Scilab Home page | Wiki | Bug tracker | Forge | Mailing list archives | ATOMS | File exchange
Please login or create an account
Change language to: English - Français - 日本語

Please note that the recommended version of Scilab is 6.0.1. This page might be outdated.
See the recommended documentation of this function

Ajuda Scilab >> Estatística > cdff

cdff

cumulative distribution function F distribution

Calling Sequence

[P,Q]=cdff("PQ",F,Dfn,Dfd)
[F]=cdff("F",Dfn,Dfd,P,Q);
[Dfn]=cdff("Dfn",Dfd,P,Q,F);
[Dfd]=cdff("Dfd",P,Q,F,Dfn)

Arguments

P,Q,F,Dfn,Dfd

five real vectors of the same size.

P,Q (Q=1-P)

The integral from 0 to F of the f-density. Input range: [0,1].

F

Upper limit of integration of the f-density. Input range: [0, +infinity). Search range: [0,1E300]

Dfn

Degrees of freedom of the numerator sum of squares. Input range: (0, +infinity). Search range: [ 1E-300, 1E300]

Dfd

Degrees of freedom of the denominator sum of squares. Input range: (0, +infinity). Search range: [ 1E-300, 1E300]

Description

Calculates any one parameter of the F distribution given values for the others.

Formula 26.6.2 of Abramowitz and Stegun, Handbook of Mathematical Functions (1966) is used to reduce the computation of the cumulative distribution function for the F variate to that of an incomplete beta.

Computation of other parameters involve a seach for a value that produces the desired value of P. The search relies on the monotinicity of P with the other parameter.

The value of the cumulative F distribution is not necessarily monotone in either degrees of freedom. There thus may be two values that provide a given CDF value. This routine assumes monotonicity and will find an arbitrary one of the two values.

From DCDFLIB: Library of Fortran Routines for Cumulative Distribution Functions, Inverses, and Other Parameters (February, 1994) Barry W. Brown, James Lovato and Kathy Russell. The University of Texas.

Scilab Enterprises
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Thu Mar 03 11:00:34 CET 2011