Returns the inverse of the F cumulative probability distribution function.

Parameters

p

A double specifying the probability for which the inverse of the F distribution function is to be evaluated. Argument p must be in the open interval (0.0, 1.0).

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 a value less than or equal to this value is p.

Remarks

Method InverseF evaluates the inverse 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 InverseBeta. If X is an F variate with and degrees of freedom and , then Y is a beta variate with parameters and . If , InverseF uses this relationship directly, otherwise, it also uses a relationship between X random variables that can be expressed as follows, using f, which is the F cumulative distribution function:

See Also

Cdf Class | Imsl.Stat Namespace | Example

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