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Re: inverse values for the F distribution
- From: Martin Jansche <jansche at ling dot ohio-state dot edu>
- To: <gsl-discuss at sources dot redhat dot com>
- Date: Tue, 2 Sep 2003 15:40:18 -0400 (EDT)
- Subject: Re: inverse values for the F distribution
On 2 Sep 2003, Rajarshi Guha wrote:
> In the abscence of this function is there any way to get a
> critical value for an F test statistic?
If you absolutely need a critical value, you could use a root finding
algorithm. But are you sure you need one? If you're doing a simple F
test, it might be enough to compute the upper tail probability using
gsl_cdf_fdist_Q() and then compare that probability with your desired
significance level.
- martin