f distribution derivation

/Name/F6 495.7 376.2 612.3 619.8 639.2 522.3 467 610.1 544.1 607.2 471.5 576.4 631.6 659.7 /Differences[0/minus/periodcentered/multiply/asteriskmath/divide/diamondmath/plusminus/minusplus/circleplus/circleminus/circlemultiply/circledivide/circledot/circlecopyrt/openbullet/bullet/equivasymptotic/equivalence/reflexsubset/reflexsuperset/lessequal/greaterequal/precedesequal/followsequal/similar/approxequal/propersubset/propersuperset/lessmuch/greatermuch/precedes/follows/arrowleft/arrowright/arrowup/arrowdown/arrowboth/arrownortheast/arrowsoutheast/similarequal/arrowdblleft/arrowdblright/arrowdblup/arrowdbldown/arrowdblboth/arrownorthwest/arrowsouthwest/proportional/prime/infinity/element/owner/triangle/triangleinv/negationslash/mapsto/universal/existential/logicalnot/emptyset/Rfractur/Ifractur/latticetop/perpendicular/aleph/A/B/C/D/E/F/G/H/I/J/K/L/M/N/O/P/Q/R/S/T/U/V/W/X/Y/Z/union/intersection/unionmulti/logicaland/logicalor/turnstileleft/turnstileright/floorleft/floorright/ceilingleft/ceilingright/braceleft/braceright/angbracketleft/angbracketright/bar/bardbl/arrowbothv/arrowdblbothv/backslash/wreathproduct/radical/coproduct/nabla/integral/unionsq/intersectionsq/subsetsqequal/supersetsqequal/section/dagger/daggerdbl/paragraph/club/diamond/heart/spade/arrowleft /Type/Font 173/circlemultiply/circledivide/circledot/circlecopyrt/openbullet/bullet/equivasymptotic/equivalence/reflexsubset/reflexsuperset/lessequal/greaterequal/precedesequal/followsequal/similar/approxequal/propersubset/propersuperset/lessmuch/greatermuch/precedes/follows/arrowleft/spade] /BaseFont/EREJEG+CMR12 << 481.5 675.9 643.5 870.4 643.5 643.5 546.3 611.1 1222.2 611.1 611.1 611.1 0 0 0 0 888.9 888.9 888.9 888.9 666.7 875 875 875 875 611.1 611.1 833.3 1111.1 472.2 555.6 /LastChar 196 791.7 777.8] 161/minus/periodcentered/multiply/asteriskmath/divide/diamondmath/plusminus/minusplus/circleplus/circleminus The F-Distribution is actually not this quotient, but the quotient   F-Distribution. 777.8 777.8 1000 1000 777.8 777.8 1000 777.8] /BaseFont/SXVRQJ+CMMI12 The F-Distribution (the initial F is in honor of statistician Ronald Fisher) is a ratio 379.6 963 638.9 963 638.9 658.7 924.1 926.6 883.7 998.3 899.8 775 952.9 999.5 547.7 896.3 896.3 740.7 351.8 611.1 351.8 611.1 351.8 351.8 611.1 675.9 546.3 675.9 546.3 Define the quotient   $Z = \dfrac{Y}{X}$. 562.5 562.5 562.5 562.5 562.5 562.5 562.5 562.5 562.5 562.5 562.5 312.5 312.5 342.6 1000 1000 1055.6 1055.6 1055.6 777.8 666.7 666.7 450 450 450 450 777.8 777.8 0 0 /Type/Font Using the transformation   $y = xv$,   we will be able to change the order of integration. /Name/F4 less than 6 is $P(x < 6) = \operatorname{Fcdf}(0,6, 9,5) = 0.9687$. 380.8 380.8 380.8 979.2 979.2 410.9 514 416.3 421.4 508.8 453.8 482.6 468.9 563.7 /Subtype/Type1 460.7 580.4 896 722.6 1020.4 843.3 806.2 673.6 835.7 800.2 646.2 618.6 718.8 618.8 >> Which is the required probability function of F-distribution with (v1, v2)d.f. << 531.3 826.4 826.4 826.4 826.4 0 0 826.4 826.4 826.4 1062.5 531.3 531.3 826.4 826.4 491.3 383.7 615.2 517.4 762.5 598.1 525.2 494.2 349.5 400.2 673.4 531.3 295.1 0 0 endobj /FirstChar 33 Recall that the F m;n distribution is the ratio of two (scaled) independent ˜2 random variables, the –rst having m degrees of freedom and the second having n degrees of freedom. 734 761.6 666.2 761.6 720.6 544 707.2 734 734 1006 734 734 598.4 272 489.6 272 489.6 462.4 761.6 734 693.4 707.2 747.8 666.2 639 768.3 734 353.2 503 761.2 611.8 897.2 The Density of the F Distribution Stat 305 Spring Semester 2006 The purpose of this document is to determine the pdf of the F m;n distribution. 589.1 483.8 427.7 555.4 505 556.5 425.2 527.8 579.5 613.4 636.6 272] /Type/Encoding /Widths[342.6 581 937.5 562.5 937.5 875 312.5 437.5 437.5 562.5 875 312.5 375 312.5 formula. different than the F-Distribution with 5 and 3 degrees of freedom. fF(x) = Γ(p+q 2) Γ(p 2)Γ(q 2) ¡p q ¢p/2 x(p/2)−1 [1+(p/q)x](p+q)/2, 0 < x < ∞. �? 761.6 489.6 516.9 734 743.9 700.5 813 724.8 633.9 772.4 811.3 431.9 541.2 833 666.2

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