Applying series expansion to the inverse beta distribution to find percentiles of the F-distribution
ACM Transactions on Mathematical Software (TOMS)
Approximations for Digital Computers
Approximations for Digital Computers
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Let 0← p ←1 be given and let F be the cumulative distribution function of the F-Distribution with (M, N,) degrees of freedom. This FORTRAN 77 routine is a complement to [1] where a method was presented to find the inverse of the F-Distribution function, FINV(M, N, P), using a series expansion technique to find the inverse for the Beta Distribution function.