The Generalized F Distribution
oleh: Donald E. Ramirez
| Format: | Article |
|---|---|
| Diterbitkan: | Foundation for Open Access Statistics 2000-04-01 |
Deskripsi
This paper discusses an algorithm for computing the cumulative distribution function cdf for the generalized F distribution and the companion Fortran77 code GENF. Examples of such distributions are the Cook's DI statistics and the Hotelling's T test when the covariance is misspecified.