}} //namespaces
The F distribution is a continuous distribution that arises when testing
-whether two samples have the same variance. If [chi][super 2][sub m][space] and
-[chi][super 2][sub n][space] are independent variates each distributed as
+whether two samples have the same variance. If [chi][super 2][sub m] and
+[chi][super 2][sub n] are independent variates each distributed as
Chi-Squared with /m/ and /n/ degrees of freedom, then the test statistic:
-F[sub n,m][space] = ([chi][super 2][sub n][space] / n) / ([chi][super 2][sub m][space] / m)
+[expression F[sub n,m] = ([chi][super 2][sub n] / n) / ([chi][super 2][sub m] / m)]
Is distributed over the range \[0, [infin]\] with an F distribution, and
has the PDF:
led to the following two formulas:
-f[sub v1,v2](x) = y * __ibeta_derivative(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))
+[expression f[sub v1,v2](x) = y * __ibeta_derivative(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
with y = (v2 * v1) \/ ((v2 + v1 * x) * (v2 + v1 * x))
and
-f[sub v1,v2](x) = y * __ibeta_derivative(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))
+[expression f[sub v1,v2](x) = y * __ibeta_derivative(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
with y = (z * v1 - x * v1 * v1) \/ z[super 2]
rounding error. ]]
[[cdf][Using the relations:
-p = __ibeta(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))
+[expression p = __ibeta(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
and
-p = __ibetac(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))
+[expression :p = __ibetac(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
The first is used for v1 * x > v2, otherwise the second is used.
[[cdf complement][Using the relations:
-p = __ibetac(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))
+[expression p = __ibetac(v1 \/ 2, v2 \/ 2, v1 * x \/ (v2 + v1 * x))]
and
-p = __ibeta(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))
+[expression p = __ibeta(v2 \/ 2, v1 \/ 2, v2 \/ (v2 + v1 * x))]
The first is used for v1 * x < v2, otherwise the second is used.
avoid rounding error. ]]
[[quantile][Using the relation:
-x = v2 * a \/ (v1 * b)
+[expression x = v2 * a \/ (v1 * b)]
where:
-a = __ibeta_inv(v1 \/ 2, v2 \/ 2, p)
+[expression a = __ibeta_inv(v1 \/ 2, v2 \/ 2, p)]
and
-b = 1 - a
+[expression b = 1 - a]
Quantities /a/ and /b/ are both computed by __ibeta_inv without the
subtraction implied above.]]
from the complement][Using the relation:
-x = v2 * a \/ (v1 * b)
+[expression x = v2 * a \/ (v1 * b)]
where
-a = __ibetac_inv(v1 \/ 2, v2 \/ 2, p)
+[expression a = __ibetac_inv(v1 \/ 2, v2 \/ 2, p)]
and
-b = 1 - a
+[expression b = 1 - a]
Quantities /a/ and /b/ are both computed by __ibetac_inv without the
subtraction implied above.]]
Weisstein, Eric W. "F-Distribution." From MathWorld--A Wolfram Web Resource.] ]]
]
-[endsect][/section:f_dist F distribution]
+[endsect] [/section:f_dist F distribution]
[/ fisher.qbk
Copyright 2006 John Maddock and Paul A. Bristow.