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scipy.special.fdtri¶
- scipy.special.fdtri(dfn, dfd, p) = <ufunc 'fdtri'>¶
The p-th quantile of the F-distribution.
This function is the inverse of the F-distribution CDF, fdtr, returning the x such that fdtr(dfn, dfd, x) = p.
Parameters: dfn : array_like
First parameter (positive float).
dfd : array_like
Second parameter (positive float).
p : array_like
Cumulative probability, in [0, 1].
Returns: x : ndarray
The quantile corresponding to p.
Notes
The computation is carried out using the relation to the inverse regularized beta function, I−1x(a,b). Let z=I−1p(dd/2,dn/2). Then,
x=dd(1−z)dnz.If p is such that x<0.5, the following relation is used instead for improved stability: let z′=I−11−p(dn/2,dd/2). Then,
x=ddz′dn(1−z′).Wrapper for the Cephes [R359] routine fdtri.
References
[R359] (1, 2) Cephes Mathematical Functions Library, http://www.netlib.org/cephes/index.html