F_INV_RT

Updated 2023-11-02 21:45:34.007000

Syntax

SELECT [westclintech].[wct].[F_INV_RT](
  <@p, float,>
 ,<@df1, float,>
 ,<@df2, float,>)

Description

Use the scalar function F_INV_RT to calculate the inverse of the F upper probability distribution.

Arguments

@p

The quantile of interest to be evaluated. @X must be of a type float or of type that intrinsically converts to float.

@df1

The number of degrees freedom for the numerator random variable. @df1 must be of a type float or of a type that intrinsically converts to float.

@df2

The number of degrees freedom for the denominator random variable. @df2 must be of a type float or of a type that intrinsically converts to float.

Return Type

float

Remarks

0 < @p < 1.

0 < @df1.

0 < @df2.

Examples

In this example we calculate the inverse of the right-tailed F distribution with (5,2) degrees of freedom at 0.05.

SELECT wct.F_INV_RT(   0.05, --@p

                       5,    --@df1

                       2     --@df2

                   ) as F_INV_RT;

This produces the following result.

{"columns":[{"field":"F_INV_RT","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"F_INV_RT":"19.2964096520172"}]}

The F distribution is closely related to the beta distribution.

SELECT wct.F_INV_RT(p, df1, df2) as F_INV_RT,

       (df2 * (1 - wct.BETAINV(p, df2 / 2, df1 / 2, NULL, NULL)))

       / (wct.BETAINV(p, df2 / 2, df1 / 2, NULL, NULL) * df1) as BETAINV

FROM

(

    VALUES

        (0.05, 5e-00, 2e-00)

) n (p, df1, df2);