prob = ChiSqrCumulative(X2,v)

Computes the chi-squared probability function. ChiSqrCumulative(X2,v)
returns P(X2|v), the probability of observing a chi-squared value <= X2
with v degrees of freedom. This is the probability that the sum of
squares of v unit-variance normally-distributed random variables is <=
X2. X2 and v may be matrices of the same size size, or either may be a

e.g., ChiSqrCumulative(5.99,2) returns 0.9500, verifying the 95%
confidence bound for 2 degrees of freedom. This is also cross-checked in,
e.g., Abramowitz & Stegun Table 26.8

References: Press et al., Numerical Recipes, Cambridge, 1986;
Abramowitz & Stegun, Handbook of Mathematical Functions, Dover, 1972.

Peter R. Shaw, Woods Hole Oceanographic Institution
Woods Hole, MA 02543
(508) 457-2000 ext. 2473
March, 1990

Computed using the Incomplete Gamma function, as given by
Press et al. (Recipes) eq. (6.2.17)

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