CdfComplementaryF Method |
Namespace: Imsl.Stat
Cdf.ComplementaryF evaluates one minus 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 Cdf.Beta. If X is an F variate with and degrees of freedom and , then Y is a beta variate with parameters and . Cdf.ComplementaryF also uses a relationship between F random variables that can be expressed as follows:
This function provides higher right tail accuracy for the F distribution.