The f distribution, The f distribution ,17-12 – HP 50g Graphing Calculator User Manual

Page 561

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Page 17-12

The calculator provides for values of the upper-tail (cumulative) distribution
function for the

χ

2

-distribution using [UTPC] given the value of x and the

parameter

ν. The definition of this function is, therefore,

To use this function, we need the degrees of freedom,

ν, and the value of the

chi-square variable, x, i.e., UTPC(

ν,x). For example, UTPC(5, 2.5) =

0.776495…

Different probability calculations for the Chi-squared distribution can be defined
using the function UTPC, as follows:

Θ P(X<a) = 1 - UTPC(

ν,a)

Θ P(a<X<b) = P(X<b) - P(X<a) = 1 - UTPC(

ν,b) - (1 - UTPC(ν,a)) =

UTPC(

ν,a) - UTPC(ν,b)

Θ P(X>c) = UTPC(

ν,c)

Examples: Given

ν = 6, determine:

P(X<5.32) = 1-UTPC(6,5.32) = 0.4965..
P(1.2<X<10.5) = UTPC(6,1.2)-UTPC(6,10.5) = 0.8717…
P(X> 20) = UTPC(6,20) = 2.769..E-3

The F distribution

The F distribution has two parameters

νN = numerator degrees of freedom, and

νD = denominator degrees of freedom. The probability distribution
function (pdf) is given by

=

=

=

t

t

x

X

P

dx

x

f

dx

x

f

x

UTPC

)

(

1

)

(

1

)

(

)

,

(

ν

)

2

(

1

2

2

)

1

(

)

2

(

)

2

(

)

(

)

2

(

)

(

D

N

N

N

D

F

N

D

N

F

D

N

D

N

x

f

ν

ν

ν

ν

ν

ν

ν

ν

ν

ν

ν

ν

+

Γ

Γ

+

Γ

=

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