IDAX.QNBINOM_H - High-tail inverse negative binomial distribution

The QNBINOM_H function returns the value x of a variable that follows the negative binomial distribution for which the probability of being greater than x is equal to the specified percentage.

Syntax

IDAX.QNBINOM_H(DOUBLE percentage, INT8 s, DOUBLE
p)

Parameter descriptions

percentage: Mandatory.; The requested limit of the percentage.; If percentage is not in the range of 0 - 1, QNBINOM_H(percentage,s,p) is null for all p values.; Min: 0.00000000001; Max: 0.99999999999; Data type: DOUBLE
s: Mandatory.; The number of successes that are required to stop the series of Bernoulli trials.; If s is 0 or less, QNBINOM_H(perc,s,p) is null for all perc values and p values.; Min: 1; Data type: INT8
p: Mandatory.; The probability of success.; If p is not in the range of 0 - 1, QNBINOM_H(percentage,s,p) is null for all percentage values and s values.; Min: 0.00000000001; Max: 1-0.00000000001; Data type: DOUBLE

QNBINOM_H(perc,s,p) = QNBINOM(1-perc,s,p) for all positive s values, and for percentage values and p values in the range of 0 - 1.

If PNBINOM_H(x,s,p)=perc, QNBINOM_H(perc,s,p)=x for all positive x values and positive s values, and for p values in the range of 0 - 1.

Returned information

INT8 the point x where PNBINOM_H(x,s,p)=percentage.