fDistributionComplInv

The F distribution, its complement, and inverse.

The F density function (also known as Snedcor's density or the variance ratio density) is the density of x = (u1/df1)/(u2/df2), where u1 and u2 are random variables having χ2 distributions with df1 and df2 degrees of freedom, respectively.

fDistribution returns the area from zero to x under the F density function. The complementary function, fDistributionCompl, returns the area from x to ∞ under the F density function.

The inverse of the complemented F distribution, fDistributionComplInv, finds the argument x such that the integral from x to infinity of the F density is equal to the given probability y.

Can be used to test whether the means of multiple normally distributed populations, all with the same standard deviation, are equal; or to test that the standard deviations of two normally distributed populations are equal.

real
fDistributionComplInv
(
int df1
,
int df2
,
real p
)

Parameters

df1 int

Degrees of freedom of the first variable. Must be >= 1

df2 int

Degrees of freedom of the second variable. Must be >= 1

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