cochinv

Inverse of the Cochran's cumulative distribution function (cdf).

Description

This m-file returns the inverse of the Cochran's C cumulative distribution function of K variances and V degrees of freedom at the values in P.

Gives the critical value associated to the Cochran's C statistics ratio of the largest S^2 to their total (max(S^2)/sum(S^2)), as an alternative procedure to test homocedasticity (Cochran, 1941; Eisenhart, Hastay and Wallis, 1947).

Inputs:
p - accumulative probability value
k - number of sample variances
v - number of degrees of freedom for each variance: sample sizes must be equal

• Required Products: Statistics Toolbox
• MATLAB release: MATLAB 7 (R14)