Dew Math for .NET
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Inverse cumulative probability distribution for the Studentized Range distribution
Parameters |
Description |
[In] double p |
The cumulative probability or percentile range. |
[In] int r |
Number of samples. |
[In] int v |
Degrees of freedom. To obtain quantiles from the maximum normal range distribution (v = Inf), specify this param value bigger than 25000. |
[In] int ci |
If ci = 1, then the inverse cumulative probability function of the studentized range is returned. If ci > 1 (2), then the inverse distribution of the studentized maximum modulus is obtained. |
Note: The maximum allowed p value when v = 1, is 0.98. In general, the accuracy of the algorithm decreases as r increases, as v decreases and as p approaches 1. It is recommended to verify the result with the StudentRangeCDF function to ensure, that the value of the p parameter can again be recovered.
References:
[1] Based on Fortran program from statlib, http://lib.stat.cmu.edu, Algorithm AS 190 Appl. Statist. (1983) Vol.32, No. 2 Incorporates corrections from Appl. Statist. (1985) Vol.34 (1) [2] Ferreira, D., et al. "Quantiles from the Maximum Studentized Range Distribution." Biometric Brazilian Journal 25.1 (2007): 117-135. http://jaguar.fcav.unesp.br/RME/fasciculos/v25/v25_n1/A8_Daniel.pdf (See prange function)
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