[R] Equation au Fisher Law
Thomas W Blackwell
tblackw at umich.edu
Wed Apr 9 16:34:39 CEST 2003
Let X be the ratio of independent chi-squared random variables
having k1 and k2 degrees of freedom. (k1 = numerator, k2 = denominator).
Then X has density ... (this will take three lines to type out)
dF(X) = [ Gamma((k1 + k2)/2) / (Gamma(k1/2) * Gamma(k2/2)) ]
* (k1/k2)^(k1/2) * X^((k1/2) - 1)
* (1 + X * (k1/k2))^-((k1 + k2)/2) * dX
My source is:
Samuel S. Wilks. Mathematical Statistics.
Wiley, 1962. equation (7.8.9), p. 186. q.v.
Probably Google would turn up the same result.
HTH - tom blackwell - u michigan medical school - ann arbor -
On Wed, 9 Apr 2003, Poizot Emmanuel wrote:
> Hello,
> I would like to know the equation of Fisher law.
> Does any body can identicate me where to find it ?
> Thanks
> --
> Cordialy
> ----------------------------------------
> Emmanuel POIZOT
> Cnam/Intechmer
> Digue de Collignon
> 50110 Tourlaville
> Tél : (33)(0)2 33 88 73 42
> Fax : (33)(0)2 33 88 73 39
> -----------------------------------------
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