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fdtr
F distribution.SYNOPSIS:
int df1, df2;
double x, y, fdtr();
y = fdtr(df1, df2, x);
DESCRIPTION:
Returns the area from zero to x under the F density function (also known as Snedcor's density, or the variance ratio density).
This is the density of x = (u1/df1)/(u2/df2), where u1 and u2 are random variables having Chi square distributions with df1 and df2 degrees of freedom, respectively.
The incomplete beta integral is used, according to the formula
P(x) = incbet(df1/2, df2/2, (df1*x/(df2 + df1*x)).
The arguments a and b are greater than zero, and x is nonnegative.
ACCURACY:
Tested at random points (a,b,x).
x a,b Relative error:
arithmetic domain domain # trials peak rms
IEEE 0,1 0,100 100000 9.8e-15 1.7e-15
IEEE 1,5 0,100 100000 6.5e-15 3.5e-16
IEEE 0,1 1,10000 100000 2.2e-11 3.3e-12
IEEE 1,5 1,10000 100000 1.1e-11 1.7e-13
See the incbet Help topic.
ERROR MESSAGES:
message condition value returned
domain a<0, b<0, x<0 0.0