| 前页 | 后页 |
fdtri
Inverse of complemented F distribution.SYNOPSIS:
int df1, df2;
double x, p, fdtri();
x = fdtri(df1, df2, p);
DESCRIPTION:
Finds the F density argument x, such that the integral from x to infinity of the F density is equal to the given probability p.
This is accomplished using the inverse beta integral function and the relations:
z = incbi(df2/2, df1/2, p)
x = df2 (1-z) / (df1 z).
Note: These relations hold for the inverse of the uncomplemented F distribution:
z = incbi(df1/2, df2/2, p)
x = df2 z / (df1 (1-z)).
ACCURACY:
Tested at random points (a,b,p).
a,b Relative error:
arithmetic domain # trials peak rms
For p between .001 and 1:
IEEE 1,100 100000 8.3e-15 4.7e-16
IEEE 1,10000 100000 2.1e-11 1.4e-13
For p between 10^-6 and 10^-3:
IEEE 1,100 50000 1.3e-12 8.4e-15
IEEE 1,10000 50000 3.0e-12 4.8e-14
See also fdtrc
ERROR MESSAGES:
message condition value returned
domain p <= 0 or p > 1 0.0
v < 1