Function Chi-Square-Significance

Part of:

package cl-mathstats
( chi-square-significance < x > < dof > )
Computes the complement of the cumulative distribution function for a Chi-square random variable with `dof' degrees of freedom evaluated at `x.' The result is the probability that the observed chi-square for a correct model should be greater than `x.' The implementation follows Numerical Recipes in C, section 6.2. Small values suggest that the null hypothesis should be rejected; in other words, this computes the significance of `x.'