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FDistriQuantile


Unit:SDL_statis
Class:none
Declaration:function FDistriQuantile (p: Double; df1, df2: integer): double;

The function FDistriQuantile returns the value of the quantile of the F distribution for a given probability p, and a specified number of degrees of freedom df1 and df2. The parameter p may take any value in the open interval (0,1). The parameters df1, and df2 may take values between 1 and MaxInt. If FDistriQuantile is called using invalid arguments a value of 0.0 is returned.

FDISTRI.gif

Hint 1: The calculated value is exact to about 8 significant figures.

Hint 2: The function FDistriQuantile calculates the quantile by using the integral from 0.0 to the F value. This differs from the convention how the integral of the F distribution is used in many statistical packages, which tabulate the integral between +infinite and the F value. Thus you have to use 1-p to get comparable results. For example, in order to calculate the function FINV(p,df1,df2) of Microsofts Excel® you have to use FDistriQuantile(1-p,df1,df2).


Last Update: 2012-Oct-20