Statistics: fcdf

### Function Reference: `fcdf`

statistics: p = fcdf (x, df1, df2)
statistics: p = fcdf (x, df1, df2, `"upper"`)

F-cumulative distribution function (CDF).

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

`p = fcdf (x, df1, df2, "upper")` computes the upper tail probability of the F-distribution with df1 and df2 degrees of freedom, at the values in x.

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

See also: finv, fpdf, frnd, fstat

Source Code: fcdf

### Example: 1

     ## Plot various CDFs from the F distribution
     x = 0.01:0.01:4;
     p1 = fcdf (x, 1, 2);
     p2 = fcdf (x, 2, 1);
     p3 = fcdf (x, 5, 2);
     p4 = fcdf (x, 10, 1);
     p5 = fcdf (x, 100, 100);
     plot (x, p1, "-b", x, p2, "-g", x, p3, "-r", x, p4, "-c", x, p5, "-m")
     grid on
     legend ({"df1 = 1, df2 = 2", "df1 = 2, df2 = 1", ...
              "df1 = 5, df2 = 2", "df1 = 10, df2 = 1", ...
              "df1 = 100, df2 = 100"}, "location", "southeast")
     title ("F CDF")
     xlabel ("values in x")
     ylabel ("probability")