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 freedomV1
and denominator degrees of freedomV2
for the corresponding probabilities inP
.P
,V1
, andV2
can 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.V1
andV2
parameters must contain real positive values, and the values inP
must lie on the interval [0 1].
TheFinverse function is defined in terms of theFcdf as
where
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.