Investment Studio > Expressions > Functions > Statistical > FINV
float finv(float probability, integer degrees_of_freedom_numerator, integer degrees_of_freedom_denominator)
Returns the inverse of the one-tailed CDF (Cumulative Distribution Function) for Snedecor's F: if probability = fdist(x, ...), then finv(probability, ...) = x.
probability must be in the range [0, 1].
degrees_of_freedom_numerator and degrees_of_freedom_denominator must be >= 1.
The result is determined by an iterative procedure that terminates when the incremental improvement is less than 1E-10 per iteration. If this precision is not achieved after 10000 iterations, the result is an error (#N/A).
Example
The number x such that a stochastic variable with Snedecor's F(2, 3) distribution is <= x with a probability of 65% is
=finv(65%, 2, 3)
» 0.49901.