Evaluates the F cumulative probability distribution function.
double specifying the argument at which the function is to be evaluated. double specifying the numerator degrees of freedom. It must be positive. double specifying the denominator degrees of freedom. It must be positive. A double specifying the probability that an F random variable takes on a value less than or equal to x
F evaluates the distribution function of a Snedecor's F random variable with dfn numerator degrees of freedom and dfd denominator degrees of freedom. The function is evaluated by making a transformation to a beta random variable and then using the function Beta. If X is an F variate with
and
degrees of freedom and
, then Y is a beta variate with parameters
and
. F also uses a relationship between F random variables that can be expressed as follows:
For greater right tail accuracy, Cdf.ComplementaryF.
Cdf Class | Imsl.Stat Namespace | Example