step function with steps at {0,1,...,n}, so floor(x)
- fxQx = floor(x(Qx));
- %-Compute
- F(Q) = 1 - betainc(p(Qp),fxQx+1,n(Qn)-fxQx);
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