scipy.special.nbdtrin¶
-
scipy.special.
nbdtrin
(k, y, p) = <ufunc 'nbdtrin'>¶ Inverse of
nbdtr
vs n.Returns the inverse with respect to the parameter n of y = nbdtr(k, n, p), the negative binomial cumulative distribution function.
Parameters: k : array_like
The maximum number of allowed failures (nonnegative int).
y : array_like
The probability of k or fewer failures before n successes (float).
p : array_like
Probability of success in a single event (float).
Returns: n : ndarray
The number of successes n such that nbdtr(k, n, p) = y.
See also
Notes
Wrapper for the CDFLIB [R518] Fortran routine cdfnbn.
Formula 26.5.26 of [R519],
\[\sum_{j=k + 1}^\infty {{n + j - 1}\choose{j}} p^n (1 - p)^j = I_{1 - p}(k + 1, n),\]is used to reduce calculation of the cumulative distribution function to that of a regularized incomplete beta \(I\).
Computation of n involves a search for a value that produces the desired value of y. The search relies on the monotonicity of y with n.
References
[R518] (1, 2) Barry Brown, James Lovato, and Kathy Russell, CDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters. [R519] (1, 2) Milton Abramowitz and Irene A. Stegun, eds. Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. New York: Dover, 1972.