Scilab Website | Contribute with GitLab | Mailing list archives | ATOMS toolboxes
Scilab Online Help
5.3.3 - English

Change language to:
Français - 日本語 - Português

Please note that the recommended version of Scilab is 2024.0.0. This page might be outdated.
See the recommended documentation of this function

Scilab help >> Statistics > 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.

<< cdfchn Statistics cdffnc >>

Copyright (c) 2022-2023 (Dassault Systèmes)
Copyright (c) 2017-2022 (ESI Group)
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Wed Oct 05 12:09:57 CEST 2011