Returns the inverse of the F cumulative probability distribution
function.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public static double F(
double p,
double dfn,
double dfd
)
Public Shared Function F (
p As Double,
dfn As Double,
dfd As Double
) As Double
public:
static double F(
double p,
double dfn,
double dfd
)
static member F :
p : float *
dfn : float *
dfd : float -> float
Parameters
- p
- Type: SystemDouble
A double, 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
- Type: SystemDouble
A double, the numerator degrees of freedom. It must be
positive.
- dfd
- Type: SystemDouble
A double, the denominator degrees of freedom. It must be
positive.
Return Value
Type:
Double
A
double, the probability that an F random variable takes a
value less than or equal to this returned value is
p.
Remarks
Method
InvCdf.F 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
InvCdf.Beta. If
X is an
F variate with
and
degrees of freedom and
, then
Y is a beta variate with
parameters
and
. If
,
F 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