An approximation of F distribution by binomial probabilities
It is well known that the F distribution function can be expressed as an incomplete beta function. In particular when both degrees of freedom are even, the F distribution function may be simply expressed as a sum of binomial probabilities. In this note we consider the F distribution with at least one odd degree of freedom. By relating the F distribution to a generalized logistic distribution we obtain an approximation of the F distribution in terms of binomial probabilities. Because it is very close to the exact at the tails, the approximation is particularly suitable for estimating P-values of F ratio tests. All the computations involved can be carried out easily with only a hand calculator.
Year of publication: |
1987
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Authors: | George, E. Olusegun ; Singh, Karan P. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 3, p. 169-173
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Publisher: |
Elsevier |
Subject: | generalized logistic distribution P-values approximations |
Saved in:
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