F cumulative distribution function
p = fcdf(x,v1,v2)
p = fcdf(x,v1,v2,'upper')
p = fcdf(x,v1,v2) computes the
F cdf at each of the values in
x using the
corresponding numerator degrees of freedom
v1 and denominator degrees
v2 can be vectors, matrices, or multidimensional arrays that are
all the same size. A scalar input is expanded to a constant matrix with the same
dimensions as the other inputs.
parameters must contain real positive values, and the values in
must lie on the interval
p = fcdf(x,v1,v2,'upper') returns the complement of the
F cdf at each value in
x, using an algorithm
that more accurately computes the extreme upper tail probabilities.
The F cdf is
The result, p, is the probability that a single observation from an F distribution with parameters ν1 and ν2 will fall in the interval [0 x].
The following illustrates a useful mathematical identity for the F distribution.
nu1 = 1:5; nu2 = 6:10; x = 2:6; F1 = fcdf(x,nu1,nu2)
F1 = 0.7930 0.8854 0.9481 0.9788 0.9919
F2 = 1 - fcdf(1./x,nu2,nu1)
F2 = 0.7930 0.8854 0.9481 0.9788 0.9919