F-Distribution |
(continuous probability dist for equations) |
Usage: |
FDist (x, n1, n2) |
Definition: |
[(n1 x / (n2 + n1 x)) ^ (1/2)] [(n2 / (n2 + n1 x)) ^ (n2/2)] / [x beta (n1/2, n2/2)] where beta is the beta function |
Required: |
n > 0 n2 > 0 |
Support: |
x ³ 0 |
Moments: |
m = n2 / (n2 - 2) for n > 2 s^2 = 2 n2^2 (n1+n2-2)/[n1(n2-2)^2(n2-4)] for n2 > 4 |
The ratio of two chi-squared variates X1 and X2, each divided by their degrees of freedom: (X1/n1)/(X2/n2) follows an F-distribution.