;$Id: f_pdf.pro,v 1.10 2001/01/15 22:28:04 scottm Exp $ ; ; Copyright (c) 1994-2001, Research Systems, Inc. All rights reserved. ; Unauthorized reproduction prohibited. ;+ ; NAME: ; F_PDF ; ; PURPOSE: ; This function computes the probabilty (p) such that: ; Probability(X <= v) = p ; where X is a random variable from the F distribution with ; (dfn) and (dfd) degrees of freedom. ; ; CATEGORY: ; Statistics. ; ; CALLING SEQUENCE: ; Result = f_pdf(V, DFN, DFD) ; ; INPUTS: ; V: A scalar of type integer, float or double that specifies ; the cutoff value. ; ; DFN: A positive scalar of type integer, float or double that ; specifies the degrees of freedom of the F distribution ; numerator. ; ; DFD: A positive scalar of type integer, float or double that ; specifies the degrees of freedom of the F distribution ; ; EXAMPLE: ; Compute the probability that a random variable X, from the F ; distribution with (dfn = 5) and (dfd = 24) degrees of freedom, ; is less than or equal to 3.90. The result should be 0.990059 ; result = f_pdf(3.90, 5, 24) ; ; REFERENCE: ; APPLIED STATISTICS (third edition) ; J. Neter, W. Wasserman, G.A. Whitmore ; ISBN 0-205-10328-6 ; ; MODIFICATION HISTORY: ; Modified by: GGS, RSI, July 1994 ; Minor changes to code. New documentation header. ; CT, RSI, March 2000: changed call from ibeta_pdf to ibeta ;- function f_pdf, x, dfn, dfd on_error, 2 ;Return to caller if error occurs. return, 1.0 - ibeta(dfd/2.0, dfn/2.0, 1.0*dfd/(dfd+dfn*(x > 0))) end