<< distfun_fcdf F distfun_fpdf >>

distfun >> distfun > F > distfun_finv

distfun_finv

F-distribution Inverse CDF

Calling Sequence

x = distfun_finv(p,v1,v2)
x = distfun_finv(p,v1,v2,lowertail)

Parameters

p :

a matrix of doubles, the probability. Must be in the range [0,1].

v1 :

a matrix of doubles, numerator degrees of freedom, v1>0 (can be non integer).

v2 :

a matrix of doubles, denominator degrees of freedom, v2>0 (can be non integer).

lowertail :

a 1-by-1 matrix of booleans, the tail (default lowertail=%t). If lowertail is true (the default), then considers P(X<=x) otherwise P(X>x).

x :

a matrix of doubles. x is real and x>=0.

Description

Computes the Inverse cumulative distribution function of the f distribution function.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Examples

// Test with p,v1,v2 scalar
computed = distfun_finv(0.95,5,10)
expected = 3.325834530413011247D+00

// Test with p expanded, v1 and v2 scalar
computed = distfun_finv([0.5 0.95],5,10)
expected = [
9.319331608510478260D-01
3.325834530413011247D+00
]'

// Test with p scalar, v1 and v2 expanded
computed = distfun_finv(0.95,[5 10],[10 5])
expected = [
3.325834530413011247D+00
4.735063069693421944D+00
]

// Test with p,v1,v2 expanded
computed = distfun_finv([0.5 0.95],[5 10],[10 5])
expected = [
9.319331608510478260D-01
4.735063069693421944D+00
]

// Test with small value of p
computed = distfun_finv(1.e-15,5,10)
expected = 5.660986432909706613D-07

Bibliography

http://en.wikipedia.org/wiki/F-distribution

Authors


Report an issue
<< distfun_fcdf F distfun_fpdf >>