Examples for 'stats::FDist'


The F Distribution

Aliases: FDist df pf qf rf

Keywords: distribution

### ** Examples

## Equivalence of pt(.,nu) with pf(.^2, 1,nu):
x <- seq(0.001, 5, length.out = 100)
nu <- 4
stopifnot(all.equal(2*pt(x,nu) - 1, pf(x^2, 1,nu)),
          ## upper tails:
          all.equal(2*pt(x,     nu, lower.tail=FALSE),
                      pf(x^2, 1,nu, lower.tail=FALSE)))

## the density of the square of a t_m is 2*dt(x, m)/(2*x)
# check this is the same as the density of F_{1,m}
all.equal(df(x^2, 1, 5), dt(x, 5)/x)
[1] TRUE
## Identity (F <-> t):  qf(2*p - 1, 1, df) == qt(p, df)^2  for  p >= 1/2
p <- seq(1/2, .99, length.out = 50); df <- 10
rel.err <- function(x, y) ifelse(x == y, 0, abs(x-y)/mean(abs(c(x,y))))
stopifnot(all.equal(qf(2*p - 1, df1 = 1, df2 = df),
                    qt(p, df)^2))

## Identity (F <-> Beta <-> incompl.beta):
n1 <- 7 ; n2 <- 12; qF <- c((0:4)/4, 1.5, 2:16)
x <- n2/(n2 + n1*qF)
stopifnot(all.equal(pf(qF, n1, n2, lower.tail=FALSE),
                    pbeta(x, n2/2, n1/2)))

[Package stats version 4.2.3 Index]