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: |
x ⋝ 0 |
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)/(X2/ν2)follows an F-distribution.