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:
f⁡t=0t<0νων2⁢tν2−11+ν⁢tων2+ω2⁢Β⁡ν2,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)
with⁡StudentStatistics:
X≔FRatioRandomVariable⁡ν,ω:
PDF⁡X,u
0u<0Γ⁡ν2+ω2⁢νων2⁢uν2−1Γ⁡ν2⁢Γ⁡ω2⁢1+ν⁢uων2+ω2otherwise
PDF⁡X,0.5
Γ⁡0.5000000000⁢ν+0.5000000000⁢ω⁢νω0.5000000000⁢ν⁢0.50.5000000000⁢ν−1.Γ⁡0.5000000000⁢ν⁢Γ⁡0.5000000000⁢ω⁢1.+0.5⁢νω0.5000000000⁢ν+0.5000000000⁢ω
Mean⁡X
undefinedω≤2ωω−2otherwise
Variance⁡X
undefinedω≤42⁢ω2⁢ν+ω−2ν⁢ω−22⁢ω−4otherwise
Y≔FRatioRandomVariable⁡7,8:
PDF⁡Y,x,output=plot
CDF⁡Y,x
0x≤0343⁢x72⁢7⁢343⁢x3+2548⁢x2+8008⁢x+137288+7⁢x1320<x
CDF⁡Y,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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