scipy.special.ncfdtridfd¶
-
scipy.special.
ncfdtridfd
(dfn, p, nc, f) = <ufunc 'ncfdtridfd'>¶ Calculate degrees of freedom (denominator) for the noncentral F-distribution.
This is the inverse with respect to dfd of
ncfdtr
. Seencfdtr
for more details.- Parameters
- dfnarray_like
Degrees of freedom of the numerator sum of squares. Range (0, inf).
- parray_like
Value of the cumulative distribution function. Must be in the range [0, 1].
- ncarray_like
Noncentrality parameter. Should be in range (0, 1e4).
- farray_like
Quantiles, i.e., the upper limit of integration.
- Returns
- dfdfloat
Degrees of freedom of the denominator sum of squares.
See also
Notes
The value of the cumulative noncentral F distribution is not necessarily monotone in either degrees of freedom. There thus may be two values that provide a given CDF value. This routine assumes monotonicity and will find an arbitrary one of the two values.
Examples
>>> from scipy.special import ncfdtr, ncfdtridfd
Compute the CDF for several values of dfd:
>>> dfd = [1, 2, 3] >>> p = ncfdtr(2, dfd, 0.25, 15) >>> p array([ 0.8097138 , 0.93020416, 0.96787852])
Compute the inverse. We recover the values of dfd, as expected:
>>> ncfdtridfd(2, p, 0.25, 15) array([ 1., 2., 3.])