inverse values for the F distribution

Rajarshi Guha rajarshi@presidency.com
Tue Sep 2 21:03:00 GMT 2003


On Tue, 2003-09-02 at 15:40, Martin Jansche wrote:
> On 2 Sep 2003, Rajarshi Guha wrote:
> 
> > In the abscence of this function is there any way to get a
> > critical value for an F test statistic?
> 
> If you absolutely need a critical value, you could use a root finding
> algorithm.  But are you sure you need one?  If you're doing a simple F
> test, it might be enough to compute the upper tail probability using
> gsl_cdf_fdist_Q() and then compare that probability with your desired
> significance level.

Thanks. Actually I was doing the latter but the values I was getting
seemed surprising (or maybe I just dont know what types of values to
expect!). For example gsl_cdf_fdist_Q(3.4935,3,28) gives me 4223.0 which
is clearly greater than 0.05 (my desired level of significance). I had
thought of checking by calculating a critical value as well.

Just out of curioisity, why is there no inverse function for the F
distribution?
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Rajarshi Guha <rajarshi@presidency.com> <http://jijo.cjb.net>
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