Calculates the complement of the F distribution function.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public static double ComplementaryF( double x, double dfn, double dfd ) |
Visual Basic (Declaration) |
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Public Shared Function ComplementaryF ( _ x As Double, _ dfn As Double, _ dfd As Double _ ) As Double |
Visual C++ |
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public: static double ComplementaryF( double x, double dfn, double dfd ) |
Parameters
- x
- Type: System..::.Double
A double, the argument at which is to be evaluated.
- dfn
- Type: System..::.Double
A double, the numerator degrees of freedom. It must be positive.
- dfd
- Type: System..::.Double
A double, the denominator degrees of freedom. It must be positive.
Return Value
A double, the probability that an F random variable takes on a value greater than x.Remarks
Cdf.ComplementaryF evaluates one minus the distribution function of a Snedecor's F random variable with dfn numerator degrees of freedom and dfd denominator degrees of freedom. The function is evaluated by making a transformation to a beta random variable and then using the function Cdf.Beta. If X is an F variate with and degrees of freedom and , then Y is a beta variate with parameters and . Cdf.ComplementaryF also uses a relationship between F random variables that can be expressed as follows:
This function provides higher right tail accuracy for the F distribution.