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FNONCT |
Category: | Mathematical |
Syntax | |
Arguments | |
Details | |
Examples |
Syntax |
FNONCT(x,ndf,ddf,prob) |
Range: | x 0 |
Range: | ndf > 0 |
Range: | ddf > 0 |
Range: | 0 < prob < 1 |
Details |
The FNONCT function returns the nonnegative noncentrality parameter from a noncentral F distribution whose parameters are x, ndf, ddf, and nc. If prob is greater than the probability from the central F distribution whose parameters are x, ndf, and ddf, a root to this problem does not exist. In this case a missing value is returned. A Newton-type algorithm is used to find a nonnegative root nc of the equation
where
where I (. . .) is the probability from the beta distribution that is given by
If the algorithm fails to converge to a fixed point, a missing value is returned.
Examples |
data work; x=2; df=4; ddf=5; do nc=1 to 3 by .5; prob=probf(x,df,ddf,nc); ncc=fnonct(x,df,ddf,prob); output; end; run; proc print; run;
OBS x df ddf nc prob ncc 1 2 4 5 1.0 0.69277 1.0 2 2 4 5 1.5 0.65701 1.5 3 2 4 5 2.0 0.62232 2.0 4 2 4 5 2.5 0.58878 2.5 5 2 4 5 3.0 0.55642 3.0 |
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