F-Distribution

(continuous probability dist for equations)

Usage:

FDist (x, ν1, ν2)

Definition:

[(ν1 x / (ν2 + ν1 x)) ^ (1/2)] [(ν2 / (ν2 + ν1 x)) ^ (ν2/2)] / [x beta (ν1/2, ν2/2)]

where beta is the beta function

Required:

ν1 > 0   ν2 > 0

Support:

x0

Moments:

μ  = ν2 / (ν2 - 2)   for ν > 2

σ^2=2 ν2^2 (ν1+ν2-2)/[ν1(ν2-2)^2(ν2-4)]  for ν2 > 4

The ratio of two chi-squared variates X1 and X2, each divided by their degrees of freedom: (X1/ν1)/(X22)follows an F-distribution.