| Authors: | Donald E. Ramirez |
| Title: | [download] (3278)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] (3278)The Generalized F Distribution (application/pdf, 237.1 KB) |
| Supplements: | [download] (264)GENF.f: Fortran Code (application/octet-stream, 11.1 KB) |
| Resources: | BibTeX | OAI |
