g01edf

Purpose

Synopsis

[fun_value,ifail] = g01edf(tail,f,df1,df2<,ifail>)

Description

 
 The lower tail probability for the F, or variance-ratio 
 distribution, with (nu)  and (nu)  degrees of freedom, 
                        1         2                    
 P(F<=f:(nu) ,(nu) ), is defined by:
            1     2              
 
 
 P(F<=f:(nu) ,(nu) )=
            1     2  
                     
      (nu) /2    (nu) /2                        
          1          2                          
  (nu)       (nu)       (Gamma)(((nu) +(nu) )/2)
      1          2             (     1     2   )
  ----------------------------------------------
         (Gamma)((nu) /2)(Gamma)((nu) /2)       
                     1               2          
                                             
                                             
  f ((nu) -2)/2              -((nu) +(nu) )/2
  /      1                         1     2   
  |F           ((nu) F+(nu) )                dF,
  /                 1      2                 
  0                                          
 
 for (nu) , (nu) >0, f>=0.
         1      2        
 

Parameters

g01edf

Required Input Arguments:

tail (1)                              string
f                                     real
df1                                   real
df2                                   real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer