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]. x : ndarray The quantile corresponding to p.

Notes

The computation is carried out using the relation to the inverse regularized beta function, $$I^{-1}_x(a, b)$$. Let $$z = I^{-1}_p(d_d/2, d_n/2).$$ Then,

$x = \frac{d_d (1 - z)}{d_n z}.$

If p is such that $$x < 0.5$$, the following relation is used instead for improved stability: let $$z' = I^{-1}_{1 - p}(d_n/2, d_d/2).$$ Then,

$x = \frac{d_d z'}{d_n (1 - z')}.$

Wrapper for the Cephes [1] routine fdtri.

References

 [1] (1, 2) Cephes Mathematical Functions Library, http://www.netlib.org/cephes/

Previous topic

scipy.special.fdtrc

Next topic

scipy.special.fdtridfd