C++ - critical values probability distribution

c++, distribution, probability, statistics

Solution

The Boost Math Toolkit contains the F distribution. To get critical values, use the quantile non-member function. If you can't use any third party tools, then you are in for a lot of work since most distributions do not have a closed form analytical expression for critical values. E.g. the normal distribution requires numerical integration.

Problem

were can I find reliable code for critical values for probability distributions? For instance, F critical values for the fisher test... ? Thanks for any relevant reference.

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