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XLeratorDB/statistics Documentation

SQL Server F.DIST function


 
Updated: 9 August 2010

Use FDIST to calculate the F probability distribution. A frequent use of the F-distribution is to test whether two observed samples have the same variance. FDIST calculates the cumulative distribution function. The F-distribution cdf is given in terms of the incomplete beta function:
 
 FDIST
Syntax
SELECT [wctStatistics].[wct].[FDIST] (
   <@X, float,>
 ,<@Degrees_freedom1, float,>
 ,<@Degrees_freedom2, float,>)
Arguments
@X
is the value to be evaluated by the function. @X is an expression of type float or of a type that can be implicitly converted to float
@Degrees_freedom1
is the numerator degrees of freedom. @Degrees_freedom1 is an expression of type float or of a type that can be implicitly converted to float
@Degrees_freedom2
is the denominator degrees of freedom. @Degrees_freedom2 is an expression of type float or of a type that can be implicitly converted to float
Return Types
float
Remarks
·         If @X < 0, FDIST returns an error.
·         @Degrees_freedom1 and @Degrees_freedom2  are truncated to zero decimal places.
·         If @Degrees_freedom1 < 1 or @Degrees_freedom1 > 10^10, FDIST returns an error.
·         If @Degrees_freedom2 < 1 or @Degrees_freedom2 > 10^10, FDIST returns an error.
·         FDIST = BETADIST(@Degrees_freedom2 /(@Degrees_freedom2 +@Degrees_freedom1 *@X), @Degrees_freedom2 /2, @Degrees_freedom1 /2)
Examples

select
wct.FDIST(3.217174547, 6 ,10)
 

This produces the following result
----------------------
0.0500000000172287
 
(1 row(s) affected)
 

select
wct.BETADIST(0.341261436183216, 5 ,3, NULL, NULL)
 

This produces the following result
----------------------
0.0500000000172289
 
(1 row(s) affected)


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