Roger Hui wrote: > I have never seen one in J. If you can provide a > link to Jim Weigang's APL function perhaps members > of the Forum can translate it.
Jim Weigang's APL function http://www.chilton.com/~jimw/fdist.html A different approach is given in Roger W. Abernathy , Robert P. Smith, Algorithm 724; Program to calculate F-Percentiles, ACM Transactions on Mathematical Software (TOMS), v.19 n.4, p.481-483, Dec. 1993 >From the abstract: Let 0 ≤ 1 and F be the cumulative distribution function (cdf) of the F-Distribution. We wish to find xp such that F(xp|n1, n2) = p, where n1 and n2 are the degrees of freedom. Traditionally, xp is found using a numerical root-finding method, such as Newton's method. In this paper, a procedure based on a series expansion for finding xpis given. The series expansion method has been applied to the normal, chi-square, and t distributions, but because of computational difficulties, it has not been applied to the F-Distribution. These problems have been overcome by making the standard transformation to the beta distribution. The procedure is explained in Sections 3 and 4. Empirical results of a comparison of CPU times are given in Section 5. The series expansion is compared to some of the standard root-finding methods. A table is given for p = .90. Best wishes, John ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
