FINV Function

Returns a quantile from the F distribution.

Category: Quantile

Syntax

FINV (p, ndf, ddf <,nc> )

Required Arguments

p

is a numeric probability.

Range 0 ≤ p < 1

ndf

is a numeric numerator degrees of freedom parameter.

Range ndf > 0

ddf

is a numeric denominator degrees of freedom parameter.

Range ddf > 0

Optional Argument

nc

is an optional numeric noncentrality parameter.

Range nc ≥ 0

Details

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 X 2 / Y 2 has a noncentral F distribution with nc = μ2.
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.

Example

These statements compute the 95th quantile value of a central F distribution with 2 and 10 degrees of freedom and a noncentral F distribution with 2 and 10.3 degrees of freedom and a noncentrality parameter equal to 2:
SAS Statement
Result
q1=finv(.95,2,10);
4.1028210151
q2=finv(.95,2,10.3,2);
7.583766024

See Also

Functions: