Processing math: 100%

Fratio (or F) Distribution

Defined for x>0 . The distribution of (X1/X2)(ν2/ν1) if X1 is chi-squared with v1 degrees of freedom and X2 is chi-squared with v2 degrees of freedom.

f(x;ν1,ν2)=νν2/22νν1/21xν1/21(ν2+ν1x)(ν1+ν2)/2B(ν12,ν22)F(x;v1,v2)=I(ν12,ν22,ν2xν2+ν1x)G(q;ν1,ν2)=[ν2I1(ν1/2,ν2/2,q)ν1ν2]1.
μ=ν2ν22ν2>2μ2=2ν22(ν1+ν22)ν1(ν22)2(ν24)v2>4γ1=2(2ν1+ν22)ν262(ν24)ν1(ν1+ν22)ν2>6γ2=3[8+(ν26)γ21]2ν16ν2>8

Implementation: scipy.stats.f