Updated: 31 July 2015
Use F_DIST to calculate upper cumulative probability of an F-distribution for x and degrees of freedom for 2 independent random variables.
The value of interest to be evaluated. @X must be of a type float or of type that intrinsically converts to float.
The number of degrees freedom for the numerator random variable. @df1 must be of a type float or of a type that intrinsically converts to float.
The number of degrees freedom for the denominator random variable. @df2 must be of a type float or of a type that intrinsically converts to float.
· 0 < @X
· 0 < @df1
· 0 < @df2
In this example we calculate the F cumulative distribution function for x = 9 with 4 numerator degrees of freedom and 5 denominator degrees of freedom.
This produces the following result
The F distribution is closely related to the beta distribution.
wct.F_DIST_RT(x,df1,df2) as F_DIST_RT
,wct.BETA_DIST(df2/(df2+df1*x),df2/2,df1/2,'True',NULL,NULL) as BETA_DIST
This produces the following result.