Ncfcdf
Ncfcdf-func
Definition:
computes the probability associated with the lower tail of the non-central or variance-ratio distribution.
The lower tail probability of the non-central F-distribution with and degrees of freedom and non-centrality parameter , is defined by:
=,
Where
and is the beta function.
Parameters:
- f (input,double)
- The deviate from the non-central F-distribution,. .
- df1 (input,double)
- The degrees of freedom of the numerator variance,. .
- df2 (input,double)
- The degrees of freedom of the denominator variance,.
- lambda (input,double)
- The non-centrality parameter,, of the required beta distribution,where U is the safe range parameters as defined by by NAG nag_real_safe_small_number (X02AMC). See chapter X02 in the NAG documentation.
- prob (output,double)
- The probability.