F_INV
Updated: 31 July 2015
Use F_INV to calculate the inverse of the F lower probability distribution.
Syntax
SELECT [wct].[F_INV](
<@p, float,>
,<@df1, float,>
,<@df2, float,>)
Arguments
@p
The quantile of interest to be evaluated. @X must be of a type float or of type that intrinsically converts to float.
@df1
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.
@df2
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.
Return Type
float
Remarks
· 0 < @p < 1
· 0 < @df1
· 0 < @df2
Examples
In this example we calculate the inverse of the F distribution with (5,2) degrees of freedom at 0.95.
SELECT
wct.F_INV(
0.95 --@p
,5 --@df1
,2 --@df2
) as F_INV
This produces the following result
The F distribution is closely related to the beta distribution.
SELECT
wct.F_INV(p,df1,df2) as F_INV
,df2*wct.BETAINV(p,df1/2,df2/2,NULL,NULL)/(df1*(1-wct.BETAINV(p,df1/2,df2/2,NULL,NULL))) as BETAINV
FROM (
VALUES (0.95,5e-00,2e-00))n(p,df1,df2)
This produces the following result.
See Also