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fdtrc
Complemented F distribution.SYNOPSIS:
int df1, df2;
double x, y, fdtrc();
y = fdtrc(df1, df2, x);
DESCRIPTION:
Returns the area from x to infinity under the F density function (also known as Snedcor's density or the variance ratio density).
inf.
-
1 | | a-1 b-1
1-P(x) = ------ | t (1-t) dt
B(a,b) | |
-
x
The incomplete beta integral is used, according to the formula
P(x) = incbet( df2/2, df1/2, (df2/(df2 + df1*x) ).
ACCURACY:
Tested at random points (a,b,x) in the indicated intervals.
x a,b Relative error:
arithmetic domain domain # trials peak rms
IEEE 0,1 1,100 100000 3.7e-14 5.9e-16
IEEE 1,5 1,100 100000 8.0e-15 1.6e-15
IEEE 0,1 1,10000 100000 1.8e-11 3.5e-13
IEEE 1,5 1,10000 100000 2.0e-11 3.0e-12
ERROR MESSAGES:
message condition value returned
domain a<0, b<0, x<0 0.0