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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)
Algorithm 724
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