Open AccessThe GeneralizedF
Author(s) -
Donald E. Ramirez
Publication year - 2000
Publication title -
journal of statistical software
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 7.636
H-Index - 145
ISSN - 1548-7660
DOI - 10.18637/jss.v005.i01
Subject(s) - covariance , distribution (mathematics) , function (biology) , code (set theory) , mathematics , computer science , algorithm , statistics , programming language , mathematical analysis , set (abstract data type) , evolutionary biology , biology
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.
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