Distribusi F


Fisher-Snedecor
Fungsi distribusi kumulatif
Parameter d 1 > 0 ,   d 2 > 0 {\displaystyle d_{1}>0,\ d_{2}>0} derajat kebebasan
Dukungan x [ 0 , + ) {\displaystyle x\in [0,+\infty )\!}
Unknown type ( d 1 x ) d 1 d 2 d 2 ( d 1 x + d 2 ) d 1 + d 2 x B ( d 1 2 , d 2 2 ) {\displaystyle {\frac {\sqrt {\frac {(d_{1}\,x)^{d_{1}}\,\,d_{2}^{d_{2}}}{(d_{1}\,x+d_{2})^{d_{1}+d_{2}}}}}{x\,\mathrm {B} \!\left({\frac {d_{1}}{2}},{\frac {d_{2}}{2}}\right)}}\!}
CDF I d 1 x d 1 x + d 2 ( d 1 / 2 , d 2 / 2 ) {\displaystyle I_{\frac {d_{1}x}{d_{1}x+d_{2}}}(d_{1}/2,d_{2}/2)\!}
Mean d 2 d 2 2 {\displaystyle {\frac {d_{2}}{d_{2}-2}}\!} untuk d 2 > 2 {\displaystyle d_{2}>2}
Modus d 1 2 d 1 d 2 d 2 + 2 {\displaystyle {\frac {d_{1}-2}{d_{1}}}\;{\frac {d_{2}}{d_{2}+2}}\!} for d 1 > 2 {\displaystyle d_{1}>2}
Unknown type 2 d 2 2 ( d 1 + d 2 2 ) d 1 ( d 2 2 ) 2 ( d 2 4 ) {\displaystyle {\frac {2\,d_{2}^{2}\,(d_{1}+d_{2}-2)}{d_{1}(d_{2}-2)^{2}(d_{2}-4)}}\!} for d 2 > 4 {\displaystyle d_{2}>4}
Skewness ( 2 d 1 + d 2 2 ) 8 ( d 2 4 ) ( d 2 6 ) d 1 ( d 1 + d 2 2 ) {\displaystyle {\frac {(2d_{1}+d_{2}-2){\sqrt {8(d_{2}-4)}}}{(d_{2}-6){\sqrt {d_{1}(d_{1}+d_{2}-2)}}}}\!}
untuk d 2 > 6 {\displaystyle d_{2}>6}
Ex. kurtosislihat teks
MGFtidak ada, momen mentah tidak terdefinisi[1][2]
CFlihat teks

Dalam teori probabilitas dan statistika, distribusi F merupakan distribusi probabilitas kontinu.[1][2][3][4] Distribusi F juga dikenal dengan sebutan distribusi F Snedecor atau distribusi Fisher-Snedecor (setelah R.A. Fisher dan George W. Snedecor). Distribusi F sering kali digunakan dalam pengujian statistika, antara lain analisis varians dan analisis regresi.

Referensi

  1. ^ a b Johnson, Norman Lloyd (1995). Continuous Univariate Distributions, Volume 2 (Second Edition, Section 27). Wiley. ISBN 0-471-58494-0.  Parameter |coauthors= yang tidak diketahui mengabaikan (|author= yang disarankan) (bantuan)
  2. ^ a b Abramowitz, Milton; Stegun, Irene Ann, ed. (1983). "Chapter 26". Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Applied Mathematics Series. 55 (edisi ke-Ninth reprint with additional corrections of tenth original printing with corrections (December 1972); first). Washington D.C.; New York: United States Department of Commerce, National Bureau of Standards; Dover Publications. hlm. 946. ISBN 978-0-486-61272-0. LCCN 64-60036. MR 0167642. LCCN 65-12253.  Parameter |orig-date= yang tidak diketahui akan diabaikan (bantuan)
  3. ^ NIST (2006). Engineering Statistics Handbook - F Distribution
  4. ^ Mood, Alexander (1974). Introduction to the Theory of Statistics (Third Edition, p. 246-249). McGraw-Hill. ISBN 0-07-042864-6.  Parameter |coauthors= yang tidak diketahui mengabaikan (|author= yang disarankan) (bantuan)

Pranala luar

  • Table of critical values of the F-distribution
  • Earliest Uses of Some of the Words of Mathematics: entry on F-distribution contains a brief history


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