fcdf
"upper"
)-cumulative distribution function (CDF).
For each element of x, compute the cumulative distribution function (CDF) of the -distribution with df1 and df2 degrees of freedom. The size of p is the common size of x, df1, and df2. A scalar input functions as a constant matrix of the same size as the other inputs.
p = fcdf (x, df1, df2, "upper")
computes the
upper tail probability of the -distribution with df1 and
df2 degrees of freedom, at the values in x.
Further information about the -distribution can be found at https://en.wikipedia.org/wiki/F-distribution
See also: finv, fpdf, frnd, fstat
Source Code: fcdf
## Plot various CDFs from the F distribution x = 0.01:0.01:4; p1 = fcdf (x, 1, 2); p2 = fcdf (x, 2, 1); p3 = fcdf (x, 5, 2); p4 = fcdf (x, 10, 1); p5 = fcdf (x, 100, 100); plot (x, p1, "-b", x, p2, "-g", x, p3, "-r", x, p4, "-c", x, p5, "-m") grid on legend ({"df1 = 1, df2 = 2", "df1 = 2, df2 = 1", ... "df1 = 5, df2 = 2", "df1 = 10, df2 = 1", ... "df1 = 100, df2 = 100"}, "location", "southeast") title ("F CDF") xlabel ("values in x") ylabel ("probability") |