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C Library Functions  - fcdf (3)

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NAME

fcdf(3f) - [M_datapac:CUMULATIVE_DISTRIBUTION] compute the F cumulative distribution function

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE FCDF(X,Nu1,Nu2,Cdf)

       REAL(kind=wp)    :: X
       INTEGER          :: Nu1
       INTEGER          :: Nu2
       REAL(kind=wp)    :: Cdf

DESCRIPTION

FCDF(3f) computes the cumulative distribution function value for the F distribution with integer degrees of freedom parameters = NU1 and NU2.

This distribution is defined for all non-negative X. The probability density function is given in the references below.

INPUT ARGUMENTS

X	The value at which the cumulative distribution function is to be evaluated. X should be non-negative.
NU1	The integer degrees of freedom for the numerator of the F ratio. NU1 should be positive.
NU2	The integer degrees of freedom for the denominator of the F ratio. NU2 should be positive.

OUTPUT ARGUMENTS

CDF	The cumulative distribution function value for the F distribution

EXAMPLES

Sample program:

   program demo_fcdf
   use M_datapac, only : fcdf
   implicit none
   ! call fcdf(x,y)
   end program demo_fcdf

Results:

AUTHOR

The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.

MAINTAINER

John Urban, 2022.05.31

LICENSE

CC0-1.0

REFERENCES

o	National Bureau of Standards Applied Mathematics Series 55, 1964, pages 946-947, Formulae 26.6.4, 26.6.5, 26.6.8, and 26.6.15.
o	Johnson and Kotz, Continuous Univariate Distributions--2, 1970, page 83, Formula 20, and page 84, Third formula.
o	Paulson, An Approximate Normalization of the Analysis of Variance Distribution, Annals of Mathematical Statistics, 1942, Number 13, pages 233-135.
o	Scheffe and Tukey, A Formula for Sample Sizes for Population Tolerance Limits, 1944, Number 15, page 217.

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Nemo Release 3.1

fcdf (3)

February 23, 2025

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