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).

Report a bug

C#

C# 1.0 source.
fdistr.csharp.zip - F-distribution

C++

C++ source.
fdistr.cpp.zip - F-distribution
ablas.zip - optimized basic linear algebra subroutines with SSE2 support (for C++ sources only)

Delphi

Delphi source.
Can be compiled under FPC (in Delphi compatibility mode).
fdistr.delphi.zip - F-distribution

Visual Basic 6

Visual Basic 6 source.
fdistr.vb6.zip - F-distribution

Zonnon ^beta

Zonnon source.
Zonnon is an experimental language developed at ETH Zurich.
See www.zonnon.ethz.ch for more information.
fdistr.zonnon.zip - F-distribution