FINV Function

Returns a quantile from the F distribution

Category: Quantile

Syntax

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

Arguments

p

• is a numeric probability.

• Range: ‰ 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

nc

• is an optional numeric noncentrality parameter.

• Range: nc ‰

Details

The FINV function returns the p ^th 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 = µ ² .

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.

Examples

These statements compute the 95 ^th 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 Statements	Results
q1=finv(.95,2,10);	4.1028210151
q2=finv(.95,2,10.3,2);	7.583766024