### Function Reference: `finv`

statistics: x = finv (p, df1, df2)

Inverse of the F-cumulative distribution function (iCDF).

For each element of p, compute the quantile (the inverse of the CDF) of the F-distribution with df1 and df2 degrees of freedom. The size of x is the common size of p, df1, and df2. A scalar input functions as a constant matrix of the same size as the other inputs.

Further information about the F-distribution can be found at https://en.wikipedia.org/wiki/F-distribution

See also: fcdf, fpdf, frnd, fstat

Source Code: finv

### Example: 1

     ## Plot various iCDFs from the F distribution
     p = 0.001:0.001:0.999;
     x1 = finv (p, 1, 1);
     x2 = finv (p, 2, 1);
     x3 = finv (p, 5, 2);
     x4 = finv (p, 10, 1);
     x5 = finv (p, 100, 100);
     plot (p, x1, "-b", p, x2, "-g", p, x3, "-r", p, x4, "-c", p, x5, "-m")
     grid on
     ylim ([0, 4])
     legend ({"df1 = 1, df2 = 2", "df1 = 2, df2 = 1", ...
              "df1 = 5, df2 = 2", "df1 = 10, df2 = 1", ...
              "df1 = 100, df2 = 100"}, "location", "northwest")
     title ("F iCDF")
     xlabel ("probability")
     ylabel ("values in x")