Fcdf

Description

Computes F cumulative distribution function at f, with parameters ndf, fdf, and tail. The parameters of ndf and fdf must all be positive, and the values in f must be positive. The parameter tail determines the returned probability is the lower tailed or upper tailed.

The result, prob, is the probability that a single observation from a F distribution with parameters ndf and fdf will fall in the interval [0, f] for lower-tailed, [f, +\infty] for upper-tailed.

Syntax

double prob = fcdf(double f, double ndf, double fdf[, int tail])

Parameters

f

Input, the value of the F variate, f. 0\leq f<+\infty

ndf

Input, the degrees of freedom of the numerator variance,\nu_1, must be positive (ndf>0.0 ).

fdf

Input, the degrees of freedom of the denominator variance,\nu_2, must be positive (fdf>0.0).

tail

Input, Optional. The tail probability type using for the F distribution
  • 1 = the for upper tail probability
  • 2 = the lower tail probability (Default if not set)

prob

Output, the returned probability

Example

fcdf(1000,20,20,1)=; //ANS: 9.0714457299284E-26