g01fdf

Purpose

Synopsis

[fun_value,ifail] = g01fdf(p,df1,df2<,ifail>)

Description

 
 The deviate, f , associated with the lower tail probability, p, 
               p                                                
 of the F-distribution with degrees of freedom (nu)  and (nu)  is 
                                                   1         2   
 defined as the solution to:
 
 P(F<=f :(nu) ,(nu) )=p
       p     1     2
 
 
       (nu) /2         (nu) /2                             
           1               2                               
   (nu)       (nu) (nu)       (nu) (Gamma)(((nu) +(nu) )/2)
       1          1    2          2             1     2    
 = --------------------------------------------------------
               (Gamma)((nu) /2)(Gamma)((nu) /2)            
                           1               2               
                                             
  f                                          
   p ((nu) -2)/2              ((nu) +(nu) )/2
  /       1                        1     2   
  | F           ((nu) +(nu) F)               dF,
  /                  2     1                 
  0                                          
 
 where (nu) ,(nu) >0; 0<=f <infty.
           1     2        p      
 

Parameters

g01fdf

Required Input Arguments:

p                                     real
df1                                   real
df2                                   real

Optional Input Arguments:                       <Default>

ifail                                 integer  -1

Output Arguments:

ifail                                 integer