Returns a quantile from the chi-square distribution.

Category: | Quantile |

The CINV function returns
the p^{th} quantile from the chi-square distribution with degrees of freedom df and a noncentrality parameter nc. The probability that an observation from
a chi-square distribution is less than or equal to the returned quantile
is p. This function accepts
a noninteger degrees of freedom parameter df.

If the optional parameter nc is not specified or has the value 0, the quantile
from the central chi-square distribution is returned. The noncentrality
parameter nc is defined such
that if X is a normal random variable with mean μ and variance 1, X^{2} has a noncentral chi-square distribution with df=1 and nc = μ^{2}.

The first statement
following shows how to find the 95^{th} percentile
from a central chi-square distribution with 3 degrees of freedom.
The second statement shows how to find the 95^{th} percentile from a noncentral chi-square distribution with 3.5 degrees
of freedom and a noncentrality parameter equal to 4.5.

Copyright © SAS Institute Inc. All rights reserved.