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Functions and CALL Routines

FINV Function



Returns a quantile from the F distribution.
Category: Quantile

Syntax
Arguments
Details
Examples
See Also

Syntax

FINV (p, ndf, ddf <,nc>)


Arguments

p

is a numeric probability.

Range: 0 [le] p < 1
ndf

is a numeric numerator degrees of freedom parameter.

Range: ndf > 0
ddf

is a numeric denominator degrees of freedom parameter.

Range: ddf > 0
nc

is an optional numeric noncentrality parameter.

Range: nc [ge] 0

Details

The FINV function returns the pth quantile from the F distribution with numerator degrees of freedom ndf, denominator degrees of freedom ddf, and noncentrality parameter nc. The probability that an observation from the F distribution is less than the quantile is p. This function accepts noninteger degrees of freedom parameters ndf and ddf.

If the optional parameter nc is not specified or has the value 0, the quantile from the central F distribution is returned. The noncentrality parameter nc is defined such that if X and Y are normal random variables with means [mu] and 0, respectively, and variance 1, then [equation] has a noncentral F distribution with nc = [mu]2.

CAUTION:

For large values of nc, the algorithm could fail. In that case, a missing value is returned.  [cautionend]

Note:   FINV is the inverse of the PROBF function.  [cautionend]


Examples

These statements compute the 95th quantile value of a central F distribution with 2 and 10 degrees of freedom and a noncentral F distribution with 2 and 10.3 degrees of freedom and a noncentrality parameter equal to 2:

SAS Statements Results
q1=finv(.95,2,10);
4.1028210151
q2=finv(.95,2,10.3,2);
7.583766024


See Also

Functions:

QUANTILE Function

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