FRatioRandomVariable - Maple Help
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FRatioRandomVariable

  

f-ratio random variable

 

Calling Sequence

Parameters

Description

Examples

References

Compatibility

Calling Sequence

FRatioRandomVariable(nu, omega)

Parameters

nu

-

first degrees of freedom parameter

omega

-

second degrees of freedom parameter

Description

• 

The f-ratio random variable is a continuous probability random variable with probability density function given by:

f⁡t=0t<0νων2⁢tν2−11+ν⁢tων2+ω2⁢Β⁡ν2&comma;ω2otherwise

  

subject to the following conditions:

0<ν,0<ω

• 

The FRatio variate is related to independent ChiSquare variates with degrees of freedom nu and omega by the formula FRatio(nu,omega) ~ (ChiSquare(nu)*omega)/(ChiSquare(omega)*nu)

Examples

> 

with⁡StudentStatistics&colon;

> 

X≔FRatioRandomVariable⁡ν&comma;ω&colon;

> 

PDF⁡X&comma;u

0u<0Γ⁡ν2+ω2⁢νων2⁢uν2−1Γ⁡ν2⁢Γ⁡ω2⁢1+ν⁢uων2+ω2otherwise

(1)
> 

PDF⁡X&comma;0.5

Γ⁡0.5000000000⁢ν+0.5000000000⁢ω⁢νω0.5000000000⁢ν⁢0.50.5000000000⁢ν−1.Γ⁡0.5000000000⁢ν⁢Γ⁡0.5000000000⁢ω⁢1.+0.5⁢νω0.5000000000⁢ν+0.5000000000⁢ω

(2)
> 

Mean⁡X

undefinedω≤2ωω−2otherwise

(3)
> 

Variance⁡X

undefinedω≤42⁢ω2⁢ν+ω−2ν⁢ω−22⁢ω−4otherwise

(4)
> 

Y≔FRatioRandomVariable⁡7&comma;8&colon;

> 

PDF⁡Y&comma;x&comma;output=plot

> 

CDF⁡Y&comma;x

0x≤0343⁢x72⁢7⁢343⁢x3+2548⁢x2+8008⁢x+137288+7⁢x1320<x

(5)
> 

CDF⁡Y&comma;3&comma;output=plot

References

  

Evans, Merran; Hastings, Nicholas; and Peacock, Brian. Statistical Distributions. 3rd ed. Hoboken: Wiley, 2000.

  

Johnson, Norman L.; Kotz, Samuel; and Balakrishnan, N. Continuous Univariate Distributions. 2nd ed. 2 vols. Hoboken: Wiley, 1995.

  

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.

Compatibility

• 

The Student[Statistics][FRatioRandomVariable] command was introduced in Maple 18.

• 

For more information on Maple 18 changes, see Updates in Maple 18.

See Also

Statistics[Distributions][FRatio]

Student

Student[Statistics]

Student[Statistics][RandomVariable]