The FINV function returns
the
pth quantile from the
F distribution
with numerator degrees of freedom
ndf, denominator degrees of freedom
ddf, and noncentrality parameter
nc. The probability that an observation from the
F distribution is less than the quantile is
p. This function accepts noninteger degrees of
freedom parameters
ndf and
ddf.
If the optional parameter
nc is not specified or has the value 0, the quantile
from the central
F distribution
is returned. The noncentrality parameter
nc is defined such that if X and Y are normal random variables with
means
μ and 0, respectively,
and variance 1, then
has a noncentral
F distribution with
nc = μ
2.
CAUTION:
For large values of
nc, the algorithm could fail. In that case, a
missing value is returned.
Note: FINV is the inverse of the
PROBF function.