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Function Reference: finv

statistics: x = finv (p, df1, df2)

Inverse of the F-cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) of the F-distribution with df1 and df2 degrees of freedom. The size of x is the common size of p, df1, and df2. A scalar input functions as a constant matrix of the same size as the other inputs.

Further information about the F-distribution can be found at https://en.wikipedia.org/wiki/F-distribution

See also: fcdf, fpdf, frnd, fstat

Source Code: finv

Example: 1

Plot various iCDFs from the F distribution

 p = 0.001:0.001:0.999;
 x1 = finv (p, 1, 1);
 x2 = finv (p, 2, 1);
 x3 = finv (p, 5, 2);
 x4 = finv (p, 10, 1);
 x5 = finv (p, 100, 100);
 plot (p, x1, '-b', p, x2, '-g', p, x3, '-r', p, x4, '-c', p, x5, '-m')
 grid on
 ylim ([0, 4])
 legend ({'df1 = 1, df2 = 2', 'df1 = 2, df2 = 1', ...
          'df1 = 5, df2 = 2', 'df1 = 10, df2 = 1', ...
          'df1 = 100, df2 = 100'}, 'location', 'northwest')
 title ('F iCDF')
 xlabel ('probability')
 ylabel ('values in x')
plotted figure