F+Distribution

F- Distribution (Estimator Distributions) (GWU EMSE-271)
Index | Topics (Logical Lectures) | Lectures | Problems | Readings | Nomenclature | Concepts

"A [|random variate] of the //F//-distribution arises as the ratio of two [|chi-squared] variates" - Wikipedia

EMSE 271, Fall 2009, Slide 111

N-1 and M-1 are calculated from degrees of freedom 1 and 2. Looks like is the numberator degrees of freedom - pws.

- Wikipedia
 * ~ parameters: || [[image:http://upload.wikimedia.org/math/6/c/3/6c3df1080d0ee2d5084dd8485a1e7ca8.png caption="d_1>0, d_2>0"]] deg. of freedom ||

EXCEL Functions: - Excel popups. Need to be validated by looking at again.
 * ~FDIST - returns the F probability distribution (degree of diversity) for two data sets. Inputs x, degree of freedom 1, degree of freedom 2.
 * “Use when you want to find the probability” - Crystal
 * ~FINV - returns the inverse of the F probability distribution: if p = FDIST(x, …), then FINV)p, … ) = x. Inputs probability, degree of freedom 1, degree of freedom 2.~
 * “Use when you know the probability, when you want to find the t-critical value" - Crystal


 * Sources:**
 * EMSE 271, Fall 2009
 * F-distribution. (2011, January 4). In //Wikipedia, The Free Encyclopedia//. Retrieved 15:10, January 23, 2011, from []