3 messages · Poizot Emmanuel, Thomas W Blackwell, Peter Dalgaard
Hello, I would like to know the equation of Fisher law. Does any body can identicate me where to find it ? Thanks
Cordialy ---------------------------------------- Emmanuel POIZOT Cnam/Intechmer Digue de Collignon 50110 Tourlaville T?l : (33)(0)2 33 88 73 42 Fax : (33)(0)2 33 88 73 39 -----------------------------------------
Let X be the ratio of independent chi-squared random variables having k1 and k2 degrees of freedom. (k1 = numerator, k2 = denominator). Then X has density ... (this will take three lines to type out) dF(X) = [ Gamma((k1 + k2)/2) / (Gamma(k1/2) * Gamma(k2/2)) ] * (k1/k2)^(k1/2) * X^((k1/2) - 1) * (1 + X * (k1/k2))^-((k1 + k2)/2) * dX My source is: Samuel S. Wilks. Mathematical Statistics. Wiley, 1962. equation (7.8.9), p. 186. q.v. Probably Google would turn up the same result. HTH - tom blackwell - u michigan medical school - ann arbor -
Hello, I would like to know the equation of Fisher law. Does any body can identicate me where to find it ? Thanks -- Cordialy ---------------------------------------- Emmanuel POIZOT Cnam/Intechmer Digue de Collignon 50110 Tourlaville Tél : (33)(0)2 33 88 73 42 Fax : (33)(0)2 33 88 73 39 -----------------------------------------
Thomas W Blackwell <tblackw at umich.edu> writes:
Let X be the ratio of independent chi-squared random variables having k1 and k2 degrees of freedom. (k1 = numerator, k2 = denominator). Then X has density ... (this will take three lines to type out) dF(X) = [ Gamma((k1 + k2)/2) / (Gamma(k1/2) * Gamma(k2/2)) ] * (k1/k2)^(k1/2) * X^((k1/2) - 1) * (1 + X * (k1/k2))^-((k1 + k2)/2) * dX My source is: Samuel S. Wilks. Mathematical Statistics. Wiley, 1962. equation (7.8.9), p. 186. q.v. Probably Google would turn up the same result.
Not to mention ?FDist... Looks better when printed via LaTeX or in the PDF version of the reference manual, though. To be specific, p. 213 of http://cran.r-project.org/doc/manuals/refman.pdf
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907