Algorithm 724; Program to calculate F-Percentiles

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Algorithm 724; Program to calculate F-Percentiles

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 19 , Issue 4 (December 1993) table of contents

Pages: 481 - 483

Year of Publication: 1993

ISSN:0098-3500

Authors

Roger W. Abernathy
Robert P. Smith

Publisher

ACM New York, NY, USA

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F-percentiles
Gams: l5a2f

ABSTRACT

Let 0← p ←1 be given and let F be the cumulative distribution function of the F-Distribution with (M, N,) degrees of freedom. This FORTRAN 77 routine is a complement to [1] where a method was presented to find the inverse of the F-Distribution function, FINV(M, N, P), using a series expansion technique to find the inverse for the Beta Distribution function.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Roger W. Abernathy , Robert P. Smith, Applying series expansion to the inverse beta distribution to find percentiles of the F-distribution, ACM Transactions on Mathematical Software (TOMS), v.19 n.4, p.474-480, Dec. 1993 [doi>10.1145/168173.168387]
	2	CARTER, A. H. 1947. Approximations to percentage points of the z-distribution. Biometrika 34, 352-358.
	3	GOLDBERG, H., AND LEVINE, H. 1946. Approximate formulas for the student's t-distribution. Biometrika 55, 571 572.
	4	Cecil Hastings, Approximations for Digital Computers, Princeton University Press, Princeton, NJ, 1955
	5	HILL, G. W., AND DAVIS, A. W. 1968. Generalized asymptotic expansions of Cornish Fisher type. AMS 39, 1264-1273.
	6	MAJUMDER, J. L., AND BATTACHARJEE, G.P.1973b. Algorithm AS 64: inverse of the incomplete Beta function ratio. Appl. Stat. 22,411 414.