Algorithm 724

Algorithm 724 is a program to calculate F-percentiles. Let 0← p ←1 be given and let F be the cumulative distribution function of the F-Distribution with (M, N,) degrees of freedom. This FORTRAN 77 routine is a complement to [1] where a method was presented to find the inverse of the F-Distribution function, FINV(M, N, P), using a series expansion technique to find the inverse for the Beta Distribution function. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

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References in zbMATH (referenced in 2 articles , 1 standard article )

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  1. Gil, A.; Segura, J.; Temme, N. M.: Efficient algorithms for the inversion of the cumulative central beta distribution (2017)
  2. Abernathy, Roger W.; Smith, Robert P.: Algorithm 724: Program to calculate (F)-percentiles (1993)