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Algorithm 724: Program to calculate \(F\)-percentiles. (English) Zbl 0894.65080
Summary: Let \(0\leq p\leq 1\) be given and let \(F\) be the cumulative distribution function of the \(F\)-distribution with \((M, N)\) degrees of freedom. This Fortran 77 routine is a complement to the authors’ paper [ibid. 19, No. 4, 474-480 (1993; reviewed above)] where a method was presented to find the inverse of the \(F\)-distribution function, \(\text{FINV}(M, N, P)\), using a series expansion technique to find the inverse for the beta distribution function.
Reviewer: Reviewer (Berlin)

MSC:
65C99 Probabilistic methods, stochastic differential equations
62-04 Software, source code, etc. for problems pertaining to statistics
62E17 Approximations to statistical distributions (nonasymptotic)
Software:
Algorithm 724
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