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Binomial cumulative distribution function


y = binocdf(x,N,p)
y = binocdf(x,N,p,'upper')


y = binocdf(x,N,p) computes a binomial cdf at each of the values in x using the corresponding number of trials in N and probability of success for each trial in p. x, N, and p can be vectors, matrices, or multidimensional arrays that are all the same size. A scalar input is expanded to a constant array with the same dimensions of the other inputs. The values in N must all be positive integers, the values in x must lie on the interval [0,N], and the values in p must lie on the interval [0, 1].

y = binocdf(x,N,p,'upper') returns the complement of the binomial cdf at each value in x, using an algorithm that more accurately computes the extreme upper tail probabilities.

The binomial cdf for a given value x and a given pair of parameters n and p is


The result, y, is the probability of observing up to x successes in n independent trials, where the probability of success in any given trial is p. The indicator function I(0,1,...,n)(i) ensures that x only adopts values of 0,1,...,n.


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If a baseball team plays 162 games in a season and has a 50-50 chance of winning any game, then the probability of that team winning more than 100 games in a season is:

1 - binocdf(100,162,0.5)
ans =


The result is 0.001 (i.e., 1-0.999). If a team wins 100 or more games in a season, this result suggests that it is likely that the team's true probability of winning any game is greater than 0.5.

Introduced before R2006a

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