🚀 go-pugleaf

In article <1993Jan7.224458.1@uwovax.uwo.ca> maxim@uwovax.uwo.ca writes:
>F-distribution

>I am looking for either a reference or some fortran source code
>that will allow me to calculate an f-value (percentile) given
>that the area (probability) and degrees of freedom DF1 and DF2
>are known.  There are numerous references that suggest how the
>area might be calculated given that the percentile is known, but
>I have yet to come across the opposite.

>The algorithm must be accurate to at least the fifth decimal place.
>Any suggestions would be greatly appreciated.

I cannot give you more than an algorithm, which I suggest should work
fairly quickly and will not require too much programming.

Since the density of the F distribution is quite simple, I suggest
that Newton's method be used to iterate.  To improve the performance,
I suggest that in the tails, the logarithm of the tail probability,
rather than the probability itself, be used.
-- 
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
Phone: (317)494-6054
hrubin@snap.stat.purdue.edu (Internet, bitnet)  
{purdue,pur-ee}!snap.stat!hrubin(UUCP)