Student[Statistics]
FRatioRandomVariable
f-ratio random variable
Calling Sequence
Parameters
Description
Examples
References
Compatibility
FRatioRandomVariable(nu, omega)
nu
-
first degrees of freedom parameter
omega
second degrees of freedom parameter
The f-ratio random variable is a continuous probability random variable with probability density function given by:
ft=0t<0νων2tν2−11+νtων2+ω2Βν2,ω2otherwise
subject to the following conditions:
0<ν,0<ω
The FRatio variate is related to independent ChiSquare variates with degrees of freedom nu and omega by the formula FRatio(nu,omega) ~ (ChiSquare(nu)*omega)/(ChiSquare(omega)*nu)
withStudentStatistics:
X≔FRatioRandomVariableν,ω:
PDFX,u
0u<0Γν2+ω2νων2uν2−1Γν2Γω21+νuων2+ω2otherwise
PDFX,0.5
Γ0.5000000000ν+0.5000000000ωνω0.5000000000ν0.50.5000000000ν−1.Γ0.5000000000νΓ0.5000000000ω1.+0.5νω0.5000000000ν+0.5000000000ω
MeanX
undefinedω≤2ωω−2otherwise
VarianceX
undefinedω≤42ω2ν+ω−2νω−22ω−4otherwise
Y≔FRatioRandomVariable7,8:
PDFY,x,output=plot
CDFY,x
0x≤0343x727343x3+2548x2+8008x+137288+7x1320<x
CDFY,3,output=plot
Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.
Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.
Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.
The Student[Statistics][FRatioRandomVariable] command was introduced in Maple 18.
For more information on Maple 18 changes, see Updates in Maple 18.
See Also
Statistics[Distributions][FRatio]
Student
Student[Statistics][RandomVariable]
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