Defn: A continuous r.v. X is said to have an F-distribution with m (numerator) and n (denominator) degrees of freedom (d.f.) if, and only if, the PDF of X is given by Notation: Mean : Variance: r(-) 士(帶)(③) w X-F(m.) E(X) = n n-2 m * Var(X) = DNE n>2 x(%)-1 (1+x)(0)(x), m.nez". 2n² (m+n-2) m(n-2)(n-4) n>4 Theorem: Let U-X) and V-X), with U and V independent. Then, MGF : Note: Prove F-distribution. Note: Use the proof of t-distribution as reference. X=-Fm %
Defn: A continuous r.v. X is said to have an F-distribution with m (numerator) and n (denominator) degrees of freedom (d.f.) if, and only if, the PDF of X is given by Notation: Mean : Variance: r(-) 士(帶)(③) w X-F(m.) E(X) = n n-2 m * Var(X) = DNE n>2 x(%)-1 (1+x)(0)(x), m.nez". 2n² (m+n-2) m(n-2)(n-4) n>4 Theorem: Let U-X) and V-X), with U and V independent. Then, MGF : Note: Prove F-distribution. Note: Use the proof of t-distribution as reference. X=-Fm %
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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