MATH 376 -- Probability and Statistics II

F-distributions

January 27, 2006

The F-distribution describes the distribution of a

ratio of two   chi^2  - distributed random variables, scaled

by the numbers of degrees of freedom of each:  If   U[1]

is   chi^2 ( nu[1] )  and   U[2]   is    chi^2 ( nu[2] ) ,  then the ratio

nu[2]*U[1]/(nu[1]*U[2])   has an  F-distribution with nu[1]   `` numerator

degrees of freedom'', and nu[2]   `` denominator degrees of

freedom''.    F-distributions are always skewed, with

expected value > 1, if 2 < nu[2]

>    read "/home/fac/little/public_html/ProbStat0506/MSP.map";

67924321

>    plot([y->FPDF(3,4,y),y->FPDF(5,20,y),y->FPDF(7,300,y)],0..5,color=[red,blue,black]);

[Maple Plot]

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