Chapter 11: Probability Distribution Functions and Inverses

FPR

This function evaluates the F probability density function.

Function Return Value

FPR — Function value, the value of the probability density function.   (Output)

Required Arguments

F — Argument for which the F probability density function is to be evaluated.   (Input)

DFN — Numerator degrees of freedom.   (Input)
DFN must be positive.

DFD — Denominator degrees of freedom.   (Input)
DFD must be positive.

FORTRAN 90 Interface

Generic:                              FPR (F, DFN, DFD)

Specific:                             The specific interface names are S_FPR and D_FDPR

FORTRAN 77 Interface

Single:                                FPR (F, DFN, DFD)

Double:                              The double precision name is DFPR.

Description

The function FPR evaluates the F probability density function, defined as

 

The parameters and , correspond to the arguments DFN and DFD.

Example

In this example, we evaluate the probability function at F = 2.0, DFN = 10.0, DFD = 1.0.

 

      USE UMACH_INT
      USE FPR_INT
      IMPLICIT NONE

      INTEGER NOUT

      REAL F, DFN, DFD, PR

      CALL UMACH(2, NOUT)

      F = 2.0

      DFN = 10.0

      DFD = 1.0

      PR = FPR(F, DFN, DFD)

      WRITE (NOUT, 99999) F, DFN, DFD, PR

99999 FORMAT (' FPR(', F6.2, ', ', F6.2, ', ', F6.2, ') = ', F6.4)

      END

Output

 

FPR(  2.00,  10.00,   1.00) = 0.1052



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