/math-6b07355e4f399317ff0d224979a30bd3.png "f_p=finv(p, df1, df2)")
computes the inverse of /math-800618943025315f869e4e1f09471012.png "F")
cdf at /math-d85cbe02cc02e5eb719efacb6e2ed3a2.png "p")
, with parameters /math-a7968b8017afc22bb9fa0df358eefd18.png "df1")
and /math-b3c470cb4ed147bbb63f1f089d176652.png "df2")
. computes the inverse of cdf at , with parameters and .
The deviate, /math-a7554c6c6f372142b577b7df99de0140.png "f_p")
, associated with the lower tail probability of the distribution with /math-ebfdd136331841a1b59f835c998ca593.png "\nu_1")
and /math-1ff7af9a810bd160a7334c3de425ed9d.png "\nu_2")
degrees of freedom is defined as the solution to
/math-43d251f71f3b08c5314ff80dc6901f29.png "P(F\leq f_p)=p=")
/math-a766e6f04e08a560b8c4d051077dd0e3.png "\frac{\nu _1^{\nu _{1/2}}\nu _2^{\nu _2/2}\Gamma ((\nu _1+\nu _2)/2)}{\Gamma (\nu _1/2)\Gamma (\nu _2/2)}\int_0^{f_p}F^{(\nu _1-2)/2}(\nu _1F+\nu _2)^{-(\nu _1+\nu _2)/2}dF")
where
/math-4741b3d5a2eee51144c4d6faf2c798ae.png "\nu_1,\nu_2 > 0")
; /math-195071029a7f75403326304343aa0c95.png "0 \le f_p < \infty")
/math-83878c91171338902e0fe0fb97a8c47a.png "p")
(input, double), from the required F-distribution. /math-5c65da5193366ff858131d78c652f2f3.png "0 \le p<1")
(input, double), must be positive (/math-90e8c56a65a9287f70d01e19cc64503a.png "df1>0")
). (input, double), must be positive(/math-211b3339f68c65823325c406b279cea6.png "df2>0")
). (output, double).