Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Donald E. Ramirez
Title: The Generalized F Distribution
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.

Page views:: 6920. Submitted: 1999-05-15. Published: 2000-04-20.
Paper: The Generalized F Distribution     Download PDF (Downloads: 8434)
GENF.f: Fortran Code Download (Downloads: 1069; 11KB)

DOI: 10.18637/jss.v005.i01

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.