C++ - critical values probability distribution

Question

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.

Answer 1

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.