How can I efficiently calculate the binomial cumulative distribution function?

Question

Let\'s say that I know the probability of a \"success\" is P. I run the test N times, and I see S successes. The test is akin to tossing an unevenly weighted coin (perhaps

Answer 1

From the portion of your question "getting at least S heads" you want the cummulative binomial distribution function. See http://en.wikipedia.org/wiki/Binomial_distribution for the equation, which is described as being in terms of the "regularized incomplete beta function" (as already answered). If you just want to calculate the answer without having to implement the entire solution yourself, the GNU Scientific Library provides the function: gsl_cdf_binomial_P and gsl_cdf_binomial_Q.