nag_prob_vavilov (g01euc) (PDF version)
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NAG C Library Manual

NAG Library Function Documentnag_prob_vavilov (g01euc)

1  Purpose

nag_prob_vavilov (g01euc) returns the value of the Vavilov distribution function ${\Phi }_{V}\left(\lambda \text{;}\kappa ,{\beta }^{2}\right)$.
It is intended to be used after a call to nag_init_vavilov (g01zuc).

2  Specification

 #include #include
 double nag_prob_vavilov (double x, const double comm_arr[])

3  Description

nag_prob_vavilov (g01euc) evaluates an approximation to the Vavilov distribution function ${\Phi }_{V}\left(\lambda \text{;}\kappa ,{\beta }^{2}\right)$ given by
 $ΦVλ;κ,β2=∫-∞λϕVλ;κ,β2dλ,$
where $\varphi \left(\lambda \right)$ is described in nag_prob_density_vavilov (g01muc). The method used is based on Fourier expansions. Further details can be found in Schorr (1974).

4  References

Schorr B (1974) Programs for the Landau and the Vavilov distributions and the corresponding random numbers Comp. Phys. Comm. 7 215–224

5  Arguments

1:     xdoubleInput
On entry: the argument $\lambda$ of the function.
2:     comm_arr[$322$]const doubleCommunication Array
On entry: this must be the same argument comm_arr as returned by a previous call to nag_init_vavilov (g01zuc).

None.

7  Accuracy

At least five significant digits are usually correct.

8  Further Comments

nag_prob_vavilov (g01euc) can be called repeatedly with different values of $\lambda$ provided that the values of $\kappa$ and ${\beta }^{2}$ remain unchanged between calls. Otherwise, nag_init_vavilov (g01zuc) must be called again. This is illustrated in Section 9.

9  Example

This example evaluates ${\Phi }_{V}\left(\lambda \text{;}\kappa ,{\beta }^{2}\right)$ at $\lambda =0.1$, $\kappa =2.5$ and ${\beta }^{2}=0.7$, and prints the results.

9.1  Program Text

Program Text (g01euce.c)

9.2  Program Data

Program Data (g01euce.d)

9.3  Program Results

Program Results (g01euce.r)

nag_prob_vavilov (g01euc) (PDF version)
g01 Chapter Contents
g01 Chapter Introduction
NAG C Library Manual