If we have two random variables Y1 and Y2 having chi-square distribution with a and b degrees of freedom respectively, ratio
will have F-distribution with a and b degrees of freedom. This distribution is also known as Fisher distribution.
On the right, you can see the probability density function of the F-distribution for some a's and b's. Its analytical form is:
Cumulative distribution function of the F-distribution is:
This module contains algorithms of calculation of the cumulative distribution function (FDistribution subroutine), its own complement (FCDistribution subroutine) and its inverse function (InvFDistribution subroutine).
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