new file mode 100644
--- /dev/null
+++ b/scripts/statistics/distributions/fpdf.m
@@ -0,0 +1,66 @@
+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+##
+## This file is part of Octave.
+##
+## Octave is free software; you can redistribute it and/or modify it
+## under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+##
+## Octave is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details.
+##
+## You should have received a copy of the GNU General Public License
+## along with Octave; see the file COPYING.  If not, write to the Free
+## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
+## 02110-1301, USA.
+
+## -*- texinfo -*-
+## @deftypefn {Function File} {} f_pdf (@var{x}, @var{m}, @var{n})
+## For each element of @var{x}, compute the probability density function
+## (PDF) at @var{x} of the F distribution with @var{m} and @var{n}
+## degrees of freedom.
+## @end deftypefn
+
+## Author: KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description: PDF of the F distribution
+
+function pdf = f_pdf (x, m, n)
+
+  if (nargin != 3)
+    usage ("f_pdf (x, m, n)");
+  endif
+
+  if (!isscalar (m) || !isscalar (n))
+    [retval, x, m, n] = common_size (x, m, n);
+    if (retval > 0)
+      error ("f_pdf: x, m and n must be of common size or scalar");
+    endif
+  endif
+
+  sz = size (x);
+  pdf = zeros (sz);
+
+  k = find (isnan (x) | !(m > 0) | !(n > 0));
+  if (any (k))
+    pdf(k) = NaN;
+  endif
+
+  k = find ((x > 0) & (x < Inf) & (m > 0) & (n > 0));
+  if (any (k))
+    if (isscalar (m) && isscalar (n))
+      tmp = m / n * x(k);
+      pdf(k) = (exp ((m / 2 - 1) .* log (tmp)
+		     - ((m + n) / 2) .* log (1 + tmp))
+		.* (m / n) ./ beta (m / 2, n / 2));
+    else
+      tmp = m(k) .* x(k) ./ n(k);
+      pdf(k) = (exp ((m(k) / 2 - 1) .* log (tmp)
+		     - ((m(k) + n(k)) / 2) .* log (1 + tmp))
+		.* (m(k) ./ n(k)) ./ beta (m(k) / 2, n(k) / 2));
+    endif
+  endif
+
+endfunction