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Precise calculation of the cumulative distribution function and its inverse function for Fisher's F and Student's t
Computer Methods and Programs in Biomedicine
|November 1, 1985
Abstract:
A computer program to calculate precise solutions (exact to the limit of computer accuracy) for the cumulative distribution function of the statistical t and F distributions is detailed. A routine that makes iterative calls of this algorithm to calculate precisely the inverse function of these distributions by successive approximation is also provided. The program provided yields precise levels of probability confidence for both Fisher's F and Student's t tests, and the inverse calculation of critical values given p. It is written in a subset of BASIC which should run on any small computer, requiring only 1538 bytes on the Commodore 64.