IDAX.PGAMMA_H - High-tail cumulative gamma distribution

The PGAMMA_H function returns the probability that the value of a variable that follows the gamma distribution is greater than x.

Syntax

IDAX.PGAMMA_H(DOUBLE x, DOUBLE shape, DOUBLE scaleInv)

Parameter descriptions

x
Mandatory.
The value that is to be computed.
Min: 0.000000001
Data type: DOUBLE
shape
Mandatory.
The shape of the distribution.
Min: 0.00000000001
Data type: DOUBLE
scaleInv
Mandatory.
The inverted scale of the distribution.
Min: 0.00000000001
Data type: DOUBLE
PGAMMA_H(x,shape,scaleInv)=1-PGAMMA(x,shape,scaleInv) for all x values, positive shape values, and positive scaleInv values.

If shape or scaleInv is 0 or less, PGAMMA_H(x,shape,scaleInv) is null for all x values.

Returned information

DOUBLE the cumulative probability distribution from minus infinity to point x.