F-distribution

If we have two random variables Y₁  and Y₂  having chi-square distribution with a and b degrees of freedom respectively, ratio

will have F-distribution with a and b degrees of freedom. This distribution is also known as Fisher distribution.

On the right, you can see the probability density function of the F-distribution for some a's and b's. Its analytical form is:

Cumulative distribution function of the F-distribution is:

Algorithms

This module contains algorithms of calculation of the cumulative distribution function (FDistribution subroutine), its own complement (FCDistribution subroutine) and its inverse function (InvFDistribution subroutine).

This article is intended for personal use only.

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