The F density function (also known as Snedcor's density or the
variance ratio density) is the density
of x = (u1/df1)/(u2/df2), where u1 and u2 are random
variables having χ2 distributions with df1
and df2 degrees of freedom, respectively.
fDistribution returns the area from zero to x under the F density
function. The complementary function,
fDistributionCompl, returns the area from x to ∞ under the F density function.
The inverse of the complemented F distribution,
fDistributionComplInv, finds the argument x such that the integral
from x to infinity of the F density is equal to the given probability y.
Can be used to test whether the means of multiple normally distributed
populations, all with the same standard deviation, are equal;
or to test that the standard deviations of two normally distributed
populations are equal.
The F distribution, its complement, and inverse.
The F density function (also known as Snedcor's density or the variance ratio density) is the density of x = (u1/df1)/(u2/df2), where u1 and u2 are random variables having χ2 distributions with df1 and df2 degrees of freedom, respectively.
fDistribution returns the area from zero to x under the F density function. The complementary function, fDistributionCompl, returns the area from x to ∞ under the F density function.
The inverse of the complemented F distribution, fDistributionComplInv, finds the argument x such that the integral from x to infinity of the F density is equal to the given probability y.
Can be used to test whether the means of multiple normally distributed populations, all with the same standard deviation, are equal; or to test that the standard deviations of two normally distributed populations are equal.