InvF_Dist

Advanced Analysis Library Only

AnalysisLibErrType InvF_Dist (double probabilityF, int nDegreesOfFreedom, int mDegreesOfFreedom, double *f);

Purpose

Calculates f, given a probability (0 p < 1), such that:

prob(F < f) = p

where F is a random variable from an F-distribution with the specified degrees of freedom.

Note   When p = 0, f = 0.

Example

double p, f;
n, m;
p = 0.635;
n = 2;
m = 4;
InvF_Dist (p, n, m, &f);

Parameters

Input
Name Type Description
probabilityF double-precision Input probability value (0 p < 1).
nDegreesOfFreedom integer The first degree of freedom for the F-distribution.
mDegreesOfFreedom integer The second degree of freedom for the F-distribution.
Output
Name Type Description
f double-precision The unique number f such that prob(F < f) = p, where F is a random variable from an F-distribution with the specified degrees of freedom.

Return Value

Name Type Description
status AnalysisLibErrType A value that specifies the type of error that occurred. Refer to analysis.h for definitions of these constants.