SUBROUTINE cumnbn(s,xn,pr,ompr,cum,ccum) C********************************************************************** C C SUBROUTINE CUMNNBN(S,XN,PR,OMPR,CUM,CCUM) C CUmulative Negative BINomial distribution C C C Function C C C Returns the probability that it there will be S or fewer failures C before there are XN successes, with each binomial trial having C a probability of success PR. C C Prob(# failures = S | XN successes, PR) = C ( XN + S - 1 ) C ( ) * PR^XN * (1-PR)^S C ( S ) C C C Arguments C C C S --> The number of failures C S is DOUBLE PRECISION C C XN --> The number of successes C XN is DOUBLE PRECISIO C C PR --> The probability of success in each binomial trial. C PR is DOUBLE PRECISIO C C OMPR --> 1 - PR C OMPR is DOUBLE PRECIS C C CUM <-- Cumulative negative binomial distribution. C CUM is DOUBLE PRECISI C C CCUM <-- Compliment of Cumulative negative binomial distribution. C CCUM is DOUBLE PRECIS C C C Method C C C Formula 26.5.26 of Abramowitz and Stegun, Handbook of C Mathematical Functions (1966) is used to reduce the negative C binomial distribution to the cumulative beta distribution. C C********************************************************************** C .. Scalar Arguments .. DOUBLE PRECISION pr,ompr,s,xn,cum,ccum C .. C .. External Subroutines .. EXTERNAL cumbet C .. C .. Executable Statements .. CALL cumbet(pr,ompr,xn,s+1.D0,cum,ccum) RETURN END