Evaluates the noncentral F cumulative distribution function (CDF).
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
---|
public static double NoncentralF( double f, double df1, double df2, double lambda ) |
Visual Basic (Declaration) |
---|
Public Shared Function NoncentralF ( _ f As Double, _ df1 As Double, _ df2 As Double, _ lambda As Double _ ) As Double |
Visual C++ |
---|
public: static double NoncentralF( double f, double df1, double df2, double lambda ) |
Parameters
- f
- Type: System..::.Double
A double value representing the argument at which the function is to be evaluated. f must be nonnegative.
- df1
- Type: System..::.Double
A double value representing the number of numerator degrees of freedom. df1 must be positive.
- df2
- Type: System..::.Double
A double value representing the number of denominator degrees of freedom. df2 must be positive.
- lambda
- Type: System..::.Double
A double value representing the noncentrality parameter. lambda must be nonnegative.
Return Value
A double scalar value representing the probability that a noncentral F random variable takes a value less than or equal to f.Remarks
The noncentral F distribution is a generalization of the F distribution. If is a noncentral chi-square random variable with noncentrality parameter and degrees of freedom, and is a chi-square random variable with degrees of freedom which is statistically independent of , then
is a noncentral F-distributed random variable whose CDF is given by: where: and is the gamma function, = df1, = df2, = lambda, and f = f.With a noncentrality parameter of zero, the noncentral F distribution is the same as the F distribution.