fcdf
              "upper")-cumulative distribution function (CDF).
For each element of x, compute the cumulative distribution function (CDF) of the -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 -distribution with df1 and
 df2 degrees of freedom, at the values in x.
Further information about the -distribution can be found at https://en.wikipedia.org/wiki/F-distribution
See also: finv, fpdf, frnd, fstat
Source Code: fcdf
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 ## 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")
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