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Authors: Donald E. Ramirez
Title: [download]
(2598)
The Generalized F Distribution
Reference: Vol. 5, Issue 1, Apr 2000
Submitted 1999-05-15, Accepted 2000-04-20
Type: Article
Abstract:

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.

Paper: [download]
(2598)
The Generalized F Distribution
(application/pdf, 237.1 KB)
Resources: BibTeX | OAI
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