Saturday 19 October 2013

F distribution CDF and Quantile Calculator

An implementation of the F-Distribution CDF and Quantile function Calculator occurs below. For degree of freedom parameters $d_1$ and $d_2$ (both need to be greater than 0) the F-distribution function is:-


$\Large\frac{\sqrt{\frac{(d_1x)^{d_1}d_2^{d_2}}{(d_1x+d_2)^{d_1+d_2}}}}{xB(d_1/2,d_2/2)}$  


Note that the domain of the F-distribution function is restricted to be greater than zero. The $d_1$ and $d_2$ fields have to be filled in, as well as two out of the three fields which are labelled Lower Limit, Upper Limit and Probability. The lower limit and upper limit fields each need to contain a number greater than 0. The probability field must contain a number between 0 and 1 only.



$d_1$:
$d_2$:


Lower limit:
Upper limit:
Probablility:


Extra probability results pending...



Plot of distribution ($f(x)$) values against $x$ values
$f(x)$
$x$


No comments:

Post a Comment

Logistic Regression Calculator and ROC Curve Plotter

This blog post implements a Logistic Regression calculator for a binary output. Consider a binary outcome response variable \(Y\...