scipy.special.fdtr¶
-
scipy.special.
fdtr
(dfn, dfd, x) = <ufunc 'fdtr'>¶ F cumulative distribution function.
Returns the value of the cumulative distribution function of the F-distribution, also known as Snedecor’s F-distribution or the Fisher-Snedecor distribution.
The F-distribution with parameters \(d_n\) and \(d_d\) is the distribution of the random variable,
\[X = \frac{U_n/d_n}{U_d/d_d},\]where \(U_n\) and \(U_d\) are random variables distributed \(\chi^2\), with \(d_n\) and \(d_d\) degrees of freedom, respectively.
- Parameters
- dfnarray_like
First parameter (positive float).
- dfdarray_like
Second parameter (positive float).
- xarray_like
Argument (nonnegative float).
- Returns
- yndarray
The CDF of the F-distribution with parameters dfn and dfd at x.
Notes
The regularized incomplete beta function is used, according to the formula,
\[F(d_n, d_d; x) = I_{xd_n/(d_d + xd_n)}(d_n/2, d_d/2).\]Wrapper for the Cephes [1] routine
fdtr
.References
- 1(1,2)
Cephes Mathematical Functions Library, http://www.netlib.org/cephes/