double precision function expprob(n,excp) c****|===|====-====|====-====|====-====|====-====|====-====|====-====|==//////// c c program to compute expected probability c c author.....tim cohn c date.......9 Nov 2004 c c****|===|====-====|====-====|====-====|====-====|====-====|====-====|==//////// implicit none integer n double precision excp,nx,fp_z_icdf,fp_tnc_cdf,tp nx = n tp = fp_z_icdf(1.d0-excp)*sqrt(nx/(nx+1.d0)) expprob = 1.d0 - fp_tnc_cdf(tp,nx-1.d0,0.d0) return end