x = qf(p,df1,df2) Input p probability df1,df2 degrees of freedom (p,df1,df2 can be scalar or matrix with common size) Output F inverse at p of the F cumulative distribution function with degrees of freedom df1, df2 (the F law with degrees of freedom df1 and df2 is the law of (X/df1)/(Y/df2) where X and Y are independent Chisquare random variables with one degree of freedom)