chi2inv (Statistics Toolbox)

Inverse of the chi-square (²) cumulative distribution function (cdf).

Syntax

X = chi2inv(P,V)

Description

chi2inv(P,V) computes the inverse of the

² cdf with parameter V for the probabilities in P. The arguments P and V must be the same size except that a scalar argument functions as a constant matrix of the size of the other argument.

The degrees of freedom,V, must be a positive integer and P must lie in the interval [0 1].

We define the

² inverse function in terms of the

² cdf.

The result, x, is the solution of the integral equation of the

² cdf with parameter

where you supply the desired probability p.

Examples

Find a value that exceeds 95% of the samples from a

² distribution with 10 degrees of freedom.

x = chi2inv(0.95,10)

x =

   18.3070

You would observe values greater than 18.3 only 5% of the time by chance.

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