Investment Studio > Expressions > Functions > Statistical > CHIINV

float chiinv(float probability, integer degrees_of_freedom)

Returns the inverse of the one-tailed c² CDF (Cumulative Distribution Function): if probability = chidist(x, degrees_of_freedom, TRUE), then chiinv(probability, degrees_of_freedom) = x.

probability must be in the range [0, 1].

degrees_of_freedom must be >= 1.

The result is determined by an iterative procedure that terminates when the incremental improvement is less than 1E-10 per iteration. If this precision is not achieved after 10000 iterations, the result is an error (#N/A).

Example

The number x such that a stochastic variable with c² distribution and 3 degrees of freedom is <= x with a probability of 65.7% is

=chiinv(65.7%, 3)

» 1.61.

See also chi2, chidist, chitest.