IMSL C# Numerical Library

Cdf.F Method 

Evaluates the F cumulative probability distribution function.

public static double F(
   double x,
   double dfn,
   double dfd
);

Parameters

x
A double specifying the argument at which the function is to be evaluated.
dfn
A double specifying the numerator degrees of freedom. It must be positive.
dfd
A double specifying the denominator degrees of freedom. It must be positive.

Return Value

A double specifying the probability that an F random variable takes on a value less than or equal to x

Remarks

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 v_1 and v_2 degrees of freedom and Y = v_1X/(v_2 + v_1X), then Y is a beta variate with parameters p = v_1/2 and q = v_2/2. F also uses a relationship between F random variables that can be expressed as follows:

{\rm F}(X, {\it dfn}, {\it dfd})=1 - 
            {\rm F}(1/X, {\it dfd}, {\it dfn})

Plot of F Distribution Function

For greater right tail accuracy, Cdf.ComplementaryF.

See Also

Cdf Class | Imsl.Stat Namespace | Example