nbininv
Negative binomial inverse cumulative distribution function
Syntax
X = nbininv(Y,R,P)
Description
X = nbininv(Y,R,P)
returns the inverse of the negative binomial cdf with corresponding number of successes,R
and probability of success in a single trial,P
. Since the binomial distribution is discrete,nbininv
returns the least integerX
such that the negative binomial cdf evaluated atX
equals or exceedsY
.Y
,R
, andP
can be vectors, matrices, or multidimensional arrays that all have the same size, which is also the size ofX
. A scalar input forY
,R
, orP
is expanded to a constant array with the same dimensions as the other inputs.
The simplest motivation for the negative binomial is the case of successive random trials, each having a constant probabilityP
of success. The number ofextratrials you must perform in order to observe a given numberR
of successes has a negative binomial distribution. However, consistent with a more general interpretation of the negative binomial,nbininv
allowsR
to be any positive value, including nonintegers.
Examples
How many times would you need to flip a fair coin to have a 99% probability of having observed 10 heads?
flips = nbininv(0.99,10,0.5) + 10 flips = 33
Note that you have to flip at least 10 times to get 10 heads. That is why the second term on the right side of the equals sign is a 10.