CS代考程序代写 University of California, Los Angeles Department of Statistics

University of California, Los Angeles Department of Statistics
Instructor: Nicolas Christou
The F distribution
Let U ∼ χ2n1 and V ∼ χ2n2. If U and V are independent the ratio
U n1 V n2
We write X ∼ Fn1,n2.
The probability density function of X ∼ Fn1,n2 is:
Statistics 100B
Definition:
follows the F distribution with numerator d.f. n1 and denominator d.f. n2.
n1+n2 n
f(x)= Γ( 2 ) n1 2 xn1−1 1+n1x 2
1
􏰄 􏰅1 􏰄 􏰅−(n1+n2)
, 0