IMSL_BINOMIALPDF

Syntax | Return Value | Arguments | Discussion | Example | Version History

The IMSL_BINOMIALPDF function evaluates the binomial probability function.

Note
This routine requires an IDL Advanced Math and Stats license. For more information, contact your ITT Visual Information Solutions sales or technical support representative.

Syntax

Result = IMSL_BINOMIALPDF (k, n, p)

Return Value

The probability that a binomial random variable takes a value equal to k.

Arguments

k

Argument for which the binomial probability function is to be evaluated.

n

Number of Bernoulli trials.

p

Probability of success on each trial.

Discussion

The IMSL_BINOMIALPDFfunction evaluates the probability that a binomial random variable with parameters n and p takes on the value k. It does this by computing probabilities of the random variable taking on the values in its range less than (or the values greater than) k. These probabilities are computed by the recursive relationship:

To avoid the possibility of underflow, the probabilities are computed forward from 0, if k is not greater than n times p, and are computed backward from n, otherwise. The smallest positive machine number, ε, is used as the starting value for computing the probabilities, which are rescaled by (1 - p)ⁿε if forward computation is performed and by pⁿε if backward computation is done.

For the special case of p = 0, IMSL_BINOMIALPDF returns 0 if k is greater than 0 and to 1 otherwise; and for the case p = 1, IMSL_BINOMIALPDF returns 0 if k is less than n and to 1 otherwise.

Example

Suppose X is a binomial random variable with n = 5 and p = 0.95. In this example, we find the probability that X is equal to 3.

PRINT, IMSL_BINOMIALPDF(3, 5, .95) 
0.0214344 

Version History