Documentation

finv

Finverse cumulative distribution function

Syntax

X = finv(P,V1,V2)

Description

X = finv(P,V1,V2)computes the inverse of theFcdf with numerator degrees of freedomV1and denominator degrees of freedomV2for the corresponding probabilities inP.P,V1, andV2can be vectors, matrices, or multidimensional arrays that all have the same size. A scalar input is expanded to a constant array with the same dimensions as the other inputs.V1andV2parameters must contain real positive values, and the values inPmust lie on the interval [0 1].

TheFinverse function is defined in terms of theFcdf as

x = F 1 ( p | ν 1 , ν 2 ) = { x : F ( x | ν 1 , ν 2 ) = p }

where

p = F ( x | ν 1 , ν 2 ) = 0 x Γ [ ( ν 1 + ν 2 ) 2 ] Γ ( ν 1 2 ) Γ ( ν 2 2 ) ( ν 1 ν 2 ) ν 1 2 t ν 1 2 2 [ 1 + ( ν 1 ν 2 ) t ] ν 1 + ν 2 2 d t

Examples

Find a value that should exceed 95% of the samples from anFdistribution with 5 degrees of freedom in the numerator and 10 degrees of freedom in the denominator.

x = finv(0.95,5,10) x = 3.3258

You would observe values greater than 3.3258 only 5% of the time by chance.

Extended Capabilities

C/C++ Code Generation
Generate C and C++ code using MATLAB® Coder™.

Introduced before R2006a

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